Did I miss something? Has Manitoba been annexed by North Dakota?

But I can't say I'm happy about it. Using "robust regression" to mean het-robust standard errors is technically wrong. Even worse, "robust regression" has had a completely different meaning for decades.

The International Seminar on Selective Inference selectiveinferenceseminar.com talk later today by Jiaying Gu (UToronto) is highly recommended.

The grammar of Judea Pearl 's do-calculus (and its past tense) is tough. Here is Thomas and Katia Mann struggling with it in Colm Toibin's masterful new novel "The Magician." Jeffrey Wooldridge Victor Chernozhukov #peace 🇺🇦 Kirill Borusyak

Yet another B&B opportunity: CIA black site near Vilnius. Perhaps cheaper than Joliet: davoidofmeaning.blogspot.com/2021/08/

On reading Neyman and Scott (1948) for the n-th time: Why are there incidental parameters and structural parameters when there could be coincidental parameters?

Fast Nonlinear Vector Quantile Regression deepai.org/publication/fa… by Aviv A. Rosenberg et al. including Yaniv Romano #Statistics #Vector

This year's NBER methods lecture on empirical Bayes methods is now available on the NBER youtube page. Jiaying Gu and I enjoyed putting this material together - we hope it's helpful for people who want to use these methods in applied work. youtube.com/watch?v=z-PYWG…

Nice to see this released into the wild. Many thanks to my incredibly talented coauthor, Jiaying Gu, and to our discussants @keisukehirano , Pat Kline, and Shaikh-Mogstad-Romano-Wilhelm. Thanks too to the E'a copy-editors who allowed "drawn iidly."

Very proud…is this nature or nurture?

Rée's review of the new bio of Hayek in the LRB is well worth seeking out; it does refocus one's views of 20th century economic thought.

Wonderful to see that this is flourishing!!

A whole new category of "ghost-written."

Why do we write "in an overlooked paper ..." when we could write "in an underlooked paper ..."?

Many thanks to Dr. Amelia Bertozzi-Villa for the ITN retention times, from (tinyurl.com/43dcemk6). Roger Koenker’s quantile regression help was invaluable. Kudos to coauthors Marcy Erskine, Robert Opoku, @EDSternberg, Josh Yukich, Albert Kilian! 6/7

In my recent post I have mentioned that CQR is one of the most popular Conformal Prediction methods. The reason it is so powerful and versatile is two fold: 1) Conformal Prediction is a great framework 2) The underlying model Quantile Regression is incredibly powerful approach

Thanks. In the interest of full disclosure my J'accuse isn't very enthusiastic about expectiles:

"When you prove a theorem, then you get a solid basement once and forever.”

So many brilliant ideas: Two of my favorites: Hotelling, H. (1939). Tubes and spheres in n-space and a class of statistical problems. Am J of Math, and Hotelling, H. (1933) Review of Secrist, JASA, 28, 463-4. Don't forget marketing ice cream.

Hi #EconTwitter!📈 Interested in Empirical Bayes methods and their applications in #economics? Don't miss the next Chamberlain Seminar tutorial (this Friday, November 17, at 9am PT / noon ET / 5pm London) titled Empirical Bayes: Methods and Applications by Roger Koenker (UCL ) &