Yuya Sasaki
@YuyaSasaki12
Professor of Economics, Vanderbilt University (@VanderbiltEcon) Affiliated Faculty of Vanderbilt Data Science Institute (@VUDataScience) Econometrics
ID:1370743768824086529
https://sites.google.com/site/yuyasasaki/ 13-03-2021 14:29:23
159 Tweets
444 Followers
133 Following
Hi #EconTwitter ! 📊
Interested in exploring the intersection of #econometrics and #machinelearning for causal inference?
Don't miss the online version of Martin Huber's book! It offers an insightful overview of quantitative methods for evaluating causal effects
Bonus:
Happy new year! Excited to announce that our textbook with Xavier, 'Difference-in-Differences for Simple and Complex Natural Experiments', is under contract with Princeton University Press. Check out the 'working textbook' version here! Comments welcome! papers.ssrn.com/sol3/papers.cf…
Hi #EconTwitter !
Interested in macroeconometrics and in the estimation of dynamic causal effects in #macroeconomics ?
Take a look 👇 at our paper with Luca Fanelli and Giovanni Angelini (@unibo), freshly accepted by @jeconometrics!
We show that, if your instruments for the
Hi #EconTwitter !
Using 𝐝𝐢𝐟𝐟𝐞𝐫𝐞𝐧𝐜𝐞-𝐢𝐧-𝐝𝐢𝐟𝐟𝐞𝐫𝐞𝐧𝐜𝐞𝐬 methods for 𝐜𝐚𝐮𝐬𝐚𝐥 𝐢𝐧𝐟𝐞𝐫𝐞𝐧𝐜𝐞? Worrying about the (in)famous 𝐩𝐚𝐫𝐚𝐥𝐥𝐞𝐥 𝐭𝐫𝐞𝐧𝐝𝐬 assumption?
Then, you should check out this amazing #econometrics paper by Dalia Ghanem, Pedro H. C. Sant'Anna
Hi #EconTwitter !
Are you an applied economist using cluster-robust standard errors? 📊
You should be aware of the recent strand of the #econometrics literature focusing on the risks of the presence of large clusters, and possible solutions.🚫⚠️
A related and very nice paper
Wonderful to see this in print! Thanks to my wonderful coauthors Sarojini Hirshleifer and Karen Ortiz-Becerra!
We will follow up with a longer thread once I am caught up with the new quarter!
Hi #EconTwitter !
You have the regression of y on X1 and the regression of y on X2.
What can you say about the 'long' regression of y on [X1,X2]?
Dive into a discussion of this long-standing problem in this paper by Toru Kitagawa (@BrownUniversity) & MASAYUKI SAWADA
Thanks Giuseppe Cavaliere! For those interested in delving deeper into this lit, check out our textbook project: papers.ssrn.com/sol3/papers.cf…
Incomplete, but some chapters drafted:
-Binary D, no variation in timing (ch 4 and 5)
-binary & staggered D (ch 6)
-heterogeneous adoption (ch 7)
Our new handbook chapter w/ Josh Angrist & Christopher Walters is now available online! Check out the latest in estimating institutional quality with quasi-experimental data: authors.elsevier.com/a/1hbvF5bvkCuu…