Kirill Borusyak @borusyak Twitter profile

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Kirill Borusyak

10 months

Hi #Econtwitter , I'd like to share the slides from the PhD Applied Econometrics course I just had the privilege to teach at @AreBerkeley Regression & causality, selection on observables, panel data, IV, RDD --- usual topics but hopefully in a modern way

GitHub - borusyak/are213: PhD Applied Econometrics class taught at UC Berkeley

PhD Applied Econometrics class taught at UC Berkeley - borusyak/are213

github.com

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Kirill Borusyak

@borusyak

1 year

It's time to announce that this summer I'll be moving to Berkeley as an assistant professor @AreBerkeley and affiliated faculty at @berkeleyecon . I'm thrilled for this new chapter but also sad to leave London and @EconUCL and very grateful for my four years here!

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Kirill Borusyak

@borusyak

2 years

A plea to referees: don't push the authors of diff-in-diff papers to mindlessly implement all estimators. Push them to be explicit and precise about their estimand and the underlying assumptions, and choose estimator(s) based on those primitives.

Emma Rackstraw

@emmarackstraw

2 years

I've been in a coding hole making this one figure. Will we all have to do this for every diff-in-diff/TWFE paper from now on? This was exhausting.

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Kirill Borusyak

@borusyak

3 years

🥁 I’m thrilled to announce our paper w/ @XJaravel and @jannspiess , “Revisiting Event Studies: Robust and Efficient Estimation” 🥁 It’s a fully revised version of our 2017 draft that the diff-in-diff loving audience may have seen

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Kirill Borusyak

@borusyak

3 years

On the 1st anniversary of my twitter account, I'm happy to share w/the #EconTwitter community our #stata commands for event studies: did_imputation: robust and efficient imputation estimator event_plot: event study plots after various estimation methods

GitHub - borusyak/did_imputation: Event studies: robust and efficient estimation, testing, and...

Event studies: robust and efficient estimation, testing, and plotting - borusyak/did_imputation

github.com

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Kirill Borusyak

@borusyak

1 year

Very happy to report that "Non-Random Exposure to Exogenous Shocks," our beloved work w/ @instrumenthull , has been accepted at @ecmaEditors A one-line summary? If you build your treatment or instrument by a formula, you should recenter it! Link to draft:

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Kirill Borusyak

@borusyak

4 years

This is Bartik-the-Cat. And he should look happier than this, as our paper on shift-share ("Bartik") instruments with @autoregress and @jaravel has just been accepted at @RevEconStud . (My first pub, fwiw!)

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Kirill Borusyak

@borusyak

1 year

Time to report that our work with @XJaravel and @jannspiess on diff-in-diff imputation has recently been accepted @RevEconStudies ! Final draft of "Revisiting Event Study Designs: Robust and Efficient Estimation" here:

Revisiting Event Study Designs: Robust and Efficient Estimation

We develop a framework for difference-in-differences designs with staggered treatment adoption and heterogeneous causal effects. We show that conventional regression-based estimators fail to...

arxiv.org

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Kirill Borusyak

@borusyak

4 years

New WP: “Non-Random Exposure to Exogenous Shocks” (w/ @autoregress ). Summary 🧵: Papers often estimate causal effects by leveraging exogenous shocks that affect many observations jointly, to different extents We show problems w/this & offer new solutions

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Kirill Borusyak

@borusyak

3 years

📢 I’d like to share with #TradeTwitter a 🧵 on what @XJaravel and I have learned about the unequal effects of international trade through both cost-of-living and wages in the U.S. For those of you who have seen my JMP, this is a much-revised draft

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Kirill Borusyak

@borusyak

3 years

#Stata commands for event study estimation and plotting based on my work with @XJaravel and @jannspiess are now available directly from SSC: ssc install did_imputation ssc install event_plot Let me know if you notice any bugs!

Kirill Borusyak

@borusyak

3 years

On the 1st anniversary of my twitter account, I'm happy to share w/the #EconTwitter community our #stata commands for event studies: did_imputation: robust and efficient imputation estimator event_plot: event study plots after various estimation methods

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Kirill Borusyak

@borusyak

1 year

Last day in the office @EconUCL that I was lucky to have!

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Kirill Borusyak

@borusyak

2 years

📢 @XJaravel , @jannspiess and I just posted a new draft of "Revisiting Event Study Designs: Robust and Efficient Estimation" As before: - Challenges of diff-in-diff estimation by OLS - Robust and efficient imputation estimator NEW: - Application to MPC!

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Kirill Borusyak

@borusyak

6 months

Another instance when researchers are allowed - even encouraged - to be mindless about empirical methods

Journal of Corporate Finance

@JCorpFin

6 months

Wait, is that FIVE DiD estimators in one graph?😍😍😍

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Kirill Borusyak

@borusyak

9 months

What did you always want to know about shift-share designs but were afraid to ask? @instrumenthull , @XJaravel , and I are writing a practical guide to shift-share IVs. Let us know, and we may add some of your questions to the Q&A part of the paper!

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Kirill Borusyak

@borusyak

3 years

I often receive emails with questions on did_imputation & other tools I've worked on From now I will ask in return for an optional donation to Ukranians suffering in the war, e.g. via @Mylovanov 's KSE or @sguriev 's True Russia Does $25 for students, $75 for faculty sound right?

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Kirill Borusyak

@borusyak

1 year

🧵 Do shift-share IV regressions suffer from negative weight problems? @CdeChaisemartin and Lei recently posted a WP (Worrying Paper, one could say) arguing that way @instrumenthull and I are more optimistic and decided to share our view in a brief note

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Kirill Borusyak

@borusyak

3 years

A letter against the war signed by Russian academic economists

Oleg Itskhoki

@itskhoki

3 years

Мы считаем, что действия руководства России наносят огромный ущерб будущему России. Развязывая войну против Украины, руководители России действуют против интересов российских граждан. Мы требуем немедленного прекращения агрессии!

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Kirill Borusyak

@borusyak

2 years

📢 Happy to annouce a new paper with @dix_rafael and Brian Kovak: "Understanding Migration Responses to Local Shocks"

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Kirill Borusyak

@borusyak

1 year

Stata commands for robust diff-in-diffs are in the news this week, so @XJaravel , @jannspiess , and I have our own: A new version of #did_imputation available from SSC, with more convenient treatment effect heterogeneity analysis

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Kirill Borusyak

@borusyak

3 years

More diff-in-diff news, anyone? You know two-way FE regressions can have negative weights with staggered rollout Perhaps you've heard the same can happen with simultaneous treatment but extra controls But it is also possible without controls, just when the panel is incompete!

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Kirill Borusyak

@borusyak

3 years

A tweet for everyone using robust diff-in-diff estimation We have updated our #did_imputation command on SSC. Main changes: - Leave-out SEs (recommended!) - Coefficients on controls are now reported - Bugs fixed

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Kirill Borusyak

@borusyak

4 years

Hi Event-Study-with-Staggered-Adoption- #EconTwitter Could you please share with me (by DM/email/here) your code for generating the appropriate dummies, estimating the event study coefficients and plotting them? And a reference to the corresponding figure in your paper. Thanks!

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Kirill Borusyak

@borusyak

8 months

Jon is doing a good service to the profession by this clarification. But it's discouraging when empirical researchers, who should be looking for the best answers to their questions, don't bother to understand the methods they use - or even read the helpfile to the Stata packages!

Jonathan Roth

@jondr44

8 months

#EconTwitter Have you replaced your dynamic TWFE event-study with an event-study from one of the recent DiD methods for staggered timing? If so, you may be interested in this short note on interpreting event-studies from these new methods. A short 🧵

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Kirill Borusyak

@borusyak

9 months

I don't expect 2024 to be easy but at least we don't have to worry about negative weights in design-based OLS and IV specifications. Come see @instrumenthull present our new paper at the AEA, or just read (it's only 5 pages!) if interested

Peter Hull

@instrumenthull

9 months

Happy New Year! Kirill @Borusyak and I have a New (short) Paper on the infamous "negative weights" issue recently raised for TWFE and other popular OLS/IV specifications Here's an (even shorter) summary thread

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Kirill Borusyak

@borusyak

4 years

Very dark days in Russia, with @navalny arrested and many thousands detained for peaceful protest. Among those detained was my friend Grigory @Franguridi . He's an econometrician and will be on the job market next year. Keep an eye out if you want to hire good people

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Kirill Borusyak

@borusyak

10 months

If you used #did_imputation for treatment effect heterogeneity analysis via the project() option, please reinstall the command from SSC. There was a bug in it when the sample includes always-treated units or periods. Many thanks to Zhihong Chen for reporting it!

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Kirill Borusyak

@borusyak

1 year

Berkeley folks, I'm in Giannini Hall room 222, plus in Evans Hall 697B on Mondays & Tuesdays. Look forward to saying hi to everyone!

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Kirill Borusyak

@borusyak

4 years

A new WP & talks annoucement! @autoregress and I have just posted "Non-random Exposure to Natural Experiments", and I'll be presenting it on July 22 @ FREIT seminar and July 27 @osus_info . All are welcome to tune in, details are below, and a summary thread will follow later

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Kirill Borusyak

@borusyak

4 months

Very happy for our work w/ @XJaravel to come out in the JIE! We find that trade shocks primarily induce "horizontal inequality" in the US: welfare effects that mostly vary within, and not across, groups of initial earnings. Why? 1/2

Journal of International Economics

@JIntlEcon

4 months

New: "Are trade wars class wars? The importance of trade-induced horizontal inequality" by Kirill Borusyak ( @borusyak ) and Xavier Jaravel ( @XJaravel ). 1/2

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Kirill Borusyak

@borusyak

1 year

We wrote a review paper on identification with shift-share & other formula instruments. One goal was to illustrate the general insight--recentering helps--in the context of linear shift-share IVs, giving a different perspective on them compared to our ReStud. Comments welcome!

Peter Hull

@instrumenthull

1 year

Kirill @borusyak , Xavier @XJaravel , and I have a new review article on shift-share instruments and other "formula" treatments/instruments Check it out here! (comments welcome)

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Kirill Borusyak

@borusyak

3 years

Now on the plotting command: With event_plot, you can make event study plots for at least 5 methods: - our did_imputation - robust estimators of @CdeChaisemartin -D’Haultfoeuille, Callaway- @pedrohcgs , Sun-Abraham - traditional OLS And combine them with each other if you wish!

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Kirill Borusyak

@borusyak

3 years

Anyone interested in my work with @XJaravel and @jannspiess on robust and efficient estimation in event study designs can now watch me present it on Youtube. Thanks @taylor_wright for the invitation to the DiD reading group

Kirill Borusyak "Revisiting Event Study Designs: Robust and Efficient...

DiD Reading Group Meeting #5 from June 11, 2021 (https://taylorjwright.github.io/did-reading-group/).Kirill Borusyak presents his paper “Revisiting Event Stu...

www.youtube.com

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Kirill Borusyak

@borusyak

3 years

Some are happy for the Peace prize today. Others are angry that @navalny didn't get it. I'm just sad that free journalism in my country deserves a Nobel prize.

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Kirill Borusyak

@borusyak

8 months

Thank you, Alexei. I still have some hope that Russia of the Future may eventually come, but the vision of what it could mean is gone today

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Kirill Borusyak

@borusyak

3 years

In case anyone's interested, the video of my talk (Non-Random Exposure to Exogenous Shocks w/ @instrumenthull ) and Michal Kolesar's discussion is available from NBER for two weeks: (from the start to 55min) Slides are here:

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Kirill Borusyak

@borusyak

2 years

To econ job market candidates out there: our position was advertised quite late but UCL is hiring. Make sure to apply!

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Kirill Borusyak

@borusyak

3 years

YESSSSS!!!! Been waiting for it for a number of years!

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Kirill Borusyak

@borusyak

9 months

Q to Econtwitter: What's the simplest paper you know that uses a convincing shift-share design with exogenous shocks? By this I mean: 👉 transparent shocks arising from a natural experiment (or RCT) 👉 simple OLS or IV specifications, without tons of arbitrary controls & FEs

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Kirill Borusyak

@borusyak

3 years

Done with my first PhD lecture ever, in a topics trade class (today - on the spillover effects of the China shock). Very enjoyable to teach things I've been thinking about, through the work of the giants + my own. Grateful for this in otherwise rather difficult times.

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Kirill Borusyak

@borusyak

2 years

A question to anyone who have used our #did_imputation Stata command for diff-in-diff estimation: We now have new options to conveniently analyze heterogeneous treatment effects. Would anyone be interested to beta-test them? Please DM with your email or leave a comment!

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Kirill Borusyak

@borusyak

3 years

Congrats to @XJaravel ! Just confirms the priors for everyone who knows Xavier

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Kirill Borusyak

@borusyak

4 years

For anyone worrying how to implement the new DiD techniques in Stata, you can contribute by testing our commands for event study estimation and plotting w/ @XJaravel and @jannspiess in your application. Just email or DM me, and let's catch all the remaining bugs!

scott cunningham

@causalinf

4 years

Bitsy has a great idea. So here’s what I’ll propose. If someone will code up did in stata, the beautiful interface with the same options, then I will organize a fund me on Twitter to get donations to you. You will need to listen closely to authors of R package but we can do it

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Kirill Borusyak

@borusyak

3 years

This popular thread looks well intentioned but misleading. Design-based methods, which derive from a natural experiment in X, are great. But diff-in-diff, as conventionally understood, is not one of them! [1/3]

Michael Roberts

@mikejrob

3 years

Many papers I see as editor or referee still are not clear about the source of identification. My sense is many authors do not understand what is meant by this and how much it matters in modern empirical work. To help level the playing field, I will try to explain in this thread

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Kirill Borusyak

@borusyak

3 years

TWIMC: a new PhD program at LSE, similar to Business Economics at HBS!

The Visible Hand Podcast

@VisibleHandPod

3 years

Call for Applications: PhD Econ/Management at LSE - Based at the Managerial Economics and Strategy Group - First years joint with Econ Dpt - Scholarships available - Application deadline: 14 January 2022 #EconTwitter More details here:

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Kirill Borusyak

@borusyak

2 years

A terrible year in many ways, but it's a good moment to thank my coauthors for the wonderful intellectual journeys: @instrumenthull @claravobi @XJaravel @jannspiess @dix_rafael and Brian Kovak! Looking forward to more next year!

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Kirill Borusyak

@borusyak

3 years

NBER Labor Studies SI has been fascinating so far. Tune in tomorrow for the Methods Session (livestreamed on Youtube)! I'll present "Non-Random Exposure to Exogenous Shocks" w/ @instrumenthull at noon ET; excited to see work by @jannspiess and others

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Kirill Borusyak

@borusyak

8 months

Shift-share instruments are used to study robots --- not the other way round (Stay tuned for the practical guide on shift-share IV that @instrumenthull @XJaravel and I are writing without ChatGPT)

Martin Andersen - @[email protected]

@andersen_hecon

8 months

Had a very amusing discussion with chatGPT hitting on @TimBartik , @lkatz42 , and a passing reference to @paulgp . I loved the first response to explaining "Bartik instruments". Full chat here

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Kirill Borusyak

@borusyak

4 years

UCL ( @EconUCL ) is hiring, and we have several tenure-track positions! #econtwitter Applications are open in all fields, including financial econ. Please encourage candidates to apply by Nov 15. Interviews will be held at the European Job Market in Dec.

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Kirill Borusyak

@borusyak

3 years

@XJaravel @instrumenthull !

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Kirill Borusyak

@borusyak

1 year

For #econjobmarket candidates: @AreBerkeley is hiring an AP in energy/enrivonmental/resource economics! Our listing: My colleagues and I will be happy to answer any questions

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Kirill Borusyak

@borusyak

1 year

Here's my version of this very important point about negative weights: You should consider the nature of treatment assignment and reasonable restrictions on treatment effects before worrying about negative weights, especially when you can’t avoid them by imputation ➡️🧵

Peter Hull

@instrumenthull

1 year

Apropos of nothing, here’s a brief thread on a key point about “negative weights” in regression analysis

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Kirill Borusyak

@borusyak

4 years

It makes me sad when the results on event studies, and similarly shift-share IV, are viewed as "they came for..." Both literatures are constructive, not destructive! They give you appropriate language(s) & practical tools. Why not learn and adopt? The authors are here to help

Pierre Azoulay

@pierre_azoulay

4 years

First they came for event-study graphs in Diff-in-Diffs analysis. Now they're coming for Becker-style outcome tests for detecting bias. What will be left of my empirical training by the end of 2020?

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Kirill Borusyak

@borusyak

3 years

A new, short, version of our non-random exposure paper w/ @instrumenthull The paper studies treatments & instruments for which some determinants are (as-good-as-)random but their construction involves other variables, too

Peter Hull

@instrumenthull

3 years

Kirill @borusyak and I just posted a revision of Non-Random Exposure to Exogenous Shocks Version 2.0 is short (23 pages!) & focuses on the main OVB+recentering message. But fear not: we've updated the 125page working paper too :)

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Kirill Borusyak

@borusyak

3 years

It's time for a reminder that the problems with DiD apply NOT ONLY with staggered treatment timing. Similar issues arise in conventional DiDs with controls, especially w/unit-specific trends. Some of the solutions equally apply. (I doubt that's what referees had in mind though)

Analisa Packham

@analisapackham

3 years

referees who keep suggesting Calloway and Sant'Anna (2019) and Goodman-Bacon (2019) when the treatment happens to everyone in the same year: plz stop it

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Kirill Borusyak

@borusyak

2 years

For anyone interested, the recording of my talk at the NBER trade conference today, "Understanding migration responses to local shocks" (w/ @dix_rafael and Brian Kovak), is currently available here:

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Kirill Borusyak

@borusyak

2 years

If you are at the AEA this week, Peter @instrumenthull is presenting our early-stage work on structural estimation using natural experiments. We’d love any feedback, especially if you are an IO economist! And if you are not at the AEAs, talk to us about it if this is of interest

Peter Hull

@instrumenthull

2 years

First, on Friday morning I'll be presenting new work with @borusyak , on using natural experiments to estimate structural models like BLP This builds on our recentered IV paper (new draft! ) and was the subject of this vaguetweet:

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Kirill Borusyak

@borusyak

4 years

To add to what @XJaravel explained, shift-share designs involve lots of practical issues which can really matter. We explain what to do when shares do not add up to one, with panel data, with controls, etc. We are always happy to answer questions about your specific setup.

Xavier Jaravel

@XJaravel

4 years

[1/n] Very happy to circulate a revised version of our paper on shift share design, with the brilliant @borusyak and @autoregress . You can find it here:

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Kirill Borusyak

@borusyak

1 year

A q to labor economists out here: what's the most common way to correct for top-coding of income, e.g. in the population census? E.g. if I want to compute regional inequality measures or the skill premium? Or does everyone just ignore top-coding? Any good references?

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Kirill Borusyak

@borusyak

9 months

For anyone interested, I'm presenting our work with @instrumenthull on design-based estimation of structural models, in particular mixed logit demand Tomorrow (Saturday), 2:30pm at #ASSA2024 , session with the great Vera Semenova, Tim Armstrong, and @eric_auerbach

Peter Hull

@instrumenthull

9 months

@borusyak Third, on Saturday afternoon, @borusyak will be presenting our new work on design-based identification of structural models

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Kirill Borusyak

@borusyak

3 years

The R package for shift-share IV with exogenous shifters, available thanks to @kylefbutts and complementing our #ssaggregate in Stata!

Peter Hull

@instrumenthull

3 years

Thanks @kylefbutts for coding up a very nice R version of our ssaggregate Stata package for shift-share IV! Now you can estimate SSIV regressions at the level of quasi-experimental shocks in R too! For the benefits of this see

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Kirill Borusyak

@borusyak

8 months

Alright, let me try sharing 10 personal favorites in classical music, broadly defined (including modern, minimalist, and vocal or choral) Ordered by how much I'd like everyone to listen to them

Jonathan Libgober (same handle on other places)

@JlibDoesEcon

8 months

One of my favorite things to post about. Overall top 10 is too hard, here is a list of top 10 for which I have sentimental connections.

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Kirill Borusyak

@borusyak

3 years

And let's please stop the DiD scare!

Ben Harrell

@elben

3 years

@analisapackham I think, if anything, this new literature shows that TWFE is salvageable as a method of causal inference. We keep finding issues, sure, but really smart people keep coming up with solutions. I’m more encouraged than anything. Although it is kind of a pain to keep up with.

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Kirill Borusyak

@borusyak

1 year

A question to structurally-minded economists: What's your favorite simple example of a Roy model put to use? I'd like a setting where, under reasonable assumptions that are rooted in economic theory and not inherently parametric, a Roy model identifies something that IV can't.

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Kirill Borusyak

@borusyak

3 years

Hi #Econtwitter , do you know if I can pre-register an observational study, similarly to how the AEA holds the RCT register? Any links or past examples would be appreciated.

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Kirill Borusyak

@borusyak

2 years

It's time for a couple of weeks off twitter

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Kirill Borusyak

@borusyak

4 years

Want to try randomization-based confidence intervals and specification tests? PM/email me or @autoregress for our new @stata commands. We'd love user feedback! Input: sets of counterfactual exogenous shocks (e.g. shock permutations) Output: CI for OLS/IV + spec.test pvalues

Kirill Borusyak

@borusyak

4 years

A bonus to specifying the shock DGP? Randomization inference for free This is useful when observations are “fuzzily clustered” by common exposure to the same observed and unobserved shocks RI gives exact confidence intervals (under constant effects) and new specification tests

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Kirill Borusyak

@borusyak

2 years

Anyone interested can now watch Brian Kovak's excellent talk at IZA on the paper he, @dix_rafael , and I have been working on: "Understanding migration responses to local shocks" with the great @gordon_h_hanson 's talk right after. Comments most welcome!

Session B: Internal Migration

The Economics of Immigration: A Conference in Honor of George J. Borjas | 18th Annual Migration Meeting---Session B: Internal MigrationChair: Jeffrey Grogger...

www.youtube.com

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Kirill Borusyak

@borusyak

4 years

Don't miss the comprehensive slides on Shift-Share IV prepared by @autoregress Check out to learn: - the two alternative paths to identification (both formally and intuitively) and when they apply - how to get standard errors - practical issues, extensions, applications & more

Peter Hull

@instrumenthull

4 years

By popular request, I've posted the slides from last week's lecture on Shift-Share IV methods here: Thanks again to @arindube for the opportunity to develop these for his course. Questions/comments/other guest lecture opportunities are all very welcome!

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Kirill Borusyak

@borusyak

10 months

Hi #Econtwitter , please share advice on how to make research assistance by a PhD student most productive! What worked (or didn't work) for you would be great to know: - Induction process - Time management - Types of tasks, etc.

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Kirill Borusyak

@borusyak

3 years

If you are interested in international trade or organizational economics, please welcome to #econtwitter and follow @FrankPisch ! For some of you he needs no intro; for the others he's a @CEP_LSE PhD, now professor at TU Darmstadt, and my dear friend.

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Kirill Borusyak

@borusyak

1 year

How does one celebrate completing the referee report on 100th paper? #FreeLaborDay

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Kirill Borusyak

@borusyak

4 years

"Congratulations, your application to the photo contest has been successful" 🤣 (With the great @Tfpiasecki and Andy Bernard; h/t @chenzix )

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Kirill Borusyak

@borusyak

1 year

I look forward to reading this carefully soon and understanding how it relates to the results of our ReStud paper w/ @instrumenthull @XJaravel Our Appendix A.1 showed that the shift-share estimand is convexly weighted under pretty standard as-good-as-random assignment

Clément de Chaisemartin

@CdeChaisemartin

1 year

I am excited to share this paper on panel Bartik regressions. Headline result: without assuming constant effects, one cannot conclude that Chinese imports reduced US manufacturing employment from the data used by Autor el al in their China shock paper.

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Kirill Borusyak

@borusyak

4 years

Stacked DiD is robust & transparent but too flexible Consequences? It's arbitrary and inefficient A model of Y(0) formalizes which comparisons are valid & yields efficient estimators for any given estimand Stay tuned for our implementation of this idea w/ @XJaravel @jannspiess

Arin Dube

@arindube

4 years

Stacked DID is very flexible. It depends on whatever YOU think is admissible for your control group! You can only allow never-treated. Or treated more than a 10y ago. Or those who share certain observables. Up to you! What it does is to be transparent about choice of controls.

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Kirill Borusyak

@borusyak

4 years

Honored and excited to present my work with @autoregress to the development econ community at the "BREAD et al." conference, surrounded by very distinguished speakers "Non-random exposure to exogenous shocks" @ noon ET on Friday Oct 2. Attendance open to all

International Growth Centre

@The_IGC

4 years

On 1-3 October, join BREAD et al's virtual Conference on Development Economics which is open to all who are interested. See the full programme and signup here: #EconTwitter #DevEcon

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Kirill Borusyak

@borusyak

2 years

Congrats to Oleg @itskhoki on the Clark medal!!! This year's prizes bring me so much joy!

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Kirill Borusyak

@borusyak

4 years

A nice compilation of recent applied micro methods! I'd also include the papers by @ArkhangelskyD and @guido_imbens on double robustness in DiD and by @Susan_Athey et al. on matrix completion

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Kirill Borusyak

@borusyak

3 years

Excited to try the R implementation of our #did_imputation estimator, along with the alternative methods, that @kylefbutts has generously prepared! (Although I wouldn't label the new event study methods "robustness checks" 🙃)

ky

@kylefbutts

3 years

🎁New gift alert:🎁 The entire diff-in-diff robustness check in one R function: Beta mode, so please report any bugs if you try it!!

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Kirill Borusyak

@borusyak

4 years

Well, that escalated quickly Perhaps a signal to spend less time on twitter?

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Kirill Borusyak

@borusyak

4 years

Conference on Urban and Regional Economics is happening this week. Looking forward to its unusual format: 10min talk + 50min discussion. I'll present "Non-Random Exposure to Exogenous Shocks" (with @autoregress ) on Sat at noon ET; registation is free

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Kirill Borusyak

@borusyak

8 months

When Nikolaj first showed me his result, a moment of disbelief quickly turned into excitement. A cool paper, already in my teaching slides

Nikolaj Harmon

@NikHarmon

8 months

But what about the other estimators then? Is there ever a reason to use them??? My paper (pt 1): YES! If treatment adoption is non-staggered and the outcome has “persistent shocks” (Random Walk errors), then in fact csdid/did_multiplegt are THE best unbiased estimators. 6/N

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Kirill Borusyak

@borusyak

2 years

This Wednesday on Zoom: a webinar on recent advancements in applied IV methods In 2 hours you can see four papers! I'll talk about non-random exposure to exogenous shocks, based on the work with @instrumenthull , who'll also be the harsh moderator

Peter Hull

@instrumenthull

2 years

Very excited for Wednesday's @YoungStatS2 webinar on Recent Advancements in Applied IV Methods, featuring @borusyak , @paulgp , @stephencoussens , and Alex Torgovitsky! We have 600+ attendees so far but still have plenty of room in the zoom! Register here:

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Kirill Borusyak

@borusyak

8 months

Q to development folks out here: could you please recommend papers that: ➡️ Estimate spillovers by regressing the outcome on the % of treated neighbors, and ➡️ Randomize treatment at the unit level, so % of treated friends is not directly randomly assigned (as in a two-tier RCT)

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Kirill Borusyak

@borusyak

2 years

Finally a working paper tweet which indeed contains the working paper! The end of hypocricy

Peter Hull

@instrumenthull

2 years

🚨New working paper tweet🚨 Many questions in economics involve the causal effects of treatments which are computed from multiple sources of variation, according to a known formula. Consider three examples. First, when estimating spillovers from a randomized intervention, one

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Kirill Borusyak

@borusyak

3 years

Excited to see our @voxeu piece out, on the effect of schools on the covid spread (w/ @claravobi and Uta Schönberg). Thanks to @BaldwinRE for the interest and @econromesh for the help in the process.

VoxEU

@voxeu

3 years

School closures in #Germany did not contain infections among young people or adults in summer/autumn 2020; their benefits may not outweigh costs to children & parents, especially mothers @claravobi @TheIFS , @borusyak , Uta Schӧnberg @EconUCL @CReAM_Research

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Kirill Borusyak

@borusyak

3 years

Talks in Europe: you don't need masks, tests, forms. Just come, we trust you! A talk in the US: you have to present on Zoom. We can't have you on campus: you only got two Sputniks, two Modernas, and had covid recently, so you don't count as boosted! And an exemption was denied

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Kirill Borusyak

@borusyak

4 years

Re-learning the impossible trinity of research + teaching + outside life. I must say, it was much easier in the lockdown.

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Kirill Borusyak

@borusyak

4 years

Jan Bakker is our great job market candidate in trade and urban @EconUCL Check out his JMP on why large cities specialize in exporting, and how agglomeration forces shape the unequal gains from international trade across space More papers are on his website. h/t @TradeDiversion

UCL Economics

@EconUCL

4 years

Find out about our fantastic Job market candidates. Economics Postdoc Jan David Bakker’s research interests include International Trade, Urban Economics & Development Economics. Learn more about Jan & our Candidates at

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Kirill Borusyak

@borusyak

4 years

Context: this plot (from my work w/ @claravobi and Uta Schönberg) is generated by just 2 lines of Stata code: 1 for estimation (by the method from my work w/ @XJaravel and @jannspiess ) & 1 for plotting But I’d like to make the plotting command compatible w/other estimation methods

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Kirill Borusyak

@borusyak

1 year

A very special day presenting @unibirmingham -- my first time on campus since I spent a great year there many years ago! Thanks @wanyu_chung @RobertJRElliott et al. for being so welcoming!

Wanyu Chung

@wanyu_chung

1 year

It was a great pleasure to welcome @borusyak from @EconUCL to visit the TEDE Group @econ_ub @UoB_Business today. Great talk and great social! Oh and did I mention that Kirill is an exchange alumni of @unibirmingham 👍

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Kirill Borusyak

@borusyak

2 years

The great multi-year effort by @alterelim et al. on the mental health survey of European econ departments is complete. Time to review the detailed data and think how to improve PhD student (and junior faculty) life @EconUCL

Elisa Macchi

@alterelim

2 years

Today, @ClaraSievert , @vbolotnyy , Paul Barreira, and I shared results of our study of mental health in European Economics Departments with the 14 participating departments. A thread about what we did and learned. The executive summary is here: 1/N

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Kirill Borusyak

@borusyak

3 years

To recap: 1) Event studies are fine but be clear about the assumptions 2) Don’t use old-school OLS 3) The imputation estimator is robust to treatment effect heterogeneity and to pre-testing, efficient w/homoskedasticity & transparent Comments welcome!

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Kirill Borusyak

@borusyak

3 years

Very glad to hear our event study estimation command is fast But there is still room for improvement. If anyone who knows Stata programming could volunteer to help us speed it up, it'd be a great public service While everyone else is invited to try the command as is!

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Kirill Borusyak

@borusyak

2 years

To estimate causal effects with care, Recentering can help us prepare, Simulating what could have been, In partially-randomized scene, The true effect we can then declare.

Sasha Indarte

@SashaIndarte

2 years

My new favorite genre of poetry is ChatGPT-generated poems about econometric methods: There once was a method quite fine They called it regression kink design It's a graph with a bend That helps us comprehend The causal effects that we need to find

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Kirill Borusyak

@borusyak

1 year

Thanks everyone for interesting suggestions on the Roy model. What I was looking for was Adão (2016): a transparent analysis of both selection and outcomes, both non-parametric and cleanly parameterized.

Kirill Borusyak

@borusyak

1 year

A question to structurally-minded economists: What's your favorite simple example of a Roy model put to use? I'd like a setting where, under reasonable assumptions that are rooted in economic theory and not inherently parametric, a Roy model identifies something that IV can't.

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Kirill Borusyak

@borusyak

8 months

@toniwhited Let me join those who say that pushing one button OBVIOUSLY must reproduce all the results in any published work Easier implementation (and ways to deal with proprietary data replications) are most welcome, but it's pretty lexicographic to me, regardless of disparate impacts

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Kirill Borusyak

@borusyak

4 years

An event for those of you interested in event study designs. A new draft of our paper with major revisions (and with the great @jannspiess on the team) is also coming soon

Dr. Chloe N. East (she/her)

@ChloeNEast

4 years

#econtwitter I'm setting up another discussion on event study models! This time we'll discuss great @borusyak and @XJaravel paper If you already DMed for last one, I'll include you in invite, if not, DM & I'll add you! In about 2 weeks; all welcome!

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Kirill Borusyak

@borusyak

2 years

A good opportunity for PhD students & junior researchers to present - submit by Sep 16. (And I'm extra excited to visit Berlin for the first time!)

Berlin School of Economics

@BSE_Berlin

2 years

📢The European Winter Meetings of the @econometricsoc (EWMES) will take place in Berlin @HumboldtUni between December 16-18, 2022. Plenary speakers are: @jan_eeckhout from @UPFBarcelona @ezhuravskaya from @PSEinfo Christian Dustmann from @EconUCL Info:

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Kirill Borusyak

@borusyak

4 years

Great to see this paper finally published! Besides the empirical findings, it enriched the modelling toolbox by Non-Homothetic CES preferences which I've become a big fan of (some new insights about using them in the trade context to follow)

Econometrica

@ecmaEditors

4 years

Why is economic growth accompanied w changes in the sectoral structure of economies? Micro (~ US & India) & macro data (~ 40 countries) suggest main driver is Engel curves: systematic relations between household income and sectoral composition of demand

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