Econometrician at Cornell University. B.A. Economics/M.A. Economic Theory (ITAM, 2006); Ph.D. Economics (Harvard, 2013).
Ithaca
Joined July 2012
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Pepe Montiel Olea retweeted
Al final llegamos a Oviedo y la ceremonia fue un éxito! Gracias a todos :)
El Dr. @isaacbaley, galardonado con el 𝐏𝐫𝐞𝐦𝐢𝐨 𝐅𝐮𝐧𝐝𝐚𝐜𝐢𝐨́𝐧 𝐁𝐚𝐧𝐜𝐨 𝐒𝐚𝐛𝐚𝐝𝐞𝐥𝐥 𝐚 𝐥𝐚 𝐈𝐧𝐯𝐞𝐬𝐭𝐢𝐠𝐚𝐜𝐢𝐨́𝐧 𝐄𝐜𝐨𝐧𝐨́𝐦𝐢𝐜𝐚 𝟐𝟎𝟐𝟔, nos cuenta en este vídeo cómo vivió la jornada de entrega del galardón.
🎥 Descubre su proyecto y los mejores momentos de la cerimonia de entrega.
#LaCulturadelTalento #Investigación
@BancoSabadell, @UPFBarcelona, @bse_barcelona, #CREI
A great example of the rapid advancement of science in our days. Courtesy of two of my favorite researchers: @lihua_lei_stat and @EdgarDobriban
New paper🚨After 10h w/ GPT-5.6 Sol, I made exciting progress on worst-case FDR of BH for correlated two-sided Gaussian tests
@edgardobriban showed FDR(BH_q)/q can exceed 1
Q (a folklore conjecture): Is the ratio universally bounded?
A: No👇
lihualei71.github.io/FDR_BH_…
🧵(1/8)
Pepe Montiel Olea retweeted
Local projections are surprisingly robust to misspecification. By contrast, VAR confidence intervals with short-to-moderate lag length can severely undercover for misspecification that is small, difficult to detect, and cannot be ruled out a priori.
econometricsociety.org/publi…
Pepe Montiel Olea retweeted
Applications for the Machine Learning in Economics Summer Institute (MLESI) are open! Grad students, apply and come hang out in Chicago for a week to learn about ML and Econ.
Calling all postgrads 🔊 Apply for the Machine Learning in Economics Summer Institute 2024 to work with leading researchers from top institutes to push forward cutting-edge research ideas.
Find more information and the application at the link below:
buff.ly/3mm92Ls
Pepe Montiel Olea retweeted
The Econometric Society: Announcing a new interdisciplinary conference on Economics and AI+ML econometricsociety.org/socie…
What a nice video! Congrats NYU Econ! I had the pleasure of working there for 3 years, and I can attest it is an incredibly stimulating environment! Amazing students and faculty!
Great students we had, we have, we will have.
as.nyu.edu/econ/graduate/phd…
Pepe Montiel Olea retweeted
A reminder that:
1. Number of citations is not a measure of scientific validity;
2. Number of publications is not a measure of scientific value;
3. The argument from authority is not acceptable in science.
(On a personal note, 3 is why I started loving science as a kid.)
@pedrohcgs Thanks for the heads up. Interesting paper. Both @CarolinPflueger and I were busy teaching yesterday, but here is a short thread. 1/
teapawt.org/pedrohcgs/status/13162…
For all people doing IV in their work, this brand new paper seems *very* relevant!
arxiv.org/abs/2010.05058
One important takeaway msg is: Rule of 1st stage F stats > 10 can be very misleading.
Authors also give nice alternative inference tools that can “rescue” us all!
Of course, if one is not willing to accept any size distortion for a 5% test it is useful to know that F>104.7 works…but then, I guess one could have used directly the Anderson-Rubin Cset! /5
Square's Starbucks vision: Magical cash-free payments money.cnn.com/2012/08/14/tec…
Twitter’s New Political Index pocket.co/sQ9RF @oleacesar @manolovictoria @carlosmartinezv @PPmerino...Algo para diseñar en mex...
Pepe Montiel Olea retweeted
Qué cosa, qué bueno es el análisis de @slopeznoriega de la impugnación de AMLO bit.ly/QNtwSh bit.ly/NGAbkS < lo mejor del tema