62 Is the R language reliable for the field of economics? 2012-04-03T23:40:36.300

62 What are the major philosophical, methodological, and terminological differences between econometrics and other statistical fields? 2011-10-14T03:45:54.723

43 How exactly does a "random effects model" in econometrics relate to mixed models outside of econometrics? 2016-10-03T16:09:50.403

40 Is machine learning less useful for understanding causality, thus less interesting for social science? 2011-11-09T03:54:36.453

34 What is difference-in-differences? 2010-07-23T16:57:50.063

30 What is the reason why we use natural logarithm (ln) rather than log to base 10 in specifying function in econometrics? 2012-03-27T10:11:44.677

29 What is an instrumental variable? 2010-07-23T16:53:20.117

26 Is the sum of two white noise processes necessarily a white noise? 2016-10-09T18:06:46.280

23 Econometrics textbooks? 2010-11-17T07:28:49.070

23 Why do we usually choose to minimize the sum of square errors (SSE) when fitting a model? 2015-01-27T02:31:23.890

19 What is the difference between PCA and asymptotic PCA? 2010-09-17T06:11:36.290

18 When is quantile regression worse than OLS? 2012-10-09T12:41:58.247

16 Literature on IV quantile regression 2014-05-04T15:50:26.937

15 In regression analysis what's the difference between data-generation process and model? 2011-03-03T15:29:29.913

15 What is the difference between pooled cross sectional data and panel data? 2012-12-05T23:44:52.723

15 Can regularization be helpful if we are interested only in modeling, not in forecasting? 2016-03-29T16:44:01.900

15 How does it make sense to do OLS after LASSO variable selection? 2016-12-29T01:59:59.163

14 How to model prices? 2011-01-12T12:44:59.007

14 Irregularly spaced time-series in finance/economics research 2012-12-15T12:24:04.850

14 Introductory texts on structural econometrics 2014-10-21T18:11:49.387

13 Can the empirical Hessian of an M-estimator be indefinite? 2011-02-16T19:52:33.287

13 Why is my R-squared so low when my t-statistics are so large? 2012-11-27T04:42:40.087

13 How to keep time invariant variables in a fixed effects model 2014-03-20T18:22:53.953

12 Conditional homoskedasticity vs heteroskedasticity 2011-04-07T18:43:13.910

12 When should one consider using GMM? 2011-11-24T14:02:33.020

12 Spatial autocorrelation versus spatial stationarity 2013-01-24T15:46:52.953

12 Causality in microeconometrics versus granger causality in time-series econometrics 2014-04-18T00:03:24.253

12 Textbook for Bayesian econometrics 2014-12-30T16:37:55.217

12 When to use fixed effects vs using cluster SEs? 2015-12-07T00:53:36.640

12 Do private-sector statisticians try to determine causality? 2016-08-25T21:58:16.327

11 What is simply meant by reduced form? 2014-02-09T23:49:02.107

11 Testing whether two regression coefficients are significantly different (in R ideally) 2014-04-12T05:14:06.990

11 Different AIC definitions 2016-01-20T08:59:53.700

11 Why do researchers in economics use linear regression for binary response variables? 2017-09-22T08:35:51.840

10 Documented/reproducible examples of successful real-world applications of econometric methods? 2011-02-08T02:24:03.660

10 Persistence in time series 2011-06-15T10:08:56.057

10 Predicting ordered logit in R 2012-10-23T07:31:58.480

10 How do instrumental variables address selection bias? 2014-04-01T01:06:49.607

10 Dynamic Panel/GMM in R with group:time fixed effects? 2014-07-10T23:33:21.080

10 What's the difference between time-series econometrics and panel data econometrics? 2014-11-05T06:59:46.613

10 The econometrics of a Bayesian approach to event study methodology 2014-12-19T10:27:13.507

10 Deriving likelihood function for IV-probit 2015-05-18T21:00:41.483

10 Utility of the Frisch-Waugh theorem 2016-03-15T23:28:46.337

10 Conditional mean independence implies unbiasedness and consistency of the OLS estimator 2016-12-16T07:54:12.520

10 Is Just-Identified 2SLS Median-Unbiased? 2017-03-10T16:26:10.017

9 What is the difference between spatial dependence and spatial heterogeneity? 2011-11-15T12:41:26.020

9 Gini coefficient and error bounds 2012-01-28T11:17:14.863

9 Random assignment: why bother? 2012-09-22T01:26:05.203

9 Unique (?) idea for forecasting sales 2013-06-25T15:18:26.877

9 How to estimate vector autoregression & impulse response function with panel data 2013-10-16T15:53:54.087

9 An example of a consistent and biased estimator? 2015-09-25T12:42:49.773

9 Normally distributed errors and the central limit theorem 2017-03-09T11:25:34.073

8 How to do a 'beer and diapers' correlation analysis 2011-03-08T12:51:04.077

8 Linear regression, heteroscedasticity, White's test interpretation? 2011-05-31T07:05:36.300

8 How to combine the forecasts when the response variable in forecasting models was different? 2011-12-15T12:27:37.167

8 Data Setup for Differences-in-Differences 2013-12-21T03:48:33.697

8 Why is the functional form of the 1st stage in 2SLS not important? 2014-03-20T05:07:59.650

8 Can a trend stationary series be modeled with ARIMA? 2014-07-11T01:27:17.843

8 Proving the LATE Theorem of Angrist and Imbens 1994 2014-09-26T20:03:06.610

8 How to use the Hausman test for gender discrimination? 2014-12-04T19:06:58.450

8 Why doesn't measurement error in the dependent variable bias the results? 2014-12-22T10:10:17.230

8 Is there a way to allow seasonality in regression coefficients? 2015-02-17T04:18:58.743

8 Regression Developing Countries: GDP-Growth or GDP 2015-05-18T11:30:44.897

8 Why is sum of squared residuals non-increasing when adding explanatory variable? 2015-08-19T08:08:22.540

8 Control Function Approach and Bootstrap 2016-12-22T23:55:52.087

8 Is the linearity assumption in linear regression merely a definition of $\epsilon$? 2018-01-02T12:19:45.737

7 Example of estimation vs. calibration 2011-10-27T10:13:13.297

7 Using econometrics, how do I solve out the endogeneity problem? 2011-10-22T01:00:14.053

7 Fuzzy regression discontinuity design and exclusion restriction 2012-11-05T14:27:02.650

7 The gradient of a bivariate probit model 2013-01-24T20:40:38.893

7 Imputing a missing variable based on common variables with another data set 2013-03-20T01:18:50.093

7 Causal identification and penalized splines 2013-05-15T08:18:04.867

7 Using text mining/natural language processing tools for econometrics 2013-06-12T11:51:26.757

7 How do I show that $(\hat{\beta_1}-\beta_1)$ and $ \bar{u}$ are uncorrelated, i.e. that $E[(\hat{\beta_1}-\beta_1) \bar{u}] = 0$? 2013-07-17T21:37:36.080

7 Hausman test for panel data, fe and re. Error in the estimation, what to do? Stata 2013-07-26T12:24:04.620

7 Mathematical definition of causality 2013-09-12T01:13:21.980

7 difference-in-differences with fixed effects 2014-08-13T09:44:34.983

7 How can heteroskedasticity that is only contingent on omitted variables not effect the validity of standard errors? 2014-11-28T13:19:54.757

7 Instrumental variables equivalent representation 2014-12-02T20:49:51.267

7 Interpret Regression Coefficients After various Differencing 2015-09-02T18:08:54.840

7 How can I tell if a statistical model is "identified"? 2016-04-24T05:39:35.307

7 Econometrics text claims that convergence in distribution implies convergence in moments 2016-09-22T22:45:46.710

6 Can I use Synthetic Control Method for Comparative Case Studies with survey data? 2010-10-06T13:27:08.537

6 Is there a method to find what is a good sample size for a VAR-model? 2011-03-02T13:58:38.210

6 Heckman sample selection 2011-05-15T05:31:38.173

6 Statistics on mathematical "data"? 2011-10-14T23:30:08.220

6 Spatial econometrics -- computing residuals 2012-01-14T13:29:05.353

6 SVAR, Cholesky decomposition and impulse-response function in R 2012-04-22T21:29:11.160

6 Does it make sense to "cluster" when you use a regression discontinuity? 2011-10-15T23:46:31.087

6 Estimating demand elasticity econometrically 2012-03-09T07:07:44.467

6 What is the advantage of having balanced panel data rather than unbalanced? 2012-05-23T14:45:04.700

6 A question about parameters of Gamma distribution in Bayesian econometrics 2012-06-18T08:27:02.013

6 Constrained Regression in R: coefficients positive, sum to 1 and non-zero intercept 2012-10-25T05:32:47.387

6 What to do when an independent variable is not significant, but it definitely should be! 2013-07-20T12:28:48.673

6 Endogeneity in spatially lagged regression model 2013-08-14T08:18:12.693

6 Difference-in-difference in panel data 2013-09-19T15:24:58.267

6 Does zero correlation between 2 differenced series implies no cointegration between original series? 2013-10-29T04:16:50.607

6 How useful is the CLT in applications? 2014-01-02T20:46:42.870

6 What could be a statistical test for comparing funnel data before and after important changes? 2014-04-06T17:23:39.163