Blog

A Riddle About Family Size And The Solution

I’ve come across a very nice riddle in Alex Bellos’ book So You Think You’ve Got Problems, which I managed to solve. The solution (provided in the book) was not entirely…

Storey’s \(q\) Values and The Bonferroni Correction

When dealing with a multitude of simultaneous hypothesis tests, the concepts of q-values, Storey’s method, and the Bonferroni correction are crucial for controlling error…

Measurement Error and Attenuation Bias

In linear regression, an issue arises when the independent variable, the \(X\) in our model, is measured with systematic error. This seemingly small imperfection can lead to…

Git: Stop Tracking Accidentally Committed Files

If you have files that were previously committed to your Git repository and are now listed in your .gitignore file, you need to explicitly “untrack” them. Here’s a…

Anderson-Rubin Confidence Intervals

Anderson-Rubin (AR) confidence intervals offer a robust method for inference in the context of instrumental variable (IV) regression, particularly when the instruments are…

Manipulation in the RD Design

This post is an instructive formal proof to demonstrate precisely why manipulation invalidates the identification of the treatment effect in a Regression Discontinuity (RD)…

Introduction to Polars II

In this post, let’s dive into these more advanced and idiomatic polars techniques. These patterns are crucial for writing concise, expressive, and efficient Polars code…

Introduction to Polars I

I’ve never really liked pandas. I always thought it was tedious to work with and it bothered me there were never really quick ways to do something simple. Thinks like…

Random Effects Regression: A Mathematical Exposition

I wanted to write a short primer on random effects regression, since I’m working on this for a course I’m teaching, and I think the exposition in most textbooks isn’t that…

Conley Standard Errors

Standard errors as proposed by Conley (1999) address an important issue in econometrics: the potential for spatial correlation between observations. This technical approach…

Different Perspectives on Matrix Multiplication

Matrix multiplication is a fundamental operation in linear algebra with a wide range of applications in fields like physics, computer graphics, and data science. While the…

Geospatial Interpolation: Some Theory

Hi all, I want to write about geospatial interpolation methods and the underlying math. Potentially, in a follow-up blog post, I’ll also discuss example, but in this post…

Memo About Inverse Probability Weighting

I want to briefly have on paper the logic behind using inverse probability-weighted estimators of the ATT (average treatment effect on the treated) in a causal inference…

Sampling Variation in Linear Regression

This blog post on sampling variation in regression analysis is part two of a two-part blog post on sample variations. In part 1, available here, I provide a gentle…

What is Sampling Variation?

In this blog post, I want to pay attention to the concept of sampling variation. In my econometrics classes, I have often found that students have a hard time wrapping their…

How to create a running variable in a spatial RDD?

In this post, I’ll explain, using R code, how to create a distance to the border and an associated running variable often met in geographic regression discontinuity designs.…

Spectral Clustering Polygons into Macroregions

In this blog post, I want to show how to use spectral clustering, an unsupervised machine learning algorithm, to cluster polygons into macroregions. An application of this…

The Performance of Probabilistic Latent Semantic Analysis

In this blog post, I want to investigate the performance of probabilistic latent semantic analysis: a subject I have been teaching (but also studying) for a course.…

Democracy and Peace

I wanted to write a short post on democratic peace theory to simply explore the correlation between democracy and peace. It is sometimes believed that democratic countries…

Spatial Merging Roman Roads with Eurostat Data

In this short blog post, I focus on combining several European municipal (LAU, Local Urban Areas) shapefiles, combined with data on roads and cities in the Roman Empire, to…

Radio Broadcast about my PhD Thesis

I was invited to the Dutch radio program Spraakmakers to talk about my PhD thesis. You can listen to the recording here. The part where I show up is roughly from 1:11:25 to…

Overview of Economics Datasets and Databases

In this post, I’ll give an overview and short description of various commonly-used and mostly publicly available data sources in Economic History. I am planning to update…

Short Note on Ridge Regression

I am doing a couple of assignments involving penalized estimators such as Ridge regression, and I wanted to do a short derivation of its asymptotic covariance. In comparison…

Non-Negative Matrix Factorization

For a course I am teaching in, the syllabus includes an alternative to Principal Component Analysis, called non-negative matrix factorization. The method was introduced in…

Bayesian Grade Exchange Equilibria

In this post, I want to work out a couple of games using the concept of Bayesian Nash Equilibria. Bayesian Nash Equilibria are a kind of intermediate step between basic Nash…

The Besley (2004) Model

Besley (2004) is a paper about the effects of politicians’ pay (e.g. wages) on performance. This is a classic issue, tackled firstly by Barro (1973) and Ferejohn (1986), but…

The Besley and Case (1995) Model

Besley and Case (1995) have a paper about the influence of term limits for politicians on policy behavior. They use a dynamic game. Politicians can serve either one or two…

Podcast (Dutch) about my PhD Projects

I was interviewed by the Dutch economics journal Economisch-Statistische Berichten (ESB) about my PhD work as a part of their new Podcast series on New Economists. In the…

A Fun Game Theory Exercise

I want to work out a couple of exercises from Game Theory: an Introduction, by Tadelis. Since the exercises from later chapters are not available online, and since they…

The Within (FE) Estimator Visualized

In this post, I will visualize what the FE-estimator does by benchmarking it to the OLS estimator. I use World Bank data on trade and GDP per capita to estimate (i) a…

Solving for a Bayesian Perfect Equilibrium: An Example

I just want to set up a reminder on how to solve for Perfect Bayesian Equilibria (PBE) in the case there might be no pooling or separating equilibria, or in the case there…