I have always been fascinated by distribution-free non-parametric tests, or randomization tests, or Monte Carlo tests -- whatever you want t...
Bayes Stifling Creativity?
Some twenty years ago, a leading Bayesian econometrician startled me during an office visit at Penn. We were discussing Bayesian vs. frequen...
Impulse Responses From Smooth Local Projections
Check out Barnichon-Brownlees (2017) (BB). As proposed and developed in Jorda (2005) , they estimate impulse-response functions (IRF's...
Math Rendering Problem Fixed
The problem with math rendering in the recent post, "All of Machine Learning in One Expression" , is now fixed (I hope). That is...
All of Machine Learning in One Expression
Sendhil Mullainathan gave an entertaining plenary talk on machine learning (ML) in finance, in Chicago last Saturday at the annual Americ...
Torpedoing Econometric Randomized Controlled Trials
A very Happy New Year to all! I get no pleasure from torpedoing anything, and "torpedoing" is likely exaggerated, but nevertheless...
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