Excellence Award Certificate

Post date December 12, 2025
Post categories In Review
Tags Excellence Award Certificate, International Review of Economics and Finance

Very happy to share that I received Excellence Award Certificate from the International Review of Economics and Finance. I thank Jonathan Benchimol for this.

Post date December 12, 2025
Post categories In Review
Tags Excellence Award Certificate, International Review of Economics and Finance

Estimate Non-Parametric Time-Varying Coefficients in Panel Data Models with Fixed Effects

Today, I will show you how to use the package of Ibrahima Amadou Diallo, xtnptimevar, that estimates non-parametric varying coefficients in panel data models with fixed effects. We…

Post date September 7, 2025
Post categories In Codes and Datasets, Illustrated
Tags China, Data Visualization, Non-Parametric Time-Varying Coefficients, Panel Data, STATA Code, Time-varying

Brent-WTI spread

The Brent-WTI spread has known important evolutions after 2010. While it is well known by practitioners, market participants and academics, it may be useful to recall this point.…

Post date February 11, 2025
Post categories In Illustrated
Tags Brent-WTI spread, Data Visualization, Oil market, Oil Price

Global Macro Database

A new database is available that compiles 46 variables for 243 countries from 110 sources. Overall, that’s a very nice public good. A ton of thanks to the…

Post date February 4, 2025
Post categories In Codes and Datasets
Tags Data Management, Global Macro Database, Macroeconomic Fundamentals, Macroeconomics, STATA Code

Local Projections’ Robustness to Misspecification

In this recent paper, Olea-Montiel, Plagborg-Møller, Qian and Wolf “provide a formal proof of Jordà’s claim that conventional LP confidence intervals for impulse responses are surprisingly robust to…

Post date September 13, 2024
Post categories In Research Article
Tags Bias-variance tradeoff, Local Projection, Misspecification, NBER, VAR

Regression Adjustment for Heterogeneous DiD in Stata: Comparing xthdidregress, lwdid, jwdid, and csdid

Portable Stata Projects: Running the Same Do-File on Any Computer

From Soviet Steel to Japanese Electronics to Chinese Semiconductors: Three Rivalries in the Great Global Transformation

Centering Nonlinear Terms: Interpreting Marginal Effects at the Mean

The 18th International Conference on Statistical Analysis of Textual Data

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Regression Adjustment for Heterogeneous DiD in Stata: Comparing xthdidregress, lwdid, jwdid, and csdid

Portable Stata Projects: Running the Same Do-File on Any Computer

From Soviet Steel to Japanese Electronics to Chinese Semiconductors: Three Rivalries in the Great Global Transformation

Centering Nonlinear Terms: Interpreting Marginal Effects at the Mean

The 18th International Conference on Statistical Analysis of Textual Data