Alan Krueger lists five of them. Here's one:
4. Terrorism is mainly perpetrated by Muslims.
Wrong. No religion has a monopoly on terrorism. Every major religious faith has had followers involved in terrorism. (Sri Lanka, for instance, has grappled for decades with the Liberation Tigers of Tamil Eelam, a separatist group that pioneered suicide bombing as a terrorist tactic and hopes to create a homeland for the country's mostly Tamil minority, who are largely Hindu.) Although radical Islamic terrorists are the worry du jour because of 9/11 and Iraq, the data show pretty clearly that the predominant religion of a country is not a good predictor of whether its people will become involved in terrorism.
After all, it was not long ago that homegrown villains such as Timothy McVeigh and the so-called Unabomber were the most notorious terrorists. That makes sense; the vast majority of terrorist incidents are local, motivated by local concerns and carried out by natives. Even international terrorist events tend to be local affairs, most frequently carried out by local militants who target foreigners who happen to be in their country. (Just think of last week's foiled plot to attack U.S. targets in Germany.) This suggests that the likelihood of attack by homegrown terrorists is far greater than the threat of another 9/11-style attack by foreigners.
Krueger follows up with a post over at VoxEU.