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fditraglia / econometrics.blog-comments

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post/local-asymptotics-the-simplest-possible-example/ #1

Open utterances-bot opened 1 year ago

utterances-bot commented 1 year ago

Local Asymptotics: The Simplest Possible Example | econometrics.blog

If you study enough econometrics, you will eventually come across an asymptotic argument in which some parameter is assumed to change with sample size. This peculiar notion goes by a variety of names including “Pitman drift,” a “sequence of local alternatives,” and “local mis-specification,” and crops up in a wide range of problems from weak instruments, to model selection, to power analysis.

https://www.econometrics.blog/post/local-asymptotics-the-simplest-possible-example/

fditraglia commented 1 year ago

Wow! Now I have a comments section!

zilunlin commented 1 year ago

Two articles in one week? Time to update my priors about this blog!