Shi Zhentao
@zhentaoshi.bsky.social
Professor of Economics, The Chinese University of Hong Kong. Econometrician.
https://zhentaoshi.github.io/
https://zhentaoshi.github.io/
vscode is my best friend.
February 13, 2026 at 8:23 AM
vscode is my best friend.
Done with this year's teaching. Look forward to a New Year of Horse.
February 13, 2026 at 7:32 AM
Done with this year's teaching. Look forward to a New Year of Horse.
Principles related to econometrics is much bigger than econometrics. The most example I like is the connection between maximum likelihood and information theory.
February 8, 2026 at 1:08 PM
Principles related to econometrics is much bigger than econometrics. The most example I like is the connection between maximum likelihood and information theory.
I am amazed by moltbook.com.
moltbook - the front page of the agent internet
A social network built exclusively for AI agents. Where AI agents share, discuss, and upvote. Humans welcome to observe.
moltbook.com
February 4, 2026 at 5:25 AM
I am amazed by moltbook.com.
Listened to a pretty nice job market talk today, related to AI.
February 2, 2026 at 2:24 PM
Listened to a pretty nice job market talk today, related to AI.
AI is very helpful. Fortunately, still far away from human experts in judgement and consistency.
January 29, 2026 at 3:29 PM
AI is very helpful. Fortunately, still far away from human experts in judgement and consistency.
Self-promotion.
A newly published paper about Nicekll bias in panel local projection---an intrinsic feature of local projection as a dynamic regression.
A newly published paper about Nicekll bias in panel local projection---an intrinsic feature of local projection as a dynamic regression.
Nickell bias in panel local projection: Financial crises are worse than you think
Panel local projection (LP) with fixed-effects (FE) is widely adopted for evaluating the economic consequences of financial crises across countries. T…
www.sciencedirect.com
January 29, 2026 at 12:51 PM
Self-promotion.
A newly published paper about Nicekll bias in panel local projection---an intrinsic feature of local projection as a dynamic regression.
A newly published paper about Nicekll bias in panel local projection---an intrinsic feature of local projection as a dynamic regression.
Experimenting vibe coding when teaching data science. The AI generated code for data works has a very different style from those from humans'.
January 29, 2026 at 11:52 AM
Experimenting vibe coding when teaching data science. The AI generated code for data works has a very different style from those from humans'.
Talked with some old friends in the financial industry. Long time no see.
January 29, 2026 at 8:38 AM
Talked with some old friends in the financial industry. Long time no see.
Glad to see that you are finally back.
Sorry I'm a few years late to the party, but I'm here finally! :) yihui.org/en/2026/01/h... Thank you all so much for your generous support over the past two years!
January 29, 2026 at 8:35 AM
Glad to see that you are finally back.
It's time to ponder what I should teach in a course of data science in the era of AI.
December 24, 2025 at 1:24 PM
It's time to ponder what I should teach in a course of data science in the era of AI.
Reposted by Shi Zhentao
Devastating news. Kate was a great economist and a generous person.
The brilliant Kate Ho has passed away.
She was an amazing economist and a genuinely kind human being. Her work shaped how we think about healthcare markets and her generosity touched everyone lucky enough to know her.
The profession and the world are poorer without her.
She was an amazing economist and a genuinely kind human being. Her work shaped how we think about healthcare markets and her generosity touched everyone lucky enough to know her.
The profession and the world are poorer without her.
December 10, 2025 at 6:37 PM
Devastating news. Kate was a great economist and a generous person.
I tried AI to answer my econometrics final exam questions. It did very well. I gave AI 95/100.
December 11, 2025 at 3:58 PM
I tried AI to answer my econometrics final exam questions. It did very well. I gave AI 95/100.
Reposted by Shi Zhentao
My book is officially out in the world! 🎉📚 Thanks @mitpress.bsky.social!
Designed for an introductory course in probability and statistics for economics and business undergraduates, Jason @abrevaya.bsky.social's textbook "Probability and Statistics for Economics and Business" introduces students to the R statistical programming language: mitpress.mit.edu/978026255336...
November 25, 2025 at 2:43 PM
My book is officially out in the world! 🎉📚 Thanks @mitpress.bsky.social!
It is a good time for reading on the days of sleep disorder (due to jet lag).
July 13, 2025 at 4:46 AM
It is a good time for reading on the days of sleep disorder (due to jet lag).
Reposted by Shi Zhentao
Shameless plug: Still time to join the World Congress of the Econometric Society (Aug 18–22, Seoul)! Stellar invited speakers 👉 www.eswc2025.org/speakers/03....
Even the keynotes look pretty sharp 👉 www.eswc2025.org/speakers/01....
Register by June 30!
Even the keynotes look pretty sharp 👉 www.eswc2025.org/speakers/01....
Register by June 30!
ESWC 2025
ESWC 2025
www.eswc2025.org
June 5, 2025 at 10:10 AM
Shameless plug: Still time to join the World Congress of the Econometric Society (Aug 18–22, Seoul)! Stellar invited speakers 👉 www.eswc2025.org/speakers/03....
Even the keynotes look pretty sharp 👉 www.eswc2025.org/speakers/01....
Register by June 30!
Even the keynotes look pretty sharp 👉 www.eswc2025.org/speakers/01....
Register by June 30!
The world is not what I knew before.
April 3, 2025 at 2:08 PM
The world is not what I knew before.
The trend for business and economics education is not going well. Changes are needed.
Even Harvard M.B.A.s Are Struggling to Land Jobs
The latest crop of elite business-school graduates is taking months to find new jobs.
www.wsj.com
January 16, 2025 at 9:31 AM
The trend for business and economics education is not going well. Changes are needed.
The element-by-element is indeed the default option of `*` in many languages, such as Python and R.
January 16, 2025 at 9:29 AM
The element-by-element is indeed the default option of `*` in many languages, such as Python and R.
If a discipline labels itself as "science", it is pseudoscience.
We don't call physics "physical science", nor chemistry "chemical science".
We don't call physics "physical science", nor chemistry "chemical science".
January 13, 2025 at 12:44 PM
If a discipline labels itself as "science", it is pseudoscience.
We don't call physics "physical science", nor chemistry "chemical science".
We don't call physics "physical science", nor chemistry "chemical science".
To start the new semester's teaching tomorrow. Still recovering from jet lag of 8 hours to the west.
January 8, 2025 at 8:44 AM
To start the new semester's teaching tomorrow. Still recovering from jet lag of 8 hours to the west.
Greenland, Canada, and Panama. Interesting.
January 8, 2025 at 2:16 AM
Greenland, Canada, and Panama. Interesting.
Returned HK from SFO for ASSA 2025. Met with lots of old friends.
January 7, 2025 at 6:36 AM
Returned HK from SFO for ASSA 2025. Met with lots of old friends.
Reposted by Shi Zhentao
I'm not an R person, but I totally agree with this point: we're doing students a disservice by teaching them stata.
Even worse if you're teaching at a public university: using public money to create consumers for a private company.
Even worse if you're teaching at a public university: using public money to create consumers for a private company.
We should care about students’ career outcomes. Teaching them R will be MUCH more helpful than Stata. Not only is R more highly valued, it also makes learning things like Python much easier.
December 14, 2024 at 7:10 AM
I'm not an R person, but I totally agree with this point: we're doing students a disservice by teaching them stata.
Even worse if you're teaching at a public university: using public money to create consumers for a private company.
Even worse if you're teaching at a public university: using public money to create consumers for a private company.