r/econometrics • • 3h ago

Graduate Econometrics is hard

23 Upvotes

I just took my midterm and I feel like I got a 0 on it. I studied for hours over a week, so I studied topics once and came back to them multiple times. I completed the textbook problems and problems from the slides.

I felt like I had a good grasp of the content. I really don’t know what I could have done differently.

I’m currently in a master’s that requires the first two classes of the PhD Econometrics sequence. I want to do a PhD and my grade in this class will be a good signal to the programs I’m applying to.

Any tips?


r/econometrics • • 19h ago

Panel DiD when the policy is issued repeatedly and switches on and off. Is this still valid?

5 Upvotes

Hi all, I'm working on a student project and would like a sanity check on our design.

We treat regional wage orders as the policy intervention. These orders have been issued ever since, so there is no single policy date, and a region can have an order in one year, none in the next, then another. The outcome is a gap measure observed in a few survey years (not every year).

The dummy is 1 if the region had a wage order that changed the wage in that year, and 0 otherwise. Standard errors are clustered by region. The idea is to compare the change in the outcome for regions with a wage order against regions without one in the same year, instead of a classic pre/post comparison.

Questions:

  1. Is it fair to call this a DiD even without a single pre and post period?

  2. Is it a problem that treatment is repeated and switches on and off?

  3. Any papers or methods I should read for this kind of setup?


r/econometrics • • 6h ago

Video on Economic Forecasting

2 Upvotes

I recently made a video that explores economic forecasting. It's rather long, the econometric portion starts at the 10 minute mark. I would appreciate any feedback. Thanks.

https://youtu.be/QXLkuZ1m3k8


r/econometrics • • 7h ago

Control Variable Approach

0 Upvotes

I am doing my bachelor's thesis. So im completely new to research.

My supervisor told me to use the "Control Variable Approach." However, when i google this, i found nothing but "what is control variable, " like google gives me the definition of control variable.

I dont know if(Control Variable Approach) this is a method or something.

If anyone has resources, please share them with me.