C. Luke Watson
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All (10)
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A personal blog for data projects as well as my goings-on.

 

You Cannot Test the Exclusion Restriction

Notes
Exclusion Restriction
Instrumental Variables

One Example

Mar 17, 2025
C. Luke Watson

SE Side-Adventure - Traditional vs Bayesian Bootstrap SEs

Notes
Bootstrap
Standard Errors
Robust
Clustered
Bayesian
Random Weights

Boots!

Sep 13, 2024
C. Luke Watson

 

Manual Calculation of SEs from Optimization - Pt.2

Notes
Optimx
Standard Errors
Robust
Gradient
Sandwich
Clustered
Random Weights

SEs after Optimx

Sep 12, 2024
C. Luke Watson

 

Manual Calculation of SEs from Optimization

Notes
Optimx
Standard Errors
Robust
Gradient
Hessian
Sandwich

SEs after Optimx

Sep 4, 2024
C. Luke Watson

 

Nested Logit Gradient

Notes
Nested Logit
Gradient

Taking a hard derivative

Apr 18, 2024
C. Luke Watson

Regression Cumulative (Average) Abnormal Returns

Finance
Event Study
Abnormal Returns
Regression
Stata

Using regression to estimate CAAR

Feb 26, 2024
C. Luke Watson

Isolated Places

Structural IO
Urban
Entry Model
Data

Isolating Isolated Places

Sep 17, 2023
C. Luke Watson

A New Website

Website
Quarto
Tutorials
Github

Trying something new

Jul 31, 2022
C. Luke Watson

 

First year notes on preference relations

Notes
Preferences
PHD Micro

First year notes on preference relations

Jun 9, 2020
C. Luke Watson

 

TFP Guide

Notes
TFP
Production Function Estimation

A TFP guide I made

Jun 18, 2018
C. Luke Watson
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