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#econometrics

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New #paper out: « The impact of the #COVID19 pandemic on women’s contribution to public code » (Empir. Softw. Eng. 30(1): 25 (2025)) where we establish, using #econometrics techniques and relying on the @swheritage archive, that the pandemic disproportionately impacted women's ability to contribute to the development of public code, relatively to men. #Openaccess preprint at: hal.science/hal-04716803/

With A. Casanueva, D.Rossi, and @Zimm_i48

hal.scienceThe Impact of the COVID-19 Pandemic on Women's Contribution to Public CodeDespite its promise of openness and inclusiveness, the development of free and open source software (FOSS) remains significantly unbalanced in terms of gender representation among contributors. To assist open source project maintainers and communities in addressing this imbalance, it is crucial to understand the causes of this inequality. In this study, we aim to establish how the COVID-19 pandemic has influenced the ability of women to contribute to public code. To do so, we use the Software Heritage archive, which holds the largest dataset of commits to public code, and the difference in differences (DID) methodology from econometrics that enables the derivation of causality from historical data. Our findings show that the COVID-19 pandemic has disproportionately impacted women's ability to contribute to the development of public code, relatively to men. Further, our observations of specific contributor subgroups indicate that COVID-19 particularly affected women hobbyists, identified using contribution patterns and email address domains.
A répondu dans un fil de discussion

@jeanas I won’t leak the author, but my guess is that you can pick any #econometrics paper studying policy impact on CO2 emissions and you will find the same. Pick for example that one where you’ll find the following equation in the Supplementary Information: science.org/doi/10.1126/scienc

Without logarithms the equation would make sense, with logarithms it’s just bullshit.

The author also pointed out that Bayer and Aklin (2020, PNAS) use the same methodology.

Introducing LongMemory.jl: A Julia Package for Long Memory Time Series Analysis 🖥️📚📈📊

I am happy to announce that after several months of getting to understand the language better, I have finally published my first Julia registered package: LongMemory.jl. 🙂 This package is the result of my research on long memory time series analysis, which is a fascinating topic in econometrics and statistics. Long memory models are useful for capturing the persistence and dependence of many real-world phenomena, such as inflation, interest rates, volatility, network traffic, and environmental data.

LongMemory.jl makes it easy to generate, estimate, and forecast long memory models in Julia. It supports various types of models, such as fractional differencing, cross-sectional aggregation, and stochastic duration shocks. It also provides functions for testing the presence of long memory, computing the Hurst exponent, and simulating long memory processes. The package is fully documented and includes classical data examples, such as the Nile River minima. 🌊

The package can be installed easily from the Julia general registry. I have prepared a short video that shows how to install the package and generate long memory diagnostics plots for the Nile River minima dataset. The Nile River minima is a famous example of a long memory time series.

I hope you find LongMemory.jl useful and practical. I welcome any feedback, suggestions, or contributions to improve the package. You can contact me or open an issue on GitHub. Thank you for your interest and feedback!

#julialang #programming #programmingjourney #longmemory #timeseriesanalysis #timeseries #econometrics #statistics @julialanguage@bird.makeup @julialanguage@mastodon.social

#introduction I am a Prof at Oxford.

My research lies at the intersection of several fields, including #econometrics, #machinelearning, #labor, #inequality, #AI.

Current interests include the combination of ML theory and welfare economics, adaptive experimental design, pre-analysis plans, #jobguarantee programs, and #basicincome.

I teach foundations of ML to economists.I post links to papers, talks, long-form articles etc.

Website: maxkasy.github.io/home/

Maximilian KasyMaximilian KasyResearch on machine learning, experimental design, economic inequality, and optimal policy
Suite du fil

Central limit theorem

Mistake 1: n ≥ "30" written in textbook od Statistics can not be applied on a lot of population distributions, since no information for testing samples from different population distribution.

Mistake 2: CLT needs to consider the effects of skewedness and kurtosis since the body is sampling distribution of the sample mean.

Any applications based on central limit theorem need to test again.

Experts and professions of #Statistics, #Biostatistics, and #econometrics

This letter informs you the information that the basis of statistical analysis — central limit theorem — can be tested by different factors, including skewedness, kurtosis, population distribution, sample size, using a C language software.

The software has been released and eazy downloaded and used.

Onedrive: pse.is/599ekp

onedrive.live.comclt_simulatorFolder

學習大數據分析和人工智慧前,先對兩者的基礎之一 — 統計學 — 做一個新科技反饋回統計學中央極限定理的驗證。中央極限定理是很多理工科理論和應用的基礎,但我們提出

1. 母體分配影響中央極限定理中的樣本數量,形成不同母體分配會有不同的最少樣本數

2. 尋找原因:影響第一點的原因來自中央極限定理只提到一二階動差,事實是三和四階動差同時影響樣本數

3. 自主用數字證明,提出反例證實中央極限定理未曾考量到的因素

有興趣的朋友可以使用軟體或購買書籍,自主測試中央極限定理的問題,以及為何我們提出中央極限定理的條件需要增加

meiyulee.github.io/leetalk/202

E課李語聯準會降息就能打破美國國債殖利率上升局面嗎?影響國債殖利率的是債券市場的供給與需求。當聯準會緊縮貨幣政策實施時,不只升息,同時也會縮表。其中縮表與否對債券市場影響更快速。

Trying myself on unknown terrain: Just published a working paper about the use of Large Language Models for low-resource programming languages! 🖥️👋

The study shows that #LLM-s can be a useful for writing, understanding, improving and documenting code.

I choose #gretl + its domain-specific scripting language for #statistics + #econometrics for illustration.

Comments welcome!
arxiv.org/abs/2307.13018

#softwaredevelopment #computerscience #GPT3.5 #econtwitter

@gretl

arXiv.orgThe potential of LLMs for coding with low-resource and domain-specific programming languagesThis paper presents a study on the feasibility of using large language models (LLM) for coding with low-resource and domain-specific programming languages that typically lack the amount of data required for effective LLM processing techniques. This study focuses on the econometric scripting language named hansl of the open-source software gretl and employs a proprietary LLM based on GPT-3.5. Our findings suggest that LLMs can be a useful tool for writing, understanding, improving, and documenting gretl code, which includes generating descriptive docstrings for functions and providing precise explanations for abstract and poorly documented econometric code. While the LLM showcased promoting docstring-to-code translation capability, we also identify some limitations, such as its inability to improve certain sections of code and to write accurate unit tests. This study is a step towards leveraging the power of LLMs to facilitate software development in low-resource programming languages and ultimately to lower barriers to entry for their adoption.

sciencedirect.com/science/arti
"Capitalism and extreme poverty: A global analysis of real wages, human height, and mortality since the long 16th century"
Une critique détaillée de la position de #Pinker selon qui le capitalisme industriel a permis à l'humanité de sortir de la pauvreté. Je parlais de cet argumentaire et de ses détracteurs dans cette note de blog :
dbao.leo-varnet.fr/2019/08/26/
#econometrics #StevenPinker

Y=美國非農的所有工人的小時報酬 (COMPNFB)
X=所有工人的勞動生產率(每小時產出)(OPHNFB)

軟件:#MathGPT for numerical modelling (lines combined method)

最佳模型計34條直線估計線

最新一條趨勢線:
從2020Q4~2022Q4
Y=272.501494-1.188696*X,
R2=0.048221

前一條趨勢線:
從2019Q2~2020Q3
Y=-381.705259+4.656591*X,
R2=0.980611

由此可見勞動市場受到新冠疫情影響。單看失業率,再看這結果。清清楚楚呈現美國勞動市場勞動生產率提高,反而對應工時下降!!!

#COVID19 #laborecon #economics #macroeconomices #econometrics #AI #data #datascience #science #財經 #經濟 @econometrics @economics @macroeconomics @laborecon #artificialintelligence