Comparing standard error estimators in panel data regressions using Python and linearmodels --- from conventional to clustered, Driscoll-Kraay, and fixed effects
Dynamic panel Bayesian Model Averaging with the Bayesian Dynamic Systems Modeling (BDSM) R package, applied to cross-country economic growth determinants --- handling reverse causality through lagged dependent variables, fixed effects, and weak exogeneity.
Bayesian Model Averaging and Double-Selection LASSO applied to the Environmental Kuznets Curve using synthetic panel data with a known answer key, demonstrating how both methods recover the true predictors of CO2 emissions.
Three principled approaches to variable selection---BMA, LASSO, and WALS---applied to synthetic cross-country CO2 emissions data with known ground truth, demonstrating methodological triangulation for robust inference.
Estimating regression models with high-dimensional fixed effects using PyFixest, from simple OLS through two-way FE, instrumental variables, panel data, and event studies
Learning econometrics should be a more accessible and interactive experience.