The Return of econometrics.blog!

After a year-long hiatus, I’m excited to return to regular blogging about econometrics! I have a long list of posts that I’m eager to write, and I hope you’ll find them interesting. To whet your appetite, here’s a preview of some of the topics I plan to cover in the coming weeks: Bayesian versus Frequentist Approaches to Unit Roots How Not To Do Regression Adjustment Understanding the James-Stein Estimator In the meantime, I have a few econometrics-related announcements: I’ll be teaching a summe