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Jan Ditzen

@janditzen.bsky.social

A hillwalking economist working on panel time series with a love for coding econometric methods. Assistant Professor at University of Bolzano. Co-Editor Spatial Economic Analysis www.jan.ditzen.net Stata projects: https://github.com/JanDitzen

210 Followers  |  428 Following  |  49 Posts  |  Joined: 02.10.2023  |  2.0431

Latest posts by janditzen.bsky.social on Bluesky

In 2 applications we demonstrate that there is empirical support for the new forms of fixed effects and a (two-way) fixed effects estimators lead to inconsistency. The icing on the cake is a comprehensive list of available packages in #Stata and #R.
@statatexblog.com @statacorp.bsky.social

25.07.2025 12:09 β€” πŸ‘ 2    πŸ” 0    πŸ’¬ 0    πŸ“Œ 0

We further discuss how to identify the type of unobserved heterogeneity using tests for cross-section dependence, direct tests for interactive fixed effects and the estimation of the number of factors.

25.07.2025 12:09 β€” πŸ‘ 0    πŸ” 0    πŸ’¬ 1    πŸ“Œ 0

We cover estimators such as the Principal Component/Iterative fixed effects estimator, the common correlated effects estimator, two stage IV estimator, group fixed effects estimator and the latest contributions to non-separable fixed effects.

25.07.2025 12:09 β€” πŸ‘ 0    πŸ” 0    πŸ’¬ 1    πŸ“Œ 0

Together with Y. Karavias, I am reviewing the literature not only on interactive fixed effects, but also on grouped and non-separable fixed effects with practitioners in mind.

25.07.2025 12:09 β€” πŸ‘ 0    πŸ” 0    πŸ’¬ 1    πŸ“Œ 0

Nothing to read for your summer holiday? Then have a look at

"Interactive, Grouped and Non-separable Fixed Effects: A Practitioner's Guide to the New Panel Data Econometrics"

The paper is available here:

papers.ssrn.com/sol3/papers....

25.07.2025 12:09 β€” πŸ‘ 3    πŸ” 1    πŸ’¬ 1    πŸ“Œ 0

It is terrible and unbelievable that Microsoft makes one pay (indirectly) for it. I tried it multiple times to create code or translate slides. The code was just wrong and the translation summarized slides wrongly despite me prompting not to do it. The free ChatGPT did it without probs....

11.07.2025 10:13 β€” πŸ‘ 0    πŸ” 0    πŸ’¬ 0    πŸ“Œ 0

moremata, also from Ben Jann.

11.07.2025 07:46 β€” πŸ‘ 0    πŸ” 0    πŸ’¬ 0    πŸ“Œ 0

Cite the data and cite the programmers!

10.07.2025 08:44 β€” πŸ‘ 9    πŸ” 8    πŸ’¬ 0    πŸ“Œ 1

Es gibt bereits eine Verbindung MΓΌnchen nach Bologna/Verona/Venedig. Seit kurzem werden OEBB Wagen eingesetzt welche recht bequem sind. Problem: die Verbindung ist chronisch verspΓ€tet. Wahrscheinlich hat sie immer niedrigste PrioritΓ€t....

21.05.2025 12:23 β€” πŸ‘ 0    πŸ” 0    πŸ’¬ 0    πŸ“Œ 0

Our contribution to the collection are two articles!

"Behavioural theory and regional development: nurturing cultures of possibility"
doi.org/10.1080/0034...

"The geography of interregional FDI activity in Europe: uneven distribution and determinants"
doi.org/10.1080/1742...

07.05.2025 12:53 β€” πŸ‘ 5    πŸ” 3    πŸ’¬ 1    πŸ“Œ 0
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🚨New Article🚨

"Spatial clusters of poverty among rural women in Nigeria: analysis and underlying predictors" by Tolulope Rachael Jerumeh.

www.tandfonline.com/doi/full/10....

07.05.2025 12:57 β€” πŸ‘ 4    πŸ” 3    πŸ’¬ 0    πŸ“Œ 0
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🚨New Article🚨

"Asymmetric spatial effects of unemployment on health outcomes" by Min Lin & Han Lin.

www.tandfonline.com/doi/full/10....

07.05.2025 13:01 β€” πŸ‘ 3    πŸ” 2    πŸ’¬ 0    πŸ“Œ 0
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🚨New Article🚨

"A theoretical analysis of the elasticity of per capita income in relation to population density" by JosΓ© Pedro Pontes.

www.tandfonline.com/doi/full/10....

07.05.2025 13:06 β€” πŸ‘ 2    πŸ” 2    πŸ’¬ 0    πŸ“Œ 0
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🚨New Article🚨

"Irish milk distribution models with space price equilibrium" by Morton E. O’Kelly.

www.tandfonline.com/doi/full/10....

07.05.2025 13:10 β€” πŸ‘ 1    πŸ” 1    πŸ’¬ 0    πŸ“Œ 1

1/29 Ich weiß ich wiederhole mich. Aber aus gegebenem Anlass (bzw. aus gegebenen AnlÀssen) ein Thread zu der Frage, ob wir nicht mal etwas mehr nüchterne strategische Analyse statt Panikmache brÀuchten.

01.05.2025 14:29 β€” πŸ‘ 695    πŸ” 330    πŸ’¬ 24    πŸ“Œ 61
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🚨New Article🚨

"Fast two-stage variational Bayesian approach to estimating panel spatial autoregressive models with unrestricted spatial weights matrices" by Deborah Gefang, Stephen G. Hall & George S. Tavlas.

www.tandfonline.com/doi/full/10....

22.04.2025 07:06 β€” πŸ‘ 1    πŸ” 1    πŸ’¬ 0    πŸ“Œ 0
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Mapping innovation in space Mapping innovation in space is part and parcel of research on the geography of innovation. The maps we produce reflect both how we conceptualise innovation and the data and indicators we choose to ...

🚨New Article🚨

"Mapping innovation in space" by Carolina Castaldi.

www.tandfonline.com/doi/full/10....

04.04.2025 14:16 β€” πŸ‘ 3    πŸ” 1    πŸ’¬ 0    πŸ“Œ 1
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On the political and socioeconomic geography of violence: Spatial heterogeneity and scale effects in Brazil Using a geographically weighted regression (GWR), Ingram and Marchesini da Costa (2019. Political geography of violence: Municipal politics and homicide in Brazil. World Development, 124, 104592. h...

🚨New Article🚨

"On the political and socioeconomic geography of violence: Spatial heterogeneity and scale effects in Brazil" by Carlos Mendez & Mehak Sachdeva.

www.tandfonline.com/doi/full/10....

03.04.2025 07:24 β€” πŸ‘ 3    πŸ” 3    πŸ’¬ 0    πŸ“Œ 1

Desk reject

03.04.2025 06:10 β€” πŸ‘ 1    πŸ” 0    πŸ’¬ 0    πŸ“Œ 0

We are pleased to announce an experiment intended to stimulate academic discussion and exchange, centered on papers published in Econometrica 1/5

27.03.2025 12:36 β€” πŸ‘ 122    πŸ” 40    πŸ’¬ 2    πŸ“Œ 15
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🚨New Article🚨

"Spatial dynamics and price determinants in the local gasoline retail market: evidence from Greater Santiago" by Pablo A. HenrΓ­quez, Jose AcuΓ±a & Valentina Apablaza.

www.tandfonline.com/doi/full/10....

24.03.2025 08:10 β€” πŸ‘ 2    πŸ” 1    πŸ’¬ 0    πŸ“Œ 0

What is the paper all about?

18.03.2025 11:11 β€” πŸ‘ 1    πŸ” 1    πŸ’¬ 1    πŸ“Œ 0

It so does....

10.03.2025 14:56 β€” πŸ‘ 1    πŸ” 0    πŸ’¬ 0    πŸ“Œ 0

dropbox is one of the most useful Stata commands there is, if you work on multiple computers or with collaborators. And it just got even better! Many thanks indeed to Raymond Hicks @arpie71.bsky.social

#econsky

06.03.2025 18:40 β€” πŸ‘ 10    πŸ” 2    πŸ’¬ 0    πŸ“Œ 0
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🚨New Article Online🚨🚨

"Is agglomeration really crowded? The impact of urban spatial structure on return migration decisions" by Yue Zheng, Qiaoru Wang & Tingyu Liu.

www.tandfonline.com/doi/abs/10.1...

06.02.2025 13:59 β€” πŸ‘ 1    πŸ” 1    πŸ’¬ 0    πŸ“Œ 0
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🚨🚨New Article Online🚨🚨

"Multiscale geographically weighted quantile regression" by
Allaa H. Elkady, Abdelnaser S. Abdrabou & Amira Elayouty.

www.tandfonline.com/doi/full/10....

03.02.2025 07:46 β€” πŸ‘ 4    πŸ” 1    πŸ’¬ 0    πŸ“Œ 1
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PhD Studentship: Unpacking Global Profit Shifting: The Impact of Tax Policies on Multinational Enterprises at Midlands Graduate School Doctoral Training Partnership Explore the PhD Studentship: Unpacking Global Profit Shifting: The Impact of Tax Policies on Multinational Enterprises on jobs.ac.uk, the top job board for higher education. Apply now.

🚨🚨 @ibprofaston.bsky.social, the Tax Justice Network and I, have a funded #PhD studentship @astonuniversity.bsky.social for someone with a quant background and interests in #profit #shifting, #tax-havens and #MNEs

Please help us spread the word!
#econskyπŸ“ˆπŸ“‰
#geosky

πŸ‘€πŸ‘‡
www.jobs.ac.uk/job/DLP949/p...

28.01.2025 14:44 β€” πŸ‘ 3    πŸ” 4    πŸ’¬ 0    πŸ“Œ 0
xtbreak Testing and Estimation of structural breaks in Stata

New version of #xtbreak! Version 2.0 comes with a lot of new features. Among them:
- support for unbalanced panel
- Python option to improve speed when working with long time series
- Several major updates and bug fixes.

The update is available on GitHub:

janditzen.github.io/xtbreak/

and SSC!

22.01.2025 15:53 β€” πŸ‘ 0    πŸ” 0    πŸ’¬ 0    πŸ“Œ 0
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Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata Identifying structural change is a crucial step in analysis of time series and panel data. The longer the time span, the higher the likelihood that the model parameters have changed as a result of maj...

Interested in applying the methods in StataCorp LLC? Our article describing #xtbreak which implements the methods above for panels and time series models is available here:

arxiv.org/abs/2110.14550

22.01.2025 15:53 β€” πŸ‘ 0    πŸ” 0    πŸ’¬ 1    πŸ“Œ 0

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