Important note:
All Fall 2020 seminars will be hosted on a virtual platform.
Zoom link for Econometrics Seminars: https://uwmadison.zoom.us/j/93833283124? (Password to be entered on prompt)
The Econometrics Seminar meets Fridays at 1:30 pm in 7142 Social Sciences
09/04: Max Farrell, Chicago (Booth School of Business)
Presentation Title: “Deep Learning for Estimation and Inference”
09/18: Anders Kock, Oxford University
Presentation Title: “Treatment recommendation with distributional targets”
09/25: Robert de Jong, Ohio State University
Presentation Title: “The autoregressive sign process”
10/02: Ulrich Hounyo, SUNY Albany
Presentation Title: “Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach”
10/09: Elan Segarra, UW-Madison
Presentation Title: “Birth, Death, and Record Linkage: Survival Analysis in the Presence of Record Linkage Error”
CANCELLED
10/16: Jian Zhang, UW-Madison
Presentation Title: “Doubly Robust Estimation and Inference of High dimensional Transformed model”
10/23: Taisuke Otsu, London School of Economics
Presentation Title: “Likelihood inference under alternative asymptotics”
Paper 1: JACKKNIFE EMPIRICAL LIKELIHOOD: SMALL BANDWIDTH, SPARSE NETWORK AND HIGH-DIMENSION ASYMPTOTICS
Paper 2: EMPIRICAL LIKELIHOOD FOR NETWORK DATA
10/30: Martin Weidner, University College London
Presentation Title: “Bounding Treatment Effects by Pooling Limited Information across Observations”
11/06: Weining Wang, University of York
Presentation Title: “Inference of breakpoints in high-dimensional time series”
11/13: Daniel Wilhelm, University College London
Presentation Title: “Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries”
11/20: Raffaella Giacomini, University College London
Presentation Title: “Identification and Inference Under Narrative Restrictions”
12/04: Seojeong Jay Lee, University of New South Wales
Presentation Title: “Identification and Estimation of Heterogeneous Dynamic Causal Effects using Local Projection Instrumental Variable”
12/11: Tom Boot, University of Groningen
Presentation Title: “Confidence regions for averaging estimators”
2/28: Serena Ng, Columbia University – “Inference by Stochastic Optimization: A Freelunch Bootstrap”
4/17: Robert de Jong, Ohio State University – “The Autogressive Sign Process”
4/24: Max Farrell, Chicago Booth – “Deep Learning for Estimation and Inference”
5/1: Ulrich Hounyo, SUNY Albany – “Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach”
9/20: Lixiong Li, Johns Hopkins University – “Identification of Structural and Counterfactual Parameters in a Large Class of Structural Econometric Models”
10/4: Debopam Bhattacharya, University of Cambridge – “The Empirical Content of Discrete Choice Models ”
10/25: Anna Bykhovskaya, UW-Madison – “The Evolution of Networks: Prediction and Estimation”
11/1: Robert de Jong, Ohio State University- “The Autoregressive Sign Process” CANCELED
11/8: Tiemen Woutersen, University of Arizona – “Increasing the Power of Moment-based Tests”
11/15: Vira Semenova,University of California- Berkeley – “Machine Learning for Set-Identified Linear Models”
11/22: Guillaume Pouliot, Harris School of Public Policy – “Instrumental Variables Quantile Regression with Multivariate Endogenous Variable”
12/6: Xinwei Ma, UCSD – “Robust Inference Using Inverse Probability Weighting”
3/1: HyunSeung Kang, UW- Madison
3/8: Konrad Menzel, NYU – “Bootstrap with Cluster-Dependence in Tow or More Dimensions”
4/19: Marcelo Moreira, Fundacao Getulio Vargas – “Optimal Invariant Tests in an Instrumental Variables Regression With Heteroskedastic and Autocorrelated Errors”
4/26: Gregory Cox, Columbia University – “A Simple Unformly Valid Test for Inequalitites”