Second Brain

Tag: topic/econometrics

94 items with this tag.

Sep 23, 2026
Q: Doubly-robust estimation appears in the vault as AIPW, the DML interactive-model score, the Callaway–Sant'Anna doubly-robust ATT(g,t), SDID's double robustness, the X-learner and weighted conformal prediction. What is the common structure, and in what sense is each one 'doubly' robust?
Sep 23, 2026
Q: What are some ways to uncover causal estimates from non-experimental data?
Sep 23, 2026
BLP Demand Estimation - Index
Sep 23, 2026
SMM Copula Asymptotic Theory
Sep 23, 2026
SMM Copula Simulation and Application
Sep 23, 2026
SMM Copula Specification Testing
Sep 23, 2026
SMM Estimator for Copulas
Sep 23, 2026
Discrete Choice Models
Sep 23, 2026
Efficient Method of Moments
Sep 23, 2026
Indirect Inference
Sep 23, 2026
Method of Simulated Moments
Sep 23, 2026
Practical Issues in Simulation Estimation
Sep 23, 2026
Simulation-Based Estimation - Overview
Sep 23, 2026
The Experimental Ideal
Sep 23, 2026
Synthetic Difference-in-Differences - Index
Sep 23, 2026
Quasi-Bayes for Plausible Moment Restrictions
Sep 23, 2026
Market Response Models - Overview
Sep 18, 2026
Q: Honest DiD, Rosenbaum-style sensitivity analysis for unobserved confounding, Plausible GMM's prior over moment misspecification, synthetic-control placebo and backdating checks, prior/likelihood power-scaling sensitivity and Sobol global sensitivity indices all ask how wrong the assumptions can be before the conclusion changes. What would a unified view look like?
Sep 18, 2026
Q: CUPED, regression adjustment, double/debiased ML residualization and CausalImpact covariates all 'adjust for other variables'. When is adjustment for precision, and when is it for identification — and what goes wrong when the two are confused?
Sep 18, 2026
Q: Exchangeability underlies permutation/randomization tests, conformal prediction and hierarchical priors. Which vault methods break when it fails (time series, covariate shift, interference, clustering), and what replaces it in each case?
Sep 18, 2026
Bayesian Inverse Probability Weighting
Sep 18, 2026
Doubly-Robust Estimands for ATT(g,t)
Sep 18, 2026
Group-Time Average Treatment Effects
Sep 18, 2026
Simultaneous Inference via Multiplier Bootstrap
Sep 18, 2026
Random Coefficients Logit Model
Sep 18, 2026
SMM Weighting Matrix and Inference
Sep 18, 2026
Standard Errors and Clustering
Sep 18, 2026
Directed Acyclic Graphs
Sep 18, 2026
The Selection Problem
Sep 18, 2026
DAGs and Causal Identification
Sep 18, 2026
Differences-in-Differences
Sep 18, 2026
Generalized Synthetic Control Method
Sep 18, 2026
Instrumental Variables
Sep 18, 2026
Local Average Treatment Effects
Sep 18, 2026
Propensity Score Matching - Balancing Theorem and Failure Modes
Sep 18, 2026
Synthetic Control Bias Theory
Sep 18, 2026
Synthetic Control Extensions
Sep 18, 2026
Synthetic Control Inference and Diagnostics
Sep 18, 2026
Synthetic Control Requirements
Sep 18, 2026
Synthetic Control
Sep 18, 2026
Honest DiD - Sensitivity to Parallel Trends Violations
Sep 18, 2026
Pre-Trend Testing and Its Pitfalls
Sep 18, 2026
SDID Estimator - Unit and Time Weights
Sep 18, 2026
SDID Inference - Bootstrap, Jackknife and Placebo
Sep 18, 2026
SDID for Geo Experiments and Marketing Panels
Sep 18, 2026
SDID vs DiD vs Synthetic Control
Sep 18, 2026
Gaussian Local Prior Approximation
Sep 18, 2026
Plausible GMM - Institutions and GDP Application
Sep 18, 2026
Plausible GMM - Overview
Sep 18, 2026
Plausible Moment Restriction Model
Sep 18, 2026
Conditional Independence Assumption
Sep 18, 2026
Omitted Variables Bias
Sep 18, 2026
Regression and the Conditional Expectation Function
Sep 18, 2026
Functional Forms in Marketing
Sep 18, 2026
Q: How can SMM be used to calibrate agent based models?
Sep 18, 2026
Aggregating Group-Time Effects
Sep 18, 2026
Identifying Assumptions for Staggered DiD
Sep 18, 2026
Quantile Regression
Sep 18, 2026
Covariate Balance and Matching Diagnostics
Sep 18, 2026
Matching Algorithms and Caliper
Sep 18, 2026
Event Study Designs and Dynamic Treatment Effects
Sep 18, 2026
Synthetic Difference-in-Differences - Overview
Sep 18, 2026
SMM Estimation of Factor Copulas
Jul 01, 2026
Mostly Harmless Econometrics: An Empiricist's Companion
Jun 28, 2026
Factor Copulas - Overview
Jun 28, 2026
C-vines, D-vines, and Regular Vines
Jun 28, 2026
Estimation and Structure Selection for Vines
Jun 28, 2026
Pair-Copula Constructions
Jun 28, 2026
The Simplifying Assumption
Jun 28, 2026
Vine Copulas - Overview
Jun 28, 2026
BLP Demand Estimation - Overview
Jun 28, 2026
GMM Estimation and Instruments for Price Endogeneity
Jun 28, 2026
Numerical Integration and Optimization in PyBLP
Jun 28, 2026
Supply Side and Markups
Jun 28, 2026
The BLP Contraction Mapping
Jun 27, 2026
Difference-in-Differences with Multiple Time Periods - Overview
Jun 27, 2026
Duffie-Singleton Asset-Pricing Model
Jun 27, 2026
Geometric Ergodicity and Uniform LLN
Jun 27, 2026
SME Asymptotic Distribution
Jun 27, 2026
SME Consistency
Jun 27, 2026
SME Extensions and Applications
Jun 27, 2026
Simulated Moments Estimation - Overview
Jun 27, 2026
Simulated Moments Estimator Definition
Jun 27, 2026
Multi-Factor and Block Dependence Structures
Jun 17, 2026
Factor Copula Application - S&P 100 and Systemic Risk
Jun 17, 2026
Factor Copula Construction
Jun 17, 2026
Tail Dependence in Factor Copulas
Jun 17, 2026
Brock-Mirman Model - SMM Estimation Exercise
Apr 12, 2026
SMM Python Implementation
Apr 12, 2026
Regression Discontinuity Designs
Apr 12, 2026
Parameter Estimation in Market Response
Apr 12, 2026
Xu 2016 - Generalized Synthetic Control Method: Causal Inference with Interactive Fixed Effects Models
Apr 11, 2026
Research Questions in Econometrics
Apr 11, 2026
Abadie 2021 - Using Synthetic Controls: Feasibility, Data Requirements, and Methodological Aspects

Created with Quartz v4.5.2 © 2026

GitHub
llms.txt