[HN Gopher] A First Lesson in Econometrics (Paper) [pdf]
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A First Lesson in Econometrics (Paper) [pdf]
 
Author : hkc
Score  : 100 points
Date   : 2022-01-04 17:26 UTC (5 hours ago)
 
web link (www.uibk.ac.at)
w3m dump (www.uibk.ac.at)
 
| lowkeyokay wrote:
| This was made me laugh. So many times I read 'it should then be
| obvious that...' What the?! No it isn't. Text book authors must
| hate students.
 
  | kurthr wrote:
  | It is obvious to the "_most_ casual observer"... you need to
  | get quite a bit more casual!
 
  | xtiansimon wrote:
  | Isn't there a thing about how mathematicians and scientists in
  | the 19th century would carefully explain as if the intended
  | audience we're laypeople. Where as in the 20th century academic
  | writing and popular science writing diverged such that an
  | academic writer could say such and such is obvious and be
  | speaking to a very niche audience?
 
    | AnimalMuppet wrote:
    | I heard of a prof who in a lecture said "It's obvious
    | that..." and a student challenged him on it. "Is that really
    | obvious?" The professor looked at the board for a minute,
    | then left the room. _45 minutes later_ , the professor came
    | back and said, "Yes, it's obvious!"
    | 
    | You keep using that word. I do not think it means what you
    | think it means...
 
  | [deleted]
 
  | bachmeier wrote:
  | My monetary economics professor in grad school was teaching a
  | paper and told us that when the authors claim it's obvious,
  | that means it's not obvious. So he wrote out the derivation
  | over the weekend and gave us a four-page, single-spaced handout
  | with all the equations behind that single "obvious" result.
 
    | cinntaile wrote:
    | This result is trivial so the derivation is left as an
    | exercise.
 
    | boppo1 wrote:
    | This is way off topic but hopefully it will get allowed
    | because I think you have the expertise to help:
    | 
    | It seems to me that the widely accepted practice of market
    | stimulation by interest rate intervention has the cost of
    | destroying price discovery. Also, that it is a primary cause
    | of wealth inequality. These relationships seem to me actually
    | obvious: push down DCF denominators and valuations go up,
    | inefficient businesses stay in business and employ people
    | digging holes. Sure, we get good jobs reports, but we also
    | work harder to make less. Meanwhile those who hold wealth see
    | its value increase disproportionate to 'actual' worth and
    | common people who hold little or none can afford less and
    | less of it. It seems like a pretty direct policy of 'rich get
    | richer, poor get poorer'. Worse yet, as I look at the world
    | around me, it all seems to support my hypothesis. Tesla,
    | spacs, NFTs, housing, blackrock & vanguard & gates buying
    | land, etc. I could go on and on with examples.
    | 
    | But the thing is, I got shitty grades in my college econ
    | courses. It's laughable to me that all the highly educated
    | people at central banks somehow haven't thought of this but
    | _I_ have. I 'm being serious, I'm kind of a lazy idiot. By
    | any reasonable measure, I expect that I'm wrong.
    | 
    | Could you point me in the direction of some primary sources
    | that address the relationship between interest rate
    | intervention and price discovery? I've been told to pick up
    | an undergrad macro text, but those all just seem to say "low
    | rates = easier to get loans = mo' jobz" without any rigor.
    | 
    | Open market ops and other interventions are so common and
    | accepted, the only other people I see complaining are
    | precious metals schizos. Surely there's a theoretical
    | foundation for the policy/practice.
 
| ElDji wrote:
| Having followed engineering cursus THEN economics with econometry
| courses : this was the most WTF moments of my life.
 
| rluoy wrote:
| It seems that ! is missing in equation (12).
 
  | Pietertje wrote:
  | And the power to delta
 
  | hkc wrote:
  | Right! Here's an updated version with corrections:
  | https://www.latrobe.edu.au/__data/assets/pdf_file/0004/25186...
 
| photochemsyn wrote:
| Econometrics is one of the most discredited branches of academics
| that exists. These were the people who were waving their models
| around in the early 1990s, trying to tell people that NAFTA would
| have no effect on manufacturing jobs in the United States. They
| also promoted elimination of Glass-Steagall and the deregulation
| of the housing market, resulting in the subprime fraud-based
| economic disaster of 2008.
| 
| There's a reason the neoclassical economists are hidden away in
| business schools, not in the actual science departments - it's
| because they'd have to endure the ridicule of anyone with basic
| training in science and math. When your models predict the
| opposite of what actually occurs, time and time again, well,
| you're supposed to recognize that there are fundamental flaws in
| them and go back to basics.
| 
| Imagine if, in the late 1970s, all the climate researchers had
| predicted several decades of global cooling thanks to human
| activity, and had turned out to be entirely wrong, yet made no
| effort to re-examine their basic assumptions about how the world
| works. That's what neoclassical economists are doing with their
| econometric model nonsense.
 
  | hwers wrote:
  | This is probably true but it's quite an angry response to the
  | linked article which is mostly just a joke.
 
  | barrenko wrote:
  | Not sure why you're downvoted.
 
    | bachmeier wrote:
    | Likely because it's a confused comment not having any
    | relationship to the posted article, and it demonstrates lack
    | of even a basic understanding of what econometrics is.
    | (Source: I teach econometrics classes in a college of arts
    | and sciences, which I share with math, statistics, physics,
    | chemistry, and biology departments.)
 
  | huitzitziltzin wrote:
  | This comment is totally uninformed and completely wrong.
  | 
  | Econometrics is the study of making inferences about economic
  | models from data. Making inferences from data is fundamental to
  | everything economists have done for a long time.
  | Econometricians are essentially applied statisticians. Indeed,
  | I can think of many econometricians I personally know who have
  | joint appointments in university statistics departments. Your
  | claim that they are "hidden in business schools" is completely
  | incorrect.
  | 
  | Econometricians are unlikely to have made predictions about
  | NAFTA. You provide no source for your claim that they did. Nor
  | are they likely to have advocated against Glass-Steagall. You
  | provide no evidence for this claim either.
  | 
  | If you think econometricians have no training in science or
  | math, you are also totally and completely wrong. (Again: do you
  | think so many econometricians would have joint appointments _in
  | statistics departments_ if that were true?)
  | 
  | I would also invite you to visit _any_ seminar in a prominent
  | university economics department in the United States, not just
  | the econometrics seminar. Outside of pure game theory, every
  | seminar series in every department is thoroughly empirical:
  | what is the data, how are the parameters in the model
  | identified, etc.
  | 
  | Or go talk to the economists who work at any of the large tech
  | firms! Facebook, Google, and Amazon all have economics groups.
  | Amazon's is to my knowledge the largest. They hire many
  | econometricians every year _and_ have consulting relationships
  | with many of the leading academic econometricians. Would they
  | put so much money into  "one of the most discredited branches
  | of academics that exists"? No, they would not.
  | 
  | You don't have the slightest idea what you are talking about.
 
    | photochemsyn wrote:
    | 'Econometric models' have so many levers and dials on them
    | that they be tuned to forecast whatever their operator wants
    | them to forecast. Hence they mainly serve as a marketing tool
    | to defend policies that their sponsors desire to get through
    | Congress or the next board meeting or whatever.
    | 
    | As far as things like model projections for NAFTA, any
    | relatively simple search turns up dozens of references.
    | Google Scholar isn't all that bad for this, select a custom
    | range 1990-1994 and enter "econometric model 1992 NAFTA
    | projections". There are dozens of results. For example:
    | 
    | Appendix B, Macroeconomic Simulations of NAFTA
    | https://www.cbo.gov/sites/default/files/103rd-
    | congress-1993-...
    | 
    | You can find the same for those seeking to justify the China
    | WTO deal c.2000 but I don't recall reading much about
    | forecasts of creating something called 'the Rust Belt' all
    | across the once-industrial zone covering a third of the US,
    | or the resulting job losses and economic regional malaise.
    | Perhaps something is missing in the models?
 
      | civilized wrote:
      | Econometric models are mentioned twice in that paper, and
      | only to note that they are generally not used and will not
      | be used in the present study.
 
  | crimsoneer wrote:
  | This is silly. Econometrics is the basis for much of what we
  | now call data science, and good causal inference. It has bugger
  | all to do with nafta.
 
  | lvl100 wrote:
  | I think you're mainly focusing on macro and it's not completely
  | unwarranted. That said, micro stuff is fascinating to say the
  | least, and very pertinent to data science. In fact, much of
  | "data science" projects until 2012-13ish were handled by
  | economists.
 
    | SantalBlush wrote:
    | They're not just focusing on macro, they are confusing
    | econometrics with economics. Econometrics has nothing to do
    | with any specific economic theory; it is about statistical
    | modelling.
 
| motohagiography wrote:
| Funny, now do epidemiology.
 
| maccam912 wrote:
| Was pleasantly surprised to find it a short humorous paper. If
| you want to learn econometrics, this will do more to prepare you
| for reading other papers than teach you anything.
 
  | hkc wrote:
  | You're right! It was a fun paper that I discovered while
  | studying Econometrics in undergrad.
 
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