I had a one hour phone interview and an onsite, which lasted almost all day. I was nervous, and the onsite interview was exhausting. I think that such an interview process is tough on introverts, because it involves talking, talking, talking - even during lunch - without a break. The applied econometrics problems were not hard, but I think that they wanted me to write the estimation regressions on the board with more confidence and fluency than I did.