Cambridge, England
Joined May 2020
Project Debater 2.0.: I took part in a Cambridge Union debate, and worked with the current world top ranked debater to run a multi-agent simulation beforehand. Interactive Data visuals: lnkd.in/erbZwt7s Full repo lnkd.in/e_U7nhjT
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Maybe I like econometrics because I feel represented by the names of diagnostic tests and estimators:
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•⁠ ⁠Andersen-Hsiao Estimator – IV estimator for dynamic panels, instruments the lagged dependent variable with further lags to address Nickell bias •⁠ Blanchard-Quah Restrictions – long-run identifying restrictions in structural VARs, used to decompose shocks
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•⁠ ⁠Kao test – Chihwa Kao; panel cointegration •⁠ ⁠Chan threshold models – Kung-Sik Chan; threshold autoregression •⁠ ⁠Rao score test – C.R. Rao; the LM/score test framework •⁠ ⁠Cramér-Rao bound – C.R. Rao; efficiency bound
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•⁠ ⁠Moon-Perron test – Hyungsik Roger Moon; panel unit roots •⁠ ⁠Chow test – Gregory Chow; structural breaks •⁠ ⁠Bai-Perron test – Jushan Bai; multiple structural breaks •⁠ ⁠Ng-Perron test – Serena Ng; modified unit root tests
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•⁠ ⁠Im-Pesaran-Shin (IPS) test – Kyung So Im & Yongcheol Shin; panel unit roots •⁠ ⁠Lee-Strazicich test – Junsoo Lee; unit roots with endogenous structural breaks •⁠ ⁠Park's CCR – Joon Park; canonical cointegrating regression
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•⁠ ⁠Akaike Information Criterion (AIC) – Hirotugu Akaike; model selection •⁠ ⁠Toda-Yamamoto test – Hiro Toda & Taku Yamamoto; Granger causality robust to I(1)/cointegration •⁠ ⁠KPSS test – Yongcheol Shin (with Kwiatkowski, Phillips, Schmidt); stationarity test
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Choosing where on the platform to wait for the train to King’s Cross is a Hotelling Game.
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Many families have vindictive relatives. My relatives just happen to control a small authoritarian government. 🇸🇬 🧵
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