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Oh, I agree that not all RA work is useful, I just wanted to point out that boring data preparation isn't inherently useless -- in fact, basic skills in data prep are very important for anyone who intends to do empirical work. But looking for a good fit and checking that the previous RAs had good experiences and went on to jobs or schools you would be happy with is important. Not all RA jobs are worthwhile, but many are and the skills they teach might not be exciting on a day-to-day basis.
I also think that for a student in a good MA program with good grades and sufficient math preparation, RA experience could be more useful than the PhD core. I know I keep saying this, but having a PhD in economics is not (yet) a prerequisite for admission to a PhD in economics...
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