True story! And we got the laundry done too!

Yeah, but in settings where Bernstein-von Mises does not apply, you have to declare your allegiance. E.g., unit root settings, weak instruments. And no, I did not put it on the exam, though probably should have!

Years ago I would tell my first year econometrics class that there were doing ways of doing statistical inference, Bayesian and frequentist, also known as right and wrong. A student asked if that would be on the exam.

Nice!

Not just me. An Imbens and Yiqing Xu retrospective!

I am not a big fan of DID in general, but the setting where it is used, panel data, with a binary intervention, with possibly variation in the adoption date (staggered adoption), is very common. That module, which also covered synthetic control and related methods, was very popular.

Paul, check slide 25 from lecture 2.

Here you go.

Real

Quarterly journal of economics, 2023, coauthored with Alberto Abadie, Susan Athey, and Jeff Wooldridge. One of my favorite papers over my career.

It's been a pleasure working with this committee and thinking about the publication process and how things have changed or not changed, and how it can be improved.

My pleasure!

Yes, under the null of no effect (no direct effect and no spillovers), randomization inference allows for calculation of exact Fisher-style p-values. You can approximate those using robust (non-clustered) standard errors.

Not testable.

I am not sure I see that as bias.