Jan Ditzen
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janditzen.bsky.social
Jan Ditzen
@janditzen.bsky.social
A hillwalking economist working on panel time series with a love for coding econometric methods.

Assistant Professor at University of Bolzano.
Co-Editor Spatial Economic Analysis

www.jan.ditzen.net

Stata projects: https://github.com/JanDitzen
In 2 applications we demonstrate that there is empirical support for the new forms of fixed effects and a (two-way) fixed effects estimators lead to inconsistency. The icing on the cake is a comprehensive list of available packages in #Stata and #R.
@statatexblog.com @statacorp.bsky.social
July 25, 2025 at 12:09 PM
We further discuss how to identify the type of unobserved heterogeneity using tests for cross-section dependence, direct tests for interactive fixed effects and the estimation of the number of factors.
July 25, 2025 at 12:09 PM
We cover estimators such as the Principal Component/Iterative fixed effects estimator, the common correlated effects estimator, two stage IV estimator, group fixed effects estimator and the latest contributions to non-separable fixed effects.
July 25, 2025 at 12:09 PM
Together with Y. Karavias, I am reviewing the literature not only on interactive fixed effects, but also on grouped and non-separable fixed effects with practitioners in mind.
July 25, 2025 at 12:09 PM
It is terrible and unbelievable that Microsoft makes one pay (indirectly) for it. I tried it multiple times to create code or translate slides. The code was just wrong and the translation summarized slides wrongly despite me prompting not to do it. The free ChatGPT did it without probs....
July 11, 2025 at 10:13 AM
moremata, also from Ben Jann.
July 11, 2025 at 7:46 AM
Es gibt bereits eine Verbindung München nach Bologna/Verona/Venedig. Seit kurzem werden OEBB Wagen eingesetzt welche recht bequem sind. Problem: die Verbindung ist chronisch verspätet. Wahrscheinlich hat sie immer niedrigste Priorität....
May 21, 2025 at 12:23 PM
Desk reject
April 3, 2025 at 6:10 AM
It so does....
March 10, 2025 at 2:56 PM