Econometrician and Latene Distinguished Professor in Economics at UNC, Chapel Hill. Previously: EUI, Stanford, Brown. Also: @ProfPHansen.bsky.social
Joined April 2017
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Brandolini's Law on Bullshit Asymmetry
»The amount of energy necessary to refute bullshit is an order of magnitude bigger than to produce it«
―Alberto Brandolini
Will also be proven to be correct in regard to #COVID19 nonsense.
Peter R. Hansen retweeted
“When Editors Revolt: Characterizing Journal Declarations of Independence.”
arxiv.org/abs/2606.30394
Peter R. Hansen retweeted
New @UNCResearch publication: "Convolution-t distributions" in @JEconometrics by @UNC Latané Distinguished Professor @ProfPHansen and Chen Tong (Xiamen University).
For modeling economic data with cluster structures and complex dependencies.
#Economics #Econometrics #Finance
Peter R. Hansen retweeted
"When science discourages correction: How publishers profit from mistakes."
theconversation.com/when-sci…
Some economists treat it as gospel, as evident from @GarettJones’s sermons… I mean, lectures. :-)
I added comments on additional papers on PubPeer and wrote up a LinkedIn article.
linkedin.com/posts/peter-rei…
#EconTwitter #ResearchIntegrity #Economics #Finance #PaperMills @datacolada @retractionwatch @ElisabethBik
I recently wrote my first comments on
PubPeer.
Two papers - different assets & sample periods - appear to use the same figure.
How did one plot end up representing different variables?
@ElisabethBik @DataColada
I recently wrote my first comments on
PubPeer.
Two papers - different assets & sample periods - appear to use the same figure.
How did one plot end up representing different variables?
@ElisabethBik @DataColada
Instead of replying on PubPeer, the lead author of the other paper emailed me directly, which didn’t address why the figures are virtually indistinguishable.
I encourage them to post a reproducibility package and link it on PubPeer, so readers can verify.
pubpeer.com/publications/FF2…
These are just two of many articles in #Economics journals that I have found similar issues with - some are in journals with Impact Factors >10.
I plan to comment on additional papers, but there more than I will have time to address. #EconSky #OpenScience
@DataColada
Peter R. Hansen retweeted
The University of Chicago’s @MFRProgram — which I lead — is now recruiting two research professionals (pre-doc research assistants) to begin next summer.
Apply here 👉 job-boards.greenhouse.io/uni…
#EconTwitter #AcademicJobs
🇺🇸 eksperter bliver fyret og ekspertråd bliver nedlagt i disse tider.
Desværre har vi tidligere set ligende tendenser i 🇩🇰
🇩🇰 Danmark er et yderst velfungerende samfund, bl.a. fordi som højt kvalificerede ekspertråd. #dkmedier #dkpol
We have discovered a new way to compute moments of a random variable with a moment-generating function (MGF).
All sorts of moments. #Statistics #Probability #Econometrics
The CMGF method provides a simple integral formula that yields fractional, absolute, central, and even complex moments — without relying on the density function or any derivatives.
For example,
E|X|^0.7 or tail moments
E[(X - ξ)^3 1{X > ξ}].
It is fast: NIG example:
Full paper here: arxiv.org/abs/2410.23587
Moments by Integrating the Moment Generating Function co-authored with Chen Tong (Xiamen).
I believe this result is useful in many fields.
Anyone know the proper outlet for this type of result? #arXiv #OpenScience
