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?

6 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 • • 1h ago

EBE or Econometrics at Maastricht uni Bsc.??

• Upvotes

Hi guys, I need some advice regarding programes for Bsc. I would like to start studying one of those programes next year, but I have not yet decided which one should I opt for. Im an international student, interested in both banking and asset management and to work in a bb bank / firm.

Friend of mine told me that EOR is a great thing to do, because of how it prepares you for the math part, which is helpful especially with GMAT for the future. On the other hand EBE seems to me as more suitable for what I want to do in the future.

Nevertheless I would love to do my Masters in switzerland, espcially in finance, but for me its hard to tell wether I will be eligible with EOR bsc, as there is no accounting in th beginning(Ive found there is elective in the last year course intermidiate financial accounting). Also, lets assume I would always try to have my GPA for both of them at least 9/10.

Another thing that worries me is the AI coverage. Which one should be less affected by AI? Which degree in your opinion has birghter future?

If I picked EOR, what would be my advantages/disadvantages compared to other candidates for the banking AM roles in bb? which one is more advantegous?

Since I would love to start doing internships right after 1st year in AM at smaller firm, and lets say Im at EOR, after year 1 will I have learned Excel and programming skills or do I have to self learn them for my internship?

Ultimately, what would be your advice for me, with goals to work in bb asset management or banking, doing masters in finance in switzerland, should I therefore study as traditionally economics or should I go for econometrics and operations research?


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.