I do all my teaching in the fall. With the end of the semester and the Holidays coming soon, witha few research papers I would like to finish before my spring fellowship at the Institute for Advanced Study begins, and with other responsibilities, blogging necessarily takes the backseat.
Still, I thought I should assemble of all my ‘Metrics Monday posts (including those proto-‘Metrics Monday posts, i.e., posts about econometrics before ‘Metrics Monday was even a thing). I am also making a separate page for this list, and that page will be updated every time I add a post to the ‘Metrics Monday series.
(Incidentally, I am getting to a point where I have covered a lot of what I wanted to cover as part of this series, and I am running out of inspiration; requests from readers are much appreciated.)
Here is the list:
- Fads and Fashions in Econometrics
- Multicollinearity
- Friends *Do* Let Friends Do IV
- Regressions as Ecosystems
- When Is Heteroskedasticity (Not) a Problem?
- Hypothesis Testing in Theory and in Practice
- Statistical Literacy
- Data Cleaning
- Outliers
- Proxy Variables
- What to Do with Missing Data
- What to Do with Endogenous Control Variables
- Control Variables: More Isn’t Necessarily Better
- You Can’t Test for Exogeneity: Uninformative Hausman Tests
- “Do Both”
- You Keep Using that Instrumental Variable; I Do Not Think It Does What You Think It Does
- PSA: p-Values Are Thresholds, Not Approximations
- The Use and Misuse of R-Square
- Big Dumb Data?
- Rookie Mistakes in Empirical Analysis
- Goodness of Fit in Binary Choice Models
- A Nifty Fix for When Your Treatment Variable Is Measured with Error
- A Rant on Estimation with Binary Dependent Variables
- Love It or Logit, or: Man, People *Really* Care about Binary Dependent Variables
- In Defense of the Cookbook Approach to Econometrics
- More on the Cookbook Approach to Econometrics
- Econometrics Teaching Needs an Overhaul
- Hipstermetrics
- On the (Mis)Use of Regression Analysis: Country Music and Suicide
- Methodological Convergence in the Social Sciences