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Reposted by Jimbo Brand

Grant McDermott @gmcd.bsky.social · 26/01/2026

Things are grim. But in more frivolous news... @jamesbrandecon.bsky.social and I have been chipping away at `dbreg`, a 📦 for running big regression models on database backends. For the right kinds of problems, the speed-ups are near magical. Website: grantmcdermott.com/dbreg/ #rstats [1/2]

grantmcdermott.com

dbreg

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Jimbo Brand @jamesbrandecon.bsky.social · 02/01/2026

New blog post, on the impact of cheap verification on data science hiring, work, and compensation: jamesbrandecon.github.io/blog/posts_h...

jamesbrandecon.github.io

(Essentially) free verification of facts and skills

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Jimbo Brand @jamesbrandecon.bsky.social · 15/07/2025

Wrote a second blog post! This time it's about using LLMs as part of an ensemble imputation method, relying on their "knowledge" of the world to provide additional prediction signal. Seems to work well, especially for bigger models! jamesbrandecon.github.io/blog/posts_h...

jamesbrandecon.github.io

2025-07-14_LLMs-for-Imputation

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Jimbo Brand @jamesbrandecon.bsky.social · 01/05/2025

Have a day off so I made some small updates to FKRBDemand.jl (new name!). Hopefully it's now easier to use the Fox-Kim-Ryan-Bajari method to estimate a random coefficient model with market-level data (2-step approach described here: www.jamesbrandecon.com/blog/0jxkvfr...) github.com/jamesbrandec...

github.com

GitHub - jamesbrandecon/FKRBDemand.jl

Contribute to jamesbrandecon/FKRBDemand.jl development by creating an account on GitHub.

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Jimbo Brand @jamesbrandecon.bsky.social · 17/01/2025

New paper with @adam-n-smith.bsky.social papers.ssrn.com/sol3/papers.... Our paper develops a new approach for estimating demand nonparametrically while imposing economic constraints and comes with a new package, NPDemand.jl! Some things we do in the paper 1/

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Jimbo Brand @jamesbrandecon.bsky.social · 12/11/2024

My group at Microsoft is hiring again! This time looking for junior candidates specifically wanting to study advertising. Academic friends (econ or business school especially), please let me know if you have PhD students we should look at! Listing here: jobs.careers.microsoft.com/global/en/jo...

jobs.careers.microsoft.com

Search Jobs | Microsoft Careers

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Jimbo Brand @jamesbrandecon.bsky.social · 24/11/2023

In case non-twitterers are interested: A demand estimation approach that I've always liked but never tried is Fox-Kim-Ryan-Bajari 2011. Wanted to see how easy it'd be to package + whether it would perform better than FRAC.jl, so I wrote a quick gist. Works well! gist.github.com/jamesbrandec...

gist.github.com

A one-file implementation of Fox, Kim, Ryan, Bajari (2011)'s linear estimator for the mixed logit de...

A one-file implementation of Fox, Kim, Ryan, Bajari (2011)'s linear estimator for the mixed logit demand model, in the style of FRAC.jl and NPDemand.jl. - FKRB.jl

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Jimbo Brand @jamesbrandecon.bsky.social · 06/10/2023

To me it feels like the common setup in industry where there are “business people” and “data people” is a pit stop toward a world where the best business folks can do some basic data analysis themselves. Is that a common view? Are there MBA programs w that view (I.e. with basic coding courses)?

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Jimbo Brand @jamesbrandecon.bsky.social · 01/10/2023

This paper is one of my favorites in a long time, and also resonates as an understudied issue in IO whenever we study big firms: what do you do if your supply side consists of a forecaster, a capacity planner, a price setter,etc.? Are there other new papers on this? academic.oup.com/qje/advance-...

academic.oup.com

Organizational Structure and Pricing: Evidence from a Large U.S. Airline*

Abstract. Firms facing complex objectives often decompose the problems they face, delegating different parts of the decision to distinct subunits. Using compreh

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