ᴅᴀɴɪᴇʟ ᴍɪʟʟɪᴍᴇᴛ ✡️☮️❤️

@dlmillimet.bsky.social

Robert H. & Nancy Dedman Trustee Prof of Econ at @SMU, husband, son, proud papa, baseball junkie, animal enthusiast, proudly woke. http://people.smu.edu/dmillimet/ https://dlm-econometrics.blogspot.com/

Call me IV (because I’m biased), but I really like this paper, had fun working with Marc, think it is very simple but important for applied people, and provides a simple (partial) solution to the problem. We both hope researchers will take note. PS This paper has nothing to do with diff-in-diff.

Marc F. Bellemare@marcfbellemare.bsky.social · 3mo ago

At long last, @dlmillimet.bsky.social's and my paper "On the (Mis) Use of the Fixed Effects Estimator" is published: onlinelibrary.wiley.com/doi/10.1111/...

Thanks, John. Marc and I thought this was an important paper to write. It was an issue that has long bothered both of us. Hopefully it helps applied peeps think a bit more carefully about their model.

John Mullahy@johnmullahy.bsky.social · 8mo ago

When fixed effects aren't fixed... Important work by @dlmillimet.bsky.social and Marc Bellemare that should influence econometric practice. onlinelibrary.wiley.com/doi/10.1111/...