Juli Plant Grainger Econometrics Workshop

Important note:

The Fall 2021 Econometrics Workshop meets Fridays at 1:30 pm in 7142 Social Sciences

Date	Speaker	Institution	Presentation Title
9/3/21	Auerbach, Eric	Northwestern	The Local Approach to Causal Inference under Network Interference (with Max Tabord-Meehan)
9/10/21	Sasaki, Yuya	Vanderbilt	Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators
9/17/21	none	none
9/24/21 VIRTUAL	Hirano, Kei	Penn State	Asymptotic Representations for Sequential Statistical Decision Problems
10/1/21 VIRTUAL	Riis-Vestergaard Sørensen, Jesper	Univ of Copenhagen	Analytic and Bootstrap-after-Cross-Validation Methods for Selecting Penalty Parameters of High-Dimensional M-Estimators (with Denis Chetverikov)
10/8/21 VIRTUAL	Leung, Michael	UC Santa Cruz	Network Cluster-Robust Inference
10/15/21	Zhang, Jian	UW-Madison
10/22/21	Engle, Sam	UW-Madison	Comparing variance estimators: a test-based relative-efficiency approach
10/22/21 3:45 pm; 6240 Social Sciences	Bykhovskaya, Anna	UW-Madison	Cointegration in High-Dimensional VARs
10/29/21 VIRTUAL	Kato, Kengo	Cornell	Inference for quantile-based modal regression
11/5/21	Christensen, Timothy	NYU	Optimal Discrete Decisions under Model Uncertainty (joint work with Hyungsik Roger Moon and Frank Schorfheide)
11/12/21	Graham, Bryan	UC-Berkeley	Simulated maximum likelihood (SML) estimation of supermodular complete information discrete games with many players
11/19/21	McCloskey, Adam	Colorado Boulder	Short and Simple Confidence Intervals when the Directions of Some Effects are Known
12/3/21	Sun, Liyang	UC-Berkeley	Empirical Welfare Maximization with Constraints
12/10/21	Galvao, Antonio	Michigan State University	Loss aversion and the welfare ranking of policy interventions
12/17/21 VIRTUAL	Preinerstorfer, David	University of St. Gallen	Consistency of p-norm based tests in high dimensions

Date	Speaker	Institution	Presentation Title
2/19 (2 pm)	Srisuma Tang	University of Surrey	Identification and Estimation of a Search Model: a Procurement Auction Approach
2/26	Jim Powell	Berkeley	“Silverman Rules” for Regression Quantile Covariance Estimation
3/5 (2.30 pm)	Zhentao Shi	Chinese University of Hong Kong	High Dimensional Forecast Combinations Under Latent Structures
3/12	Edward Vytlacil	Yale	Ranking Treatments Using Instrumental Variables and Alternative Monotonicity Restrictions (joint with Yuehao Bai and Azeem Shaikh)
3/19	Ingrid Keilegom	University of Leuven	Nonparametric instrumental regression with right censored duration outcomes
3/26	Matt Shum	California Institute of Technology	Yogurts choose Consumers? Estimating Discrete-choice Models using Two-Sided Matching
4/9	Manuel Arellano	CEMFI	Income Risk Inequality: Evidence from Spanish Administrative Records
4/16	Ying Zhu	UCSD	The curse of smoothness phenomenon in classes of standard smooth functions and smooth ordinary differential equation solutions
4/23	Bo Honore	Princeton	Moment Conditions for Dynamic Panel Logit Models with Fixed Effects joint with Martin Weidner
4/30	Xiaohong Chen	Yale	Adaptive, Rate-optimal testing in instrumental variables models

Date	Speaker	Institution	Presentation Title
9/4	Max Farrell	Chicago (Booth School of Business)	Deep Learning for Estimation and Inference
9/18	Anders Kock	Oxford University	Treatment recommendation with distributional targets
9/25	Robert de Jong	Ohio State University	The autoregressive sign process
10/2	Ulrich Hounyo	SUNY Albany	Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach
10/9	Elan Segarra	UW-Madison	Birth, Death, and Record Linkage: Survival Analysis in the Presence of Record Linkage Error
10/16
10/23	Taisuke Otsu	London School of Economics	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	Bounding Treatment Effects by Pooling Limited Information across Observations
11/6	Weining Wang	University of York	Inference of breakpoints in high-dimensional time series
11/13	Daniel Wilhelm	University College London	Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries
11/20	Raffaella Giacomini	University College London	Identification and Inference Under Narrative Restrictions
4-Dec	Seojeong Jay Lee	University of New South Wales	Identification and Estimation of Heterogeneous Dynamic Causal Effects using Local Projection Instrumental Variable
11-Dec	Tom Boot	University of Groningen	Confidence regions for averaging estimators

Date	Speaker	Institution	Presentation Title
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

Date	Speaker	Institution	Presentation Title
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 CANCELED	Robert de Jong	Ohio State University	The Autoregressive Sign Process
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

Date	Speaker	Institution	Presentation Title
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	A Simple Unformly Valid Test for Inequalitites