S4E15: Dmitry Arkhangelsky, Econometrics and Machine Learning, CEMFI

Welcome to episode 15 of season 4’s The Mixtape with Scott! I am of, you guessed it, Scott. And this is my podcast which is a podcast where I interview economists and ask them about their personal story. If you were dying to know the games that economists played when they were kids, or what books they read in high school, then man are you ever in luck because that’s literally what we talk about on here!

This week’s guest is Dmitry Arkhangelsky, an associate professor at CEMFI in Madrid, Spain. Dmitry is known to many people because of his 2021 American Economic Review article with an Avengers like team of econometricians and statisticians — Susan Athey, Guido Imbens, David Hirshberg and Stefan Wager — entitled “Synthetic Difference-in-Differences”. Synth diff-in-diff is a well known contribution to the pantheon of new causal panel methods and is quite versatile and flexible. Dmitry is currently on leave from CEMFI and had just arrived to Harvard for a research sabbatical when we did this interview.

Dmitry is an econometrician and machine learning, and as he’s connected to this new diff-in-diff and synth literature that has been exploding and evolving over the last few years, his work on those topics are well known. But I think as he’s not on social media, he’s not someone people may know as much about. So I hope you that this is an interesting interview for those of you wanting to learn about his life growing up in the bustling city of Moscow, Russia. It’s a bit of a rags to riches story in some way as unlike many Russian economists who are dialed into the best schools as a young person, where they are exposed to intensive training in mathematics early on, Dmitry’s journey was different, and I don’t want to spoil it. But I think it’s one that many of us may identify with.

Thank you again for all your support of the podcast. It’s a labor of love to get to have a chance to just pause, look at another person, and listen. I continue to believe that it’s in the moments when we can look at a person that we know ourselves. And so I enjoy doing it and appreciate your support and hope it is the same for you on some level. And thank you to Dmitry for being generous with his time to share a little about his life. Consider becoming a paying subscriber where you get full access to all kinds of weird posts ranging from econometrics, practical opinions about work, discussion of my classes, and taking care of my ailing dad, as well as a fairly regular reflection on the economic implications of new technologies.

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