#econometrics — Public Fediverse posts

I’ve been trying to read more carefully about instrumental variables and make up my mind about when IV arguments are scientifically convincing.

Here's a tension I keep running into:

Should the scientific question alone determine the causal parameter of interest?

Or is it legitimate for the target parameter to reflect an interplay between scientific interest and the identifying assumptions we actually find tenable?

IVs can be difficult to interpret when instruments are weak, who “compliers” are is opaque, exclusion restrictions are debatable, or linear models are used in settings where the true data-generating process may be nonlinear.

On the other hand, when an entire body of (aspirationally causal) literature rests on methods that try to close backdoor paths, IVs offer a genuinely different identification strategy. That seems valuable for evidence triangulation, even if IV analyses have their criticisms.

What do you think? Are you a big IV proponent? Are you an IV critic?

When do you find IV evidence persuasive?

Some literature I've been reading & re-reading:

https://pubmed.ncbi.nlm.nih.gov/16755261/

https://academic.oup.com/ije/article/47/4/1289/3095892

https://pmc.ncbi.nlm.nih.gov/articles/PMC4285626/

https://arxiv.org/abs/2402.09332

https://arxiv.org/abs/2402.05639

#CausalInference #InstrumentalVariables #Econometrics #Statistics #DataScience #HealthPolicy

Don't miss today's #DiSCourseSeminar with Vaarun Vijairaghavan from the University of Calgary, Canada, at 12:00 (CET). You can join onsite at the DiSC, Innrain 15, 6020 Innsbruck or remotely via Big Blue Button: https://webconference.uibk.ac.at/b/car-aab-cxf-o81

Topic: Fair Play for Fair Pay: Fighting Digital Piracy through Revenue Sharing

#InformationSystems
#ResearchTalk
#DigitalPiracy
#CopyrightInfringement
#Modeling
#Econometrics

#DigitalIndependence #diday for #SocialScience #researchers:

#Rstats #Jamovi #Python <-- #SPSS #Stata

#LibreOffice #LaTeX #Typst editors #Gnumeric <-- #MicrosoftOffice

#CollaboraOnline <-- #GoogleDocs #GoogleWorkspace #Microsoft365

#Zotero <-- #Endnote #Mendeley #Citavi

#ODK #KoboToolbox #LimeSurvey <-- #Qualtrics #SurveyMonkey etc.

#requal #Taguette <-- #MaxQDA #AtlasTI #NVivo

#PoliticalScience #Economics #Statistics #Econometrics #QualitativeResearch #Evaluation #QuantitativeResearch

#30DayChartChallenge Día 27: ¡Ruido! 📉 Analizando los residuos (el "ruido" inexplicable) del modelo CAPM para Telefónica (TEF.MC) vs IBEX 35. #UncertaintiesWeek #Finance

Este gráfico muestra la serie temporal del error diario del modelo (~18 años). ¿Es solo ruido blanco o algo más? 🤔 Para comprobarlo, ¡test de Dickey-Fuller Aumentado (ADF)!

Resultado ADF: p=0.01. ¡Rechazamos la raíz unitaria! 🎉 Esto sugiere que los residuos son estacionarios, fluctúan alrededor de cero como un "ruido" bien comportado (aunque su volatilidad cambia). ¡Buena señal para el modelo! (R²≈0.66).

Visualizando el componente idiosincrático y su (falta de) tendencia.

🛠 #rstats #ggplot2 #quantmod #tseries | Data: Yahoo/Investing | Theme: #theme_week5_uncertainty
📂 Código/Viz: https://t.ly/nr0nm

#Day27 #Noise #dataviz #DataVisualization #CAPM #Residuals #Stationarity #ADFtest #Econometrics #RiskManagement #TEF #IBEX35 #Bolsa #RStats #ggplot2 #TimeseriesWeek

Using #statistics 📊 to improve insights into #childHealth: researchers have estimated the extent to which children in sub-Saharan Africa and South Asia are affected by #anemia. Previously, such data was only available for individual countries. #publicHealth #econometrics #dataScience #openAccess

https://www.uibk.ac.at/en/newsroom/2025/high-resolution-estimates-of-anemia-in-children-in-low-and-middl/

#introduction

I am economist & political scientist (PhD) and conduct #research and #evaluation on #SocialRiskManagement #ClimateChange #GlobalDevelopment #SocialProtection #PublicHealth #CooperativeStudies.

My current focus is on the topics #ClimateChangeAdaptation, #DisasterRiskManagement, #RuralDevelopment, #HealthCareFinancing, #HealthSystem‎‎s.

#ResearchMethods: #MixedMethods & #MethodIntegration, #Quantitative & #Qualitative #Methods, #RigorousImpactEvaluation, #Causality, #Econometrics.

(manuscript) The Disaster of the Critical Value Table of the Durbin-Watson Test

https://www.researchgate.net/publication/385302492_The_Disaster_of_the_Critical_Value_Table_of_the_Durbin-Watson_Test

still working~

(🧵 Thread)

#econometirca #econometrics #timeseries #workingpaper #autocorrelation #AI

Introducing LongMemory.jl: A Julia Package for Long Memory Time Series Analysis 🖥️📚📈📊

I am happy to announce that after several months of getting to understand the language better, I have finally published my first Julia registered package: LongMemory.jl. 🙂 This package is the result of my research on long memory time series analysis, which is a fascinating topic in econometrics and statistics. Long memory models are useful for capturing the persistence and dependence of many real-world phenomena, such as inflation, interest rates, volatility, network traffic, and environmental data.

LongMemory.jl makes it easy to generate, estimate, and forecast long memory models in Julia. It supports various types of models, such as fractional differencing, cross-sectional aggregation, and stochastic duration shocks. It also provides functions for testing the presence of long memory, computing the Hurst exponent, and simulating long memory processes. The package is fully documented and includes classical data examples, such as the Nile River minima. 🌊

The package can be installed easily from the Julia general registry. I have prepared a short video that shows how to install the package and generate long memory diagnostics plots for the Nile River minima dataset. The Nile River minima is a famous example of a long memory time series.

I hope you find LongMemory.jl useful and practical. I welcome any feedback, suggestions, or contributions to improve the package. You can contact me or open an issue on GitHub. Thank you for your interest and feedback!

#julialang #programming #programmingjourney #longmemory #timeseriesanalysis #timeseries #econometrics #statistics @[email protected] @[email protected]

#Introduction repost due to move to science.social. I am a sociologist at #GESIS, specifically working on #EUSILC in German Microdata Lab #GML. My #research interests: #econometrics, #surveymethodology, #sociology of #wealth, #familysociology, #integration and #migration with a focus on #ethnicsegregation. Way more active on bluesky https://bsky.app/profile/klauspforr.bsky.social

I bow to convention and give an #Introduction
I am a Sociologist at #GESIS, specifically working on #EUSILC in German Microdata Lab #GML. My #research interests are #econometrics, #surveymethodology, sociology of #wealth, #familysociology, and #integration and #migration with a focus on #ethnicsegregation.
My hobbies are typos and editing toots.
@sociology #Sociology

#introductions

Hi! I do #health #economics at #ZEW - Centre for European Economic Research in Mannheim, Germany. My #research is on #reimbursement in #healthcare, the structure of health markets, and #digitalhealth.

In my daily work, I use a lot of #statistics #econometrics #datascience tools.

I'm here for the random stuff, the #programming tips, and maybe some #policy discussions.

👨‍💼 @ #DEval in #Bonn, here my private account; hier privat unterwegs:

🌏 en :
I engage in #Development #Aid #Evaluation
💬 #ClimateChange #Adaptation #CCA #RuralDevelopment #DisasterRiskManagement #SocialRiskManagement #SRM
#️⃣ #Impacts #RIE #MixedMethods #Econometrics

🌍 de :
Ich befasse mich mit #Entwicklungszusammenarbeit #EZ #Evaluierung
💬 #Klimawandel #Anpassung #LaendlicheEntwicklung #Katastrophenvorsorge #SozialesRisikoManagement
#️⃣ #Wirkungsmessung #Methodenintegration #Statistik