Just added a new section to my graduate lecture notes — on nonparametric models with unobserved heterogeneity. It includes one of my favorite identification results in all of econometrics.

I’ve stopped using LaTeX Beamer for slides. All my research and teaching presentations are now Quarto Reveal.js, and I feel very happy about it. #EconSky #DataSky

Just uploaded the second big chunk of my lecture notes on linear models with heterogeneous coefficients! The notes for this topic are now complete. This new section goes beyond average effects — to the variance and full distribution of heterogeneous coefficients.

Got the same question every time teaching testing in multivariate regression: "Why a new tests for joint hypotheses? Why not multiple t-tests with adjustment?" Usual answer: "because power" — always felt vague. I decided to check and wrote a post. (1/3) #EconSky

Just uploaded the first block of my lecture notes on econometrics with unobserved heterogeneity! 📊 Introduction and a block on average effects in linear models with heterogeneous coefficients — why standard estimators fail and a robust approach. Link below. #econsky

I think I’m done with LaTeX for anything except writing paper manuscripts. I used to take all my notes in LaTeX — research papers, study notes, presentations, even language learning. But it’s just too rigid, too slow, and too annoying for most of what I do. #EconSky

Adding fixed effects is supposed to reduce bias — but under realistic parameter heterogeneity, it can make bias worse I wrote a post explaining how and why this can happen, with simulations and what you can do about it (Video: results summary) Links to post and Python code in replies #EconSky

Researcher: "We let the data speak for itself." Earlier that day:

Just celebrated our first Bonn-Mannheim-Munich workshop in microeconometrics! Hopefully a start towards stronger ties between our groups and towards a robust microeconometrics research community in Germany.

Bonn is very cozy on rainy evenings these days.