Peter Reinhard Hansen
@profphansen.bsky.social
280 followers 120 following 130 posts
Econometrian and Latene Distinguished Professor in Economics at UNC, Chapel Hill. Previously: EUI, Stanford, Brown.
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profphansen.bsky.social
I guess that’s the kind of governing body that thinks this is a good idea.
profphansen.bsky.social
It’s rare, but not unheard of, for non-monarchs to put their faces on coins.
Reposted by Peter Reinhard Hansen
pubpeer.com
Congrats to anonymous commenter Gymnothorax javanicus, winner of the August PubPeer Award for a comment on a 2025 @natneuro.nature.com paper. To claim the $1000 prize, log in with the same account and add a follow-up comment with contact info (that won't be published by moderators).
profphansen.bsky.social
More volatility and uncertainty from the White House. An abrupt rule change for H1B visa holders. This is not in 🇺🇸 interest.
gergely.pragmaticengineer.com
Those on an H1B cannot return to the US from tomorrow (Sunday) unless paying $100K. This is an out-of-the blue presidential action. We’ll see software engineers stranded abroad.

One easy to predict outcome: those on US visas will travel less… for work, for conferences etc.
profphansen.bsky.social
A surprising result. Let
X = Harasheh et al. (2023,Table 1)
Y = Ha (2023, Table 1)
Z = Table in image
Then X - Y = Z.
Offsets between Harasheh et al. (2023,Table 1) and Ha (2023, Table 1)
profphansen.bsky.social
I added comments on additional papers on @pubpeer.com and wrote up a LinkedIn article. #EconSky #ResearchIntegrity #Economics #Finance #PaperMills @datacolada.bsky.social @retractionwatch.com @elisabethbik.bsky.social
www.linkedin.com/posts/peter-...
profphansen.bsky.social
Who said ❄️❄️❄️
yasharali.bsky.social
1. Just so we’re clear, this is the clip that got Jimmy Kimmel’s show shelved by ABC.

If I’m missing any other clips please let me know.
profphansen.bsky.social
These are just two of many articles in #Economics journals that I have found similar issues with -- some are in journals with Impact Factors >10.

I plan to comment on additional papers, but there more than I will have time to address. #EconSky #OpenScience @pubpeer.com @datacolada.bsky.social
profphansen.bsky.social
Instead of replying on PubPeer, the lead author of the other paper emailed me directly, which didn’t address why the figures are virtually indistinguishable.
I encourage them to post a short reproducibility package and link it on PubPeer, so readers can verify.
pubpeer.com/publications...
PubPeer - Revisiting overconfidence in investment decision-making: Fur...
There are comments on PubPeer for publication: Revisiting overconfidence in investment decision-making: Further evidence from the U.S. market (2023)
pubpeer.com
profphansen.bsky.social
Coşkun et al. (2023) looks legit: based on a PhD dissertation; data/code on GitHub; public post on LinkedIn.

Yet this specific figure doesn’t match their data on Github. Also, signs suggest the upper panel is returns (±), and lower panel is volume (>0).🤔
pubpeer.com/publications...
PubPeer - Which return regime induces overconfidence behavior? Artific...
There are comments on PubPeer for publication: Which return regime induces overconfidence behavior? Artificial intelligence and a nonlinear approach (2023)
pubpeer.com
profphansen.bsky.social
I recently wrote my first comments on @pubpeer.com
Two papers—different assets & sample periods—appear to use the same figure.
How did one plot end up representing different variables?
#EconSky #OpenScience @elisabethbik.bsky.social @datacolada.bsky.social
Reposted by Peter Reinhard Hansen
einsteinberlin.bsky.social
🏆 Research integrity consultant and image forensics expert @elisabethbik.bsky.social has uncovered fraudulent data in over 7,600 scientific papers and exposed the practices of ‘paper mills’ that produce counterfeit scientific articles. She is honoured with the €200K Individual Award. Congrats!
profphansen.bsky.social
Hi @pubpeer.com Have written many comments and have many yet to address.
I believe I follow guidelines, but some posts end up as: "comment moderated by admin (For further information, please consult our commenting guidelines)".
But I cannot figure out why. Can anyone help? Below is an example.
Reposted by Peter Reinhard Hansen
elisabethbik.bsky.social
After the break, we will continue with the next session:
"Authorship and Integrity Issues", introduced and moderated by Lex Bouter @lexbouter.bsky.social
The first speaker (program change) is Tim Kersjes with 'Paper Mill Use of Fake Personas to Manipulate the Peer Review Process'

#PRC10
Tim Kersjes in front of his title slide
profphansen.bsky.social
Give the man a break. At 73, a few minutes of blissful peak performance is impressive.
#UNC
If you don’t know better — it’s $10M well spent.
profphansen.bsky.social
Full paper here: arxiv.org/abs/2410.23587
Moments by Integrating the Moment Generating Function co-authored with Chen Tong (Xiamen).

I believe this result is useful in many fields. Anyone know the proper outlet for this type of result? #arXiv #OpenScience
arxiv.org/abs/2410.23587
profphansen.bsky.social
The CMGF method provides a simple integral formula that yields fractional, absolute, central, and even complex moments — without relying on the density function or any derivatives.
For example,
E|X|^0.7 or tail moments
E[(X - ξ)^3 1{X > ξ}].
It is fast: NIG example:
profphansen.bsky.social
he new method avoids derivatives entirely, is fast, general, and easy to implement.
We call it CMGF, because it uses a complex argument for the MGF (also nests the characteristic function).
And it applies to complex moments too. #Physics
profphansen.bsky.social
Unfortunately, for fractional moments — or in dynamic models where MGFs are defined recursively — computing derivatives can be difficult, slow, or even infeasible. Existing methods often involve fractional derivatives or integrals with messy expressions.
profphansen.bsky.social
It's well known that the k-th integer moment is given by the k-th derivative of the MGF evaluated at zero. This is simple, clean, and taught in many probability courses.
But it has limitations. It only works if you want an integer moment, and can take the derivatives you need.
profphansen.bsky.social
We have discovered a new way to compute moments of a random variable with a moment-generating function (MGF).
All sorts of moments. #Statistics #Probability #Econometrics
profphansen.bsky.social
Faculty experience—or even a PhD—is not essential for every university leader, despite research and education being what we do.

However, when no one in university leadership has it, this can be the outcome 👇 @UNC

www.theassemblync.com/education/hi...
In Emails, UNC’s Provost Said Chancellor Approved Tenure Delay
Chris Clemens wrote in an email obtained by The Assembly that Chancellor Lee Roberts agreed to delay tenure votes for financial reasons.
www.theassemblync.com
profphansen.bsky.social
I suspect that the leadership at Columbia includes one person with faculty experience or at least a PhD. We are not so lucky.