Giovanni Mellace

@giovannimellace.bsky.social

Professor at the University of Southern Denmark and chairperson of the Econometrics and Data Science research platform. I work on Causal Inference.

Dealing with many weak instruments? 📉 Our new paper "Jackknife Instrumental Variable Inference" (JIVI) provides robust tests for models with endogeneity & heteroskedasticity. Better size and power in tough settings! 🚀 Read the full draft: arxiv.org/abs/2604.1543

Jackknife Instrumental Variable Inference

This paper introduces a class of jackknife-based test statistics for linear regression models with endogeneity and heteroskedasticity in the presence of many potentially weak instrumental variables. T...

arxiv.org

🚨🚨🚨PhD summer school at the University of Southern Denmark 🚨🚨🚨What can we learn about tariffs and trade from history? Chris Meisner, our keynote speaker, is one of the most renowned experts on historical trade and policy. + Learn ML + NLP tools in a hands-on-approach. Join us 11-22 August 2025!

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Looking for a salaried PhD position? Join my colleague in a cutting-edge research project at SDU, in collaboration with MIT, to explore the transformative impact of disability reforms with register data! Apply here: fa-eosd-saasfaprod1.fa.ocs.oraclecloud.com/hcmUI/Candid...

PhD scholarship for research project on disability reform in Applied Economics

Application deadline: April 1, 2025, 23.59 CET.

fa-eosd-saasfaprod1.fa.ocs.oraclecloud.com

Is your outcome a qualitative variable, but you still want to conduct causal inference? Check out our new paper Causal Inference for Qualitative Outcomes! We provide an open-source R package,causalQual , for easy implementation: 🔗 github.com/riccardo-df/... 📄 arxiv.org/abs/2502.11691

Causal Inference for Qualitative Outcomes

Causal inference methods such as instrumental variables, regression discontinuity, and difference-in-differences are widely used to estimate treatment effects. However, their application to qualitativ...

arxiv.org

Our latest research with Toman Barsbai and Christoph Winter is now forthcoming in JOLE! 📄 We explore how labor market conditions at arrival shape migrants’ integration, showing that arriving during recessions pushes migrants into lower-paying jobs—a persistent effect lasting over 10 years.

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Journal of Labor Economics@jlaborecon.bsky.social · 2y ago

Forthcoming in JOLE: "Immigrating into a Recession: Evidence from Family Migrants to the U.S." by Toman Barsbai, Andreas Steinmayr, and Christoph Winter www.journals.uchicag... @ChicagoJournals #EconSky

New WP 🚨 1. Recipe to write estimators as weighted outcomes 2. Double ML and causal forests as weighting estimators 3. Plug&play classic covariate balancing checks 4. Explains why Causal ML fails to find an effect of 1 with noiseless outcome Y = 1 + D 5. More fun facts arxiv.org/abs/2411.11559

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🚨New language model for historical occupations🚨 OccCANINE is a new tool, which turns occupational descriptions (in all their pesky variety) into standard HISCO codes. Accurate, multilingual and fast. Developed by Christian M. Dahl, Torben Johansen, and myself (1/12)

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Roberta Di Stefano and I have substantially updated our paper the "inclusive Synthetic Control Method" (available here arxiv.org/abs/2403.17624). Our iSCM allows to include units affected directly or in indirectly by the treatment in the donor pool and it works with most SC-type estimators.

The inclusive Synthetic Control Method

We introduce the inclusive synthetic control method (iSCM), a modification of synthetic control type methods that allows the inclusion of units potentially affected directly or indirectly by an...

arxiv.org

Very happy to contribute to this great initiative to #SupportUkraine When? April 11th What? 2h of fun understanding how (easy) DoubleML and Causal Forests of @VC31415 and @Susan_Athey work by replicating R output in few lines of code. #RStats How? Sign up here t.ly/3weFr

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Dariia Mykhailyshyna@dariia.bsky.social · 2y ago

An upd report on our workshops for Ukraine series on #RStats, #Python & more. So far, we have raised >62k euro & the workshops have been attended by > 2800 ppl! you can find more info on how you can help & a detailed report. All info on workshops: bit.ly/3wBeY4S 1/n