The Mixtape Mailbag #1: First week of December

Brrrr! It's 61 degrees farenheit here in Texas! Better put some socks on!

A bunch of economists talking about how to answer questions that came in this week’s mailbag.

Welcome to the “Mixtape Mailbag #1”. Hold on to a copy of this issue because it’ll be worth something some day. These will be weekly, every Monday, once I get the hang of them, and I’ll post them here. Usually I’m going to bug some friends of mine to send me their opinions too. And if you have any questions you’d like me to tackle, just email me with a subject line that says “Mixtape Mailbag!” at scunning at gmail dot com. Alright let’s meet our inaugural guest!

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Dear Scott,

I am a PhD student with a focus on applied microeconomics, currently visiting Barcelona. Your talent in breaking down complex econometric concepts into digestible content has been incredibly helpful for my own research! I am a huge fan of your substack and unfortunately, I missed your visit at UB by a week this year.

I was wondering if you could consider doing a detailed blog entry on De Chaisemartin & D'Hautefeuille papers and estimators, similar to your excellent piece on Callaway & Sant'Anna? Specifically, I'm curious about the differences between these two approaches and implementation when estimating continuous treatment effects. Additionally, it would be insightful to understand if they make the same assumptions on random dose assignment as explained in your blog entry on the Callaway & Sant'Anna estimator if you know what I mean.

Looking forward to - possibly - seeing this topic covered in your "The Mixtape Mailbag" section!

On a more personal note, I am increasingly drawn towards causal inference theory although I started my PhD with a very different focus. This interest was specially sparked by a summer school course in Oxford led by Frank Di Traglia and by your blogs post disentangling the recent literature. Unfortunately, my current program lacks a specialization in econometrics. I was wondering what your opinion would be on how I could still get the background I want to attain in econometrics theory, especially causal inference theory. I'm contemplating a 9-month master's in statistics in the UK for deeper exposure or a visit to a PhD program with a course phase focusing on econometric theory. 

Given your expertise, I wonder if you could recommend any short (9-month) master or PhD programs with rigorous training in econometric theory and causal inference in the course phase, that I could visit ideally for a semester or two. It's important for me to find a program that's academically rigorous yet functional and mindful of the mental well-being of PhD students. 

Any guidance or suggestions you have would be greatly appreciated.

DF

Read below for answers from me, Tymon Słoczyński, and Andrew Goodman-Bacon . And if you have any questions you’d like answer, just write me at scunning@gmail.com! And please, if you’re a subscriber — feel free to jump in and leave your own comments!!