Introduction

I am somewhat reluctantly starting this blog on econometric stuff that applied people will hopefully find useful. I am wary to do so because I do not consider myself to be an econometrician; I am an applied econometrician. As such, I suffer from a bit of imposter syndrome in creating a blog on econometric topics.

That said, my goal is to make applied types aware of some issues - in as nontechnical way as possible (as I said, I am not an econometrician) - that arise in typical applied (micro) research. The issues I find fascinating are the subtle parts of econometrics that individuals either may not have learned or may have forgotten. By diving a bit into how various econometric methods work in practice, we hopefully will all better understand how the econometric sausage is made. Perhaps ignorance is bliss, but as economists we tend to relish in the dismal.

 I am fortunate to teach econometrics at SMU and think all empirical types should teach econometrics. It's amazing what you can learn or re-learn every time you teach. I often describe econometrics to my students the same way Shrek describe ogres: it's like an onion, with many layers, and each time we re-visit a topic we pull back another layer and learn something new. Of course, donkey's response was just that "onions stink." So, make of that what you will.



Thanks to all those on #EconTwitter for encouraging me to do this! And thanks to those who have created other econometric blogs before me and served as my inspiration. I hope someone gets something out of this, as I do from these other blogs.

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