Otilia Boldea

And if you need code, or clarifications, feel free to email me!

-> But, it also discusses other methods for detecting change-points, such as information criteria - equally computationally efficient but under-explored - and also lasso and mixed-integer programming.

And, it also highlights new ideas for research. Check it out!

-> It highlights bootstrap methods for detecting change-points, which work under more general assumptions that are relevant to macroeconomic applications.
-> It focuses, when methods are available, on multiple change-points and sequential testing, because of computational efficiency.

Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments We review recent developments in detecting and estimating multiple change-points in time series models with exogenous and endogenous regressors, panel data models, and factor models. This review diffe...

-> It is an empirical guide first, so focuses only on the most general assumptions - dynamic models, or autocorrelated errors, or both - including local projections and vector autoregressions.
-> Unlike previous reviews, it also carefully reviews models with endogeneity - estimated via IV or GMM.

Interested in change-point detection in macro/financial/other time series models, panel data, factor or nonlinear models? Check out my new review paper!
arxiv.org/abs/2507.22204
A lot has happened in this literature compared to recent reviews!!

Baby fox detected in my backyard.

Anybody else feels the itch to correct posts on ML community channel on LinkedIn? I could not help myself today, as one post was about time series, but even when about ML, I find it too superficial. People thanking the contributor, and then contribution superficial, even from people with PhDs.

The posts are so vicious, I can hardly see ppl happy there.

Please try for the sake of it, to see what others are thinking. See if there is any bridge to be mend. Very hard.

Has anyone tried to post on Truth Social to see what it is like? I did and this is what I get as default followers. Not normal.

Some ppl here don't get what losing half a thumb means. It is clearly a humor piece. But based on real facts: it really hurts! I was stung 3 weeks ago by what looked liked an Asian hornet, twice, in my right thumb. It hurt for two days, and there was even a sepsis line forming, but it died out.

So messed up!

This week we demonstrated in Tilburg against the huge education budget cuts enacted this week, part of a coordinated relay strike of all NL unis. Our university, with others, are filing a lawsuit against illegal early termination of grants. US universities can do this too!

I find it strange that ppl are afraid to walk on the streets rather than sidewalks. In big cities they do!

Was in US last week for a conference and seminar talk. I went to Philly and although I think the border security is more friendly than other places, saw much more ppl sent to secondary control! They asked often for proof of visit purpose, so print invitations and conference program ahead, it helps!

But maybe we should think of this tariffs as an exogenous, independent copy (see stupid Bayes prior) of something related to a lag of endogenous variable, by accident having the same value in one period. Or another creative way. It is ridiculous though what is happening.

No worries, in macro we purge the instrument of the lagged endogenous variation via OLS to get at the dynamic causal effect. In this case it's a one time shock, and purging it based on 2024 would yield a perfect zero. Nice instrument 😂

I am also wondering. I am going to US next week but I am staying only 6 days, I hope it's gonna be fine.

Congrats!!!

Profesor român la Tilburg University în Olanda, cu studii legate de pandemie și fiscalitate, despre importanța cercetării pentru politicile publice. Otilia Boldea: “Dacă reacționez întotdeauna după...... “Dacă ne e clar la timp ce fel de date ne trebuie, cum să le colectăm și avem un model deja gata, am putea imediat să acționăm”, sintetizează

My interview - in Romanian, sorry - at the Annual Romanian Econ conference, also about how we conveniently forgot about the pandemic - politicians and economists alike - and what can we do to prepare for crises, also inflation driven: mainly having data and model ready economedia.ro/profesor-rom...

Or bike if it's safe? Would be 10-15 mins!

In Gran Canaria reading a beautiful book about the global history of mathematics, the many almost concomitant discoveries and also the misses in connecting global discoveries in math, fascinating

Additionally, I wrote the model as well, and it's far from obvious how to, for example, group parameters to get some identification power out of the scant data. And which to calibrate and which not.

Not to mention all data computations, fittting 4 streams of data by age and risk weekly, with missing observations, while model is daily. I never felt so alone in this endeavour, especially coding in Matlab while all co-authors code in R, not feasible here due to high-dim filtering.

Fitting epi models by age and risk with vax and variants is hard! On top of that, I had to first figure out how to compute close contact networks across age and risk from surveys, correct for representativeness in population by age, sex, day of week, and ensure symmetry. Now projections, exhausted.

The opposition parties in the Dutch senate have the capacity to block the disastrous budget cuts to higher #education & #science!

🟥 Join the #protest on Monday in #DenHaag and give them a reason to listen! 🟥

Exactly how I feel right now!

We've made it to Bluesky! Please re-post so others can follows us... 🤘

Paper submission tally this year: 1 acceptance + publication, 2 rejections (2 different papers, each took 5 months!), 2 desk rejections and 1 under review since 2 months (same paper). And 1 corrigendum+ publication of it. Not so bad, but the 5 months+rejection still get to me.