Important note:
The Econometrics Workshop meets Fridays at 1:30 pm in 7142 Social Science (Morton Room)
Faculty organizer: Yong Cai
- Spring 2025
- Fall 2024
- Spring 2024
- Fall 2023
- Spring 2023
- Fall 2022
- Spring 2022
- Fall 2021
- Spring 2021
- Fall 2020
- Spring 2020
- Fall 2019
- Spring 2019
Date | Speaker | Institution | Presentation Title |
---|---|---|---|
1/24 | Zhengjun Zhang | University of the Chinese Academy of Sciences, UW-Madison | Hamiltonian-Clustering Modernized Asymmetric Causality |
2/7 | Chen Qiu | Cornell | Treatment Choice with Nonlinear Regret |
2/21 | Yassine Sbai Sassi | NYU | TBD |
2/28 | Max Cytrynbaum | Yale | Finely Stratified Rerandomization Designs |
3/7 | Louise Laage | Georgetown | TBD |
3/14 | TBD | TBD | TBD |
3/21 | Ruonan Xu | Rutgers | TBD |
4/4 | Kaspar Wuthrich | University of Michigan | TBD |
4/11 | Xun Tang | Rice University | TBD |
4/18 | Carolina Caetano | University of Georgia | TBD |
4/25 | Hidehiko Ichimura | University of Arizona | TBD |
5/2 | Konrad Menzel | NYU | TBD |
Date | Speaker | Institution | Presentation Title |
---|---|---|---|
9/13 | Yoosoon Chang | Indiana University | How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables |
9/27 | Marcelo Moreira | FGV/EPGE | Inference Based on the Continuously Updating Estimator and the CLR Test |
10/4 | Frank Schorfheide | UPenn | Optimal Estimation of Two-Way Effects under Limited Mobility |
10/11 | CANCELED | CANCELED | CANCELED |
10/18 | Yuehao Bai | USC | On the Efficiency of Finely Stratified Experiments |
10/25 | Marinho Bertanha | Notre Dame | Causal Effects in Matching Mechanisms with Strategically Reported Preferences |
11/1 | Chuanping (Sean) Sun | City University of London | A Sorted Penalty Estimator: Inference for a Correlation-Robust Shrinkage Method |
11/8 | Ashesh Rambachan | MIT | From Predictive Algorithms to Automatic Generation of Anomalies |
11/15 | Han Hong | Stanford | Statistical Tests for Replacing Human Decision Makers with Algorithms |
12/6 - VIRTUAL | Jose Luis (Pepe) Montiel Olea | Cornell | Epsilon-Minimax Solutions of Statistical Decision Problems |
12/13 | No Seminar | No Seminar | No Seminar |
Date | Speaker | Institution | Presentation Title |
---|---|---|---|
2/23 | Valentin Verdier | UNC Chapel Hill | Regularization from Economic Constraints: A New Estimator for Marginal Emissions |
3/1 | Michael Jansson | UC Berkeley | Cluster Robust Inference in Linear Regression Models with Many Covariates |
3/8 CANCELLED | Jackson Bunting | Texas A&M Univ | Faster Estimation of Dynamic Discrete Choice Models Using Index Invertibility |
3/15 | Ivan Canay | Northwestern | Decomposition and Interpretation of Treatment Effects in Settings with Delayed Outcomes |
3/22 | Marcelo Medeiros | Univ of Illinois | Cost-aware Portfolios in a Large Universe of Assets |
4/5 | Kirill Ponomarev | Univ of Chicago | Selecting Inequalities for Sharp Identification in Models with Set-Valued Predictions |
4/19 | Hidehiko Ichimura | Univ of Arizona | Stochastic Compliance and Identification of Local Average Treatment Effects |
4/25 | Kirill Borusyak | UC Berkeley | Design-Based Estimation of Structural Parameters, with an Application to Demand |
4/26 | John Chao | UMD College Park | Selecting the Relevant Variables for Factor Estimation in FAVAR Models |
5/3 CANCELLED | José Luis (Pepe) Olea | Cornell | TBD |
Date | Speaker | Institution | Presentation Title |
---|---|---|---|
9/08 | NONE | - | - |
9/15 | Shuyang Sheng | UCLA | Social Interactions with Endogenous Group Formation |
9/22 | Bertille Antoine | Simon Fraser University | Factor IV Estimation in Conditional Moment Models with an application to Inflation Dynamics |
9/29 | NONE | - | - |
10/06 | Karun Adusumilli | University of Pennsylvania | Optimal tests following sequential experiments |
10/13 | Jean-Jacques Forneron | Boston University | Occasionally Misspecified |
10/20 | Max Tabord-Meehan | University of Chicago | Inference for Cluster Randomized Experiments (with Matched Pairs) |
10/27 | Hyungsik Roger Moon | University of Southern California | Normal Approximation in Large Network Models |
11/03 | Alexander Torgovitsky | University of Chicago | When is TSLS Actually LATE? |
11/10 | Kyungchul (Kevin) Song | University of British Columbia | Synthetic Decomposition for Counterfactual Predictions |
11/17 | Francesca Molinari | Cornell University | Information Based Inference in Models with Set-Valued Predictions and Misspecification |
12/01 | Michal Kolesár | Princeton University | The Fragility of Sparsity |
12/08 | NONE | - | - |
12/15 | NONE | - | - |
Date | Speaker | Institution | Presentation Title |
---|---|---|---|
3/10 | Andrei Zeleneev | University College London | Robust Estimation and Inference in Panels with Interactive Fixed Effects |
3/31 | Florian Gunsilius | University of Michigan | Tangential projections in positively curved spaces, with an application to synthetic controls and geographic dynamics |
4/14 | Ke-Li Xu | Indiana University | Local Projection Based Inference under General Conditions |
4/21 | Gregory Cox | National University of Singapore | A Conditional Likelihood Ratio Test for the Timing of a Structural Break |
4/28 | Elena Manresa | NYU | Adversarial Method of Moments |
5/05 | Jessie Li | UCSC | The Proximal Bootstrap for Constrained Estimators |
Date | Speaker | Institution | Presentation Title |
---|---|---|---|
9/16 | Myung Hwan (Matt) Seo | Seoul National University | Fast Inference for Quantile Regression for Big Data |
9/23 | Tom Boot | University of Groningen | Identification-robust inference under many instruments, heteroskedasticity and invariant moment conditions |
9/30 | Denis Chetverikov | UCLA | Spectral and post-spectral estimators for grouped panel data models |
10/07 | TBD | TBD | TBD |
10/21 | Soonwoo Kwon | Brown University | Inference in Regression Discontinuity Designs under Monotonicity |
10/28 | Wayne Gao | U Penn | Two-Stage Maximum Score Estimator |
11/04 | Stefan Wager | Stanford | Learning from a Biased Sample |
11/11 | Isaiah Andrews | Harvard | GMM is Inadmissible Under Weak Identification |
11/18 | Ulrich Mueller | Princeton | Spatial Unit Roots |
12/02 | Gonzalo Vazquez-Bare | UCSB | Design of Two-Stage Experiments with an Application to Spillovers in Tax Compliance |
Date | Speaker | Institution | Presentation Title |
---|---|---|---|
2/25 *VIRTUAL* | Victor Chernozhukov | MIT | Omitted Variable Bias in Machine Learned Causal Models |
3/4 | Toru Kitagawa | Brown | Constrained classification and policy learning |
4/1 | Simon Lee | Columbia | Least Squares Estimation Using Sketched Data with Heteroskedastic Errors (jointly with Serena Ng) |
4/8 | Tetsuya Kaji | Chicago Booth | Metropolis-Hastings via Classification |
4/15 *VIRTUAL* | Stéphane Bonhomme | University of Chicago | Estimating Individual Responses when Tomorrow Matters |
4/22 | Xu Cheng | University of Pennsylvania | Clustering for multiple-dimensional heterogeneity with application to production function estimation |
4/29 *VIRTUAL* 9 am | Yingjie Feng | Tsinghua University | Causal Inference in Possibly Nonlinear Factor Models |
Date | Speaker | Institution | Presentation Title |
---|---|---|---|
9/3/21 | Northwestern | The Local Approach to Causal Inference under Network Interference (with Max Tabord-Meehan) | |
9/10/21 | 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* | 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* | UC Santa Cruz | Network Cluster-Robust Inference | |
10/15/21 | UW-Madison | ||
10/22/21 | 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* | 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 | UC-Berkeley | Simulated maximum likelihood (SML) estimation of supermodular complete information discrete games with many players | |
11/19/21 | Colorado Boulder | Short and Simple Confidence Intervals when the Directions of Some Effects are Known | |
12/3/21 | UC-Berkeley | Empirical Welfare Maximization with Constraints | |
12/10/21 | 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) | University of Surrey | ||
2/26 | Berkeley | “Silverman Rules” for Regression Quantile Covariance Estimation | |
3/5 (2.30 pm) | Chinese University of Hong Kong | ||
3/12 | Yale | ||
3/19 | University of Leuven | ||
3/26 | California Institute of Technology | ||
4/9 | CEMFI | ||
4/16 | UCSD | ||
4/23 | Princeton | ||
4/30 | Yale |
Date | Speaker | Institution | Presentation Title |
---|---|---|---|
9/4 | Chicago (Booth School of Business) | ||
9/18 | Oxford University | ||
9/25 | Ohio State University | The autoregressive sign process | |
10/2 | SUNY Albany | ||
10/9 | UW-Madison | Birth, Death, and Record Linkage: Survival Analysis in the Presence of Record Linkage Error | |
10/16 | |||
10/23 | London School of Economics |
Likelihood inference under alternative asymptotics
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|
10/30 | University College London | Bounding Treatment Effects by Pooling Limited Information across Observations | |
11/6 | University of York | ||
11/13 | University College London | ||
11/20 | University College London | ||
4-Dec | University of New South Wales | Identification and Estimation of Heterogeneous Dynamic Causal Effects using Local Projection Instrumental Variable | |
11-Dec | University of Groningen |
Date | Speaker | Institution | Presentation Title |
---|---|---|---|
2/28 | Columbia University | Inference by Stochastic Optimization: A Freelunch Bootstrap | |
4/17 | Ohio State University | The Autogressive Sign Process | |
4/24 | Chicago Booth | Deep Learning for Estimation and Inference | |
5/1 | SUNY Albany | Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach |
Date | Speaker | Institution | Presentation Title |
---|---|---|---|
9/20 | Lixiong Li | Johns Hopkins University | |
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 |
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 | |
4/26 | Gregory Cox | Columbia | A Simple Unformly Valid Test for Inequalitites |