Douglas J. McCallan
@measurementerror.bsky.social
Dwight Schrute's hidden brother, mostly interested in casual inference, drums and beets
Reposted by Douglas J. McCallan
The code to follow step-by-step is available here: github.com/paulgp/GPHK_...
The paper is here: arxiv.org/pdf/2511.03572
The UJIVE package is here: github.com/kolesarm/Man...
The paper is here: arxiv.org/pdf/2511.03572
The UJIVE package is here: github.com/kolesarm/Man...
GitHub - paulgp/GPHK_JEP_Replication_Package
Contribute to paulgp/GPHK_JEP_Replication_Package development by creating an account on GitHub.
github.com
November 17, 2025 at 3:06 PM
The code to follow step-by-step is available here: github.com/paulgp/GPHK_...
The paper is here: arxiv.org/pdf/2511.03572
The UJIVE package is here: github.com/kolesarm/Man...
The paper is here: arxiv.org/pdf/2511.03572
The UJIVE package is here: github.com/kolesarm/Man...
Reposted by Douglas J. McCallan
Developing a step-by-step guide to leniency designs, drawing on recent econometric literatures, from Paul Goldsmith-Pinkham, @instrumenthull.bsky.social, and Michal Kolesár www.nber.org/papers/w34473
November 18, 2025 at 6:02 PM
Developing a step-by-step guide to leniency designs, drawing on recent econometric literatures, from Paul Goldsmith-Pinkham, @instrumenthull.bsky.social, and Michal Kolesár www.nber.org/papers/w34473
Reposted by Douglas J. McCallan
Happy to share my new NBER working paper! www.nber.org/papers/w34216
September 8, 2025 at 9:23 PM
Happy to share my new NBER working paper! www.nber.org/papers/w34216
Reposted by Douglas J. McCallan
When treating one person might affect others, there's an explosion of possible ways to quantify these effects.
Which of these are relevant to applied problems — like choosing a policy governing treatment?
This is the jumping off point for this new short paper:
arxiv.org/abs/2507.14391
Which of these are relevant to applied problems — like choosing a policy governing treatment?
This is the jumping off point for this new short paper:
arxiv.org/abs/2507.14391
Policy relevance of causal quantities in networks
In settings where units' outcomes are affected by others' treatments, there has been a proliferation of ways to quantify effects of treatments on outcomes. Here we describe how many proposed estimands...
arxiv.org
August 11, 2025 at 5:34 PM
When treating one person might affect others, there's an explosion of possible ways to quantify these effects.
Which of these are relevant to applied problems — like choosing a policy governing treatment?
This is the jumping off point for this new short paper:
arxiv.org/abs/2507.14391
Which of these are relevant to applied problems — like choosing a policy governing treatment?
This is the jumping off point for this new short paper:
arxiv.org/abs/2507.14391
Reposted by Douglas J. McCallan
*** 𝐡𝐞𝐭𝐞𝐫𝐨𝐠𝐞𝐧𝐞𝐨𝐮𝐬 𝐭𝐫𝐞𝐚𝐭𝐦𝐞𝐧𝐭 𝐞𝐟𝐟𝐞𝐜𝐭𝐬 𝐚𝐧𝐝 𝐑𝐃𝐃 ***
Interested in 𝐑𝐞𝐠𝐫𝐞𝐬𝐬𝐢𝐨𝐧 𝐃𝐢𝐬𝐜𝐨𝐧𝐭𝐢𝐧𝐮𝐢𝐭𝐲 𝐃𝐞𝐬𝐢𝐠𝐧𝐬 and treatment effect heterogeneity?
Check out this new framework by Sebastian Calonico, Matias Cattaneo, Max Farrell, Filippo Palomba & Rocio Titiunik, as well as its companion software paper.
Interested in 𝐑𝐞𝐠𝐫𝐞𝐬𝐬𝐢𝐨𝐧 𝐃𝐢𝐬𝐜𝐨𝐧𝐭𝐢𝐧𝐮𝐢𝐭𝐲 𝐃𝐞𝐬𝐢𝐠𝐧𝐬 and treatment effect heterogeneity?
Check out this new framework by Sebastian Calonico, Matias Cattaneo, Max Farrell, Filippo Palomba & Rocio Titiunik, as well as its companion software paper.
August 3, 2025 at 9:36 PM
*** 𝐡𝐞𝐭𝐞𝐫𝐨𝐠𝐞𝐧𝐞𝐨𝐮𝐬 𝐭𝐫𝐞𝐚𝐭𝐦𝐞𝐧𝐭 𝐞𝐟𝐟𝐞𝐜𝐭𝐬 𝐚𝐧𝐝 𝐑𝐃𝐃 ***
Interested in 𝐑𝐞𝐠𝐫𝐞𝐬𝐬𝐢𝐨𝐧 𝐃𝐢𝐬𝐜𝐨𝐧𝐭𝐢𝐧𝐮𝐢𝐭𝐲 𝐃𝐞𝐬𝐢𝐠𝐧𝐬 and treatment effect heterogeneity?
Check out this new framework by Sebastian Calonico, Matias Cattaneo, Max Farrell, Filippo Palomba & Rocio Titiunik, as well as its companion software paper.
Interested in 𝐑𝐞𝐠𝐫𝐞𝐬𝐬𝐢𝐨𝐧 𝐃𝐢𝐬𝐜𝐨𝐧𝐭𝐢𝐧𝐮𝐢𝐭𝐲 𝐃𝐞𝐬𝐢𝐠𝐧𝐬 and treatment effect heterogeneity?
Check out this new framework by Sebastian Calonico, Matias Cattaneo, Max Farrell, Filippo Palomba & Rocio Titiunik, as well as its companion software paper.
Reposted by Douglas J. McCallan
I've been working on a new tool, Refine, to make scholars more productive. If you're interested in being among the very first to try the beta, please read on.
Refine leverages the best current AI models to draw your attention to potential errors and clarity issues in research paper drafts.
1/
Refine leverages the best current AI models to draw your attention to potential errors and clarity issues in research paper drafts.
1/
July 24, 2025 at 3:24 AM
I've been working on a new tool, Refine, to make scholars more productive. If you're interested in being among the very first to try the beta, please read on.
Refine leverages the best current AI models to draw your attention to potential errors and clarity issues in research paper drafts.
1/
Refine leverages the best current AI models to draw your attention to potential errors and clarity issues in research paper drafts.
1/
Reposted by Douglas J. McCallan
5 (V, Five!) CATE estimation+policy learning papers in a single volume. Could probably teach a good class with this issue alone.
Econometrica Volume 93, Issue 4 (July 2025) is now online
www.econometricsociety.org/publications...
www.econometricsociety.org/publications...
July 23, 2025 at 4:49 PM
5 (V, Five!) CATE estimation+policy learning papers in a single volume. Could probably teach a good class with this issue alone.
Reposted by Douglas J. McCallan
Our Local Projections Difference-in-Differences (LP-DiD) paper is out in the Journal of Applied Econometrics.
LP-DiD is a convenient, flexible and computationally fast framework for estimating DiD using simple well-specified regressions....
[1/4]
LP-DiD is a convenient, flexible and computationally fast framework for estimating DiD using simple well-specified regressions....
[1/4]
July 20, 2025 at 9:38 PM
Our Local Projections Difference-in-Differences (LP-DiD) paper is out in the Journal of Applied Econometrics.
LP-DiD is a convenient, flexible and computationally fast framework for estimating DiD using simple well-specified regressions....
[1/4]
LP-DiD is a convenient, flexible and computationally fast framework for estimating DiD using simple well-specified regressions....
[1/4]
Reposted by Douglas J. McCallan
#econsky
A cool and important example of the importance of measurement error and the interesting research that can be done by taking the problem seriously.
doi.org/10.1111/joie...
A cool and important example of the importance of measurement error and the interesting research that can be done by taking the problem seriously.
doi.org/10.1111/joie...
Revisiting the Omitted Price Bias in the Estimation of Production Functions
The lack of information on quantities presents significant challenges for estimating production functions. As shown by Klette and Griliches in 1996, deflating nominal variables using aggregate price ...
doi.org
July 7, 2025 at 1:47 PM
#econsky
A cool and important example of the importance of measurement error and the interesting research that can be done by taking the problem seriously.
doi.org/10.1111/joie...
A cool and important example of the importance of measurement error and the interesting research that can be done by taking the problem seriously.
doi.org/10.1111/joie...
Reposted by Douglas J. McCallan
I conduct research in good faith and I feel obliged to report a harassment, character assassination and stalking campaign that has lasted over a year, of which I have been a target. This campaign has been disproportionate and damaging. 1/N
Update: We submitted the comment to the Journal of Population Economics, and today we got a desk reject with this motivation. However, we do not know their conclusion about the main results and why the paper was not retracted. Clearly, they do not hold. 1/4
June 30, 2025 at 11:57 AM
I conduct research in good faith and I feel obliged to report a harassment, character assassination and stalking campaign that has lasted over a year, of which I have been a target. This campaign has been disproportionate and damaging. 1/N
Reposted by Douglas J. McCallan
Thanks everyone for the replies!
Some links for future me: this awesome list curated by Nick Huntington Klein
www.goodreads.com/review/list/...
And this thread
bsky.app/profile/just...
Some links for future me: this awesome list curated by Nick Huntington Klein
www.goodreads.com/review/list/...
And this thread
bsky.app/profile/just...
July 6, 2025 at 7:05 AM
Thanks everyone for the replies!
Some links for future me: this awesome list curated by Nick Huntington Klein
www.goodreads.com/review/list/...
And this thread
bsky.app/profile/just...
Some links for future me: this awesome list curated by Nick Huntington Klein
www.goodreads.com/review/list/...
And this thread
bsky.app/profile/just...
Reposted by Douglas J. McCallan
yes, but I would say it's good practice to first try the fully interacted model (or equivalently the split sample) before just to be sure.
This paper makes a very good case for it direct.mit.edu/rest/article...
This paper makes a very good case for it direct.mit.edu/rest/article...
Omitted Variable Bias in Interacted Models: A Cautionary Tale
Abstract. We highlight that analyses using interaction terms to study treatment effect heterogeneity are susceptible to a form of omitted variable bias that is often overlooked in economics. Unlike mo...
direct.mit.edu
May 9, 2025 at 4:27 PM
yes, but I would say it's good practice to first try the fully interacted model (or equivalently the split sample) before just to be sure.
This paper makes a very good case for it direct.mit.edu/rest/article...
This paper makes a very good case for it direct.mit.edu/rest/article...
Reposted by Douglas J. McCallan
Slowly but surely coming along: we have a new version of our working textbook on diffs in diffs!
papers.ssrn.com/sol3/papers....
Chapters 2 to 4, which cover the set up, classical DIDs, and relaxations of the parallel trends assumptions have been thoroughly revised and are now almost finished.
papers.ssrn.com/sol3/papers....
Chapters 2 to 4, which cover the set up, classical DIDs, and relaxations of the parallel trends assumptions have been thoroughly revised and are now almost finished.
Credible Answers to Hard Questions: Differences-in-Differences for Natural Experiments
This book introduces applied researchers to modern Differences-in-Differences (DID) methods, that they can use to obtain credible answers to hard causal inferen
papers.ssrn.com
March 12, 2025 at 3:09 PM
Slowly but surely coming along: we have a new version of our working textbook on diffs in diffs!
papers.ssrn.com/sol3/papers....
Chapters 2 to 4, which cover the set up, classical DIDs, and relaxations of the parallel trends assumptions have been thoroughly revised and are now almost finished.
papers.ssrn.com/sol3/papers....
Chapters 2 to 4, which cover the set up, classical DIDs, and relaxations of the parallel trends assumptions have been thoroughly revised and are now almost finished.
Reposted by Douglas J. McCallan
Writing a new paper in a literature that you haven't written in is like going to a party with all new people and trying to act cool to fit in.
Oh yeah, Ferman (2019)? Totally!
Oh yeah, Ferman (2019)? Totally!
March 21, 2025 at 2:31 AM
Writing a new paper in a literature that you haven't written in is like going to a party with all new people and trying to act cool to fit in.
Oh yeah, Ferman (2019)? Totally!
Oh yeah, Ferman (2019)? Totally!
Reposted by Douglas J. McCallan
Interesting new paper: arxiv.org/pdf/2503.09907
improves on both rdrobust and rdhonest!
Quite compelling... 1/n
improves on both rdrobust and rdhonest!
Quite compelling... 1/n
March 19, 2025 at 2:07 AM
Interesting new paper: arxiv.org/pdf/2503.09907
improves on both rdrobust and rdhonest!
Quite compelling... 1/n
improves on both rdrobust and rdhonest!
Quite compelling... 1/n
Reposted by Douglas J. McCallan
It’s finally out! People, I’ve been hearing about this paper for so many years, but I am grateful it is out.
Andrew Baker, Brantly Callaway, Scott Cunningham,
Andrew Goodman-Bacon, Pedro H. C. Sant’Anna
www.linkedin.com/posts/andrew...
arxiv.org/abs/2503.13323
Andrew Baker, Brantly Callaway, Scott Cunningham,
Andrew Goodman-Bacon, Pedro H. C. Sant’Anna
www.linkedin.com/posts/andrew...
arxiv.org/abs/2503.13323
Difference-in-Differences Designs: A Practitioner's Guide
Difference-in-Differences (DiD) is arguably the most popular quasi-experimental research design. Its canonical form, with two groups and two periods, is well-understood. However, empirical practices c...
arxiv.org
March 18, 2025 at 2:17 PM
It’s finally out! People, I’ve been hearing about this paper for so many years, but I am grateful it is out.
Andrew Baker, Brantly Callaway, Scott Cunningham,
Andrew Goodman-Bacon, Pedro H. C. Sant’Anna
www.linkedin.com/posts/andrew...
arxiv.org/abs/2503.13323
Andrew Baker, Brantly Callaway, Scott Cunningham,
Andrew Goodman-Bacon, Pedro H. C. Sant’Anna
www.linkedin.com/posts/andrew...
arxiv.org/abs/2503.13323
Reposted by Douglas J. McCallan
Here's a couple impressive studies using solar panel suitability and visibility to others
pubmed.ncbi.nlm.nih.gov/30356217/
doi.org/10.1287/mksc...
pubmed.ncbi.nlm.nih.gov/30356217/
doi.org/10.1287/mksc...
Visibility and Peer Influence in Durable Good Adoption | Marketing Science
doi.org
February 15, 2025 at 10:35 PM
Here's a couple impressive studies using solar panel suitability and visibility to others
pubmed.ncbi.nlm.nih.gov/30356217/
doi.org/10.1287/mksc...
pubmed.ncbi.nlm.nih.gov/30356217/
doi.org/10.1287/mksc...
Reposted by Douglas J. McCallan
Our practical guide to shift-share IV is now out in the JEP!
www.aeaweb.org/issues/793
(Ungated version: www.dropbox.com/scl/fi/el9yn...)
www.aeaweb.org/issues/793
(Ungated version: www.dropbox.com/scl/fi/el9yn...)
Journal of Economic Perspectives
Vol. 39 No. 1 Winter 2025
www.aeaweb.org
February 13, 2025 at 3:23 PM
Our practical guide to shift-share IV is now out in the JEP!
www.aeaweb.org/issues/793
(Ungated version: www.dropbox.com/scl/fi/el9yn...)
www.aeaweb.org/issues/793
(Ungated version: www.dropbox.com/scl/fi/el9yn...)
Reposted by Douglas J. McCallan
I put together an overview of recent developments in the literature on gender-based violence for @AEAjournals
There's enough material for 2x 1.5hr lectures. I've covered the material in labor & gender economics classes
I hope they can be helpful!
www.dropbox.com/scl/fi/ea7v9...
There's enough material for 2x 1.5hr lectures. I've covered the material in labor & gender economics classes
I hope they can be helpful!
www.dropbox.com/scl/fi/ea7v9...
February 12, 2025 at 4:13 PM
I put together an overview of recent developments in the literature on gender-based violence for @AEAjournals
There's enough material for 2x 1.5hr lectures. I've covered the material in labor & gender economics classes
I hope they can be helpful!
www.dropbox.com/scl/fi/ea7v9...
There's enough material for 2x 1.5hr lectures. I've covered the material in labor & gender economics classes
I hope they can be helpful!
www.dropbox.com/scl/fi/ea7v9...
Reposted by Douglas J. McCallan
1/
If you were taught to test for proportional hazards, talk to your teacher.
The proportional hazards assumption is implausible in most #randomized and #observational studies because the hazard ratios aren't expected to be constant during the follow-up. So "testing" is futile.
But there is more 👇
If you were taught to test for proportional hazards, talk to your teacher.
The proportional hazards assumption is implausible in most #randomized and #observational studies because the hazard ratios aren't expected to be constant during the follow-up. So "testing" is futile.
But there is more 👇
February 3, 2025 at 2:51 PM
1/
If you were taught to test for proportional hazards, talk to your teacher.
The proportional hazards assumption is implausible in most #randomized and #observational studies because the hazard ratios aren't expected to be constant during the follow-up. So "testing" is futile.
But there is more 👇
If you were taught to test for proportional hazards, talk to your teacher.
The proportional hazards assumption is implausible in most #randomized and #observational studies because the hazard ratios aren't expected to be constant during the follow-up. So "testing" is futile.
But there is more 👇
Reposted by Douglas J. McCallan
Just published in @jpube.bsky.social:
"Neighborhoods, Perceived Inequality, and Preferences for Redistribution: Evidence from Barcelona"
By @gerard-domenech.bsky.social
"Neighborhoods, Perceived Inequality, and Preferences for Redistribution: Evidence from Barcelona"
By @gerard-domenech.bsky.social
February 2, 2025 at 3:12 PM
Just published in @jpube.bsky.social:
"Neighborhoods, Perceived Inequality, and Preferences for Redistribution: Evidence from Barcelona"
By @gerard-domenech.bsky.social
"Neighborhoods, Perceived Inequality, and Preferences for Redistribution: Evidence from Barcelona"
By @gerard-domenech.bsky.social
Reposted by Douglas J. McCallan
Perceptions and preferences for redistribution | Stefanie Stantcheva | IFS Deaton Review | Oxford Open Economics academic.oup.com/ooec/article...
Perceptions and preferences for redistribution
Abstract. The relationship between the degree of inequality and the demand for redistribution has been a central question in political science and politica
academic.oup.com
August 12, 2024 at 7:03 AM
Perceptions and preferences for redistribution | Stefanie Stantcheva | IFS Deaton Review | Oxford Open Economics academic.oup.com/ooec/article...
Reposted by Douglas J. McCallan
@maxkasy.bsky.social uses POs in his bandit and reinforcement learning slides here maxkasy.github.io/home/ML_Oxfo...
Foundations of Machine Learning
Research on machine learning, experimental design, economic inequality, and optimal policy
maxkasy.github.io
January 16, 2025 at 8:47 AM
@maxkasy.bsky.social uses POs in his bandit and reinforcement learning slides here maxkasy.github.io/home/ML_Oxfo...
Reposted by Douglas J. McCallan
Thrilled to share my new paper for my Coase Lecture @LSEnews. I outline my thinking on perceptions & mindsets shaping our policy views- on taxation, climate change, inflation & trade. A wonderful opportunity to share recent research which I am grateful for socialeconomicslab.org/research/pub...
Perceptions, Mindsets and Beliefs Shaping Policy Views (2024 Economica-Coase Lecture) - Social Economics Lab
In this lecture, I investigate how perceptions, mindsets, and beliefs influence public attitudes toward economic policies, building on existing research. I introduce a conceptual framework that highli...
socialeconomicslab.org
January 14, 2025 at 2:49 PM
Thrilled to share my new paper for my Coase Lecture @LSEnews. I outline my thinking on perceptions & mindsets shaping our policy views- on taxation, climate change, inflation & trade. A wonderful opportunity to share recent research which I am grateful for socialeconomicslab.org/research/pub...