Arthur S. Goldberger Econometrics Workshop

Important note:

The Arthur S. Goldberger Econometrics Workshop meets Fridays at 1:30 pm in 7142 Social Science (Morton Room)
Faculty organizers: Harold Chiang & Kohei Yata

Date	Speaker	Institution	Presentation Title
9/4	Wei Biao Wu	University of Chicago	Fast Algorithms for Estimating Covariance Matrices of Stochastic Gradient Descent Solutions
9/25	Hongyuan Cao	UW–Madison	Heritability: A Counterfactual Perspective
10/2	Yuya Shimizu	UW–Madison	Econometrics with Pre-Trained Embeddings for Unstructured Data
10/16	Suyong Song	University of Iowa	Network Formation with Multidimensional Unobserved Heterogeneity
10/20 *(11:45 AM-12:45 PM - Room 8411)	Yaroslav Mukhin	Cornell	Surrogate-powered Causal Inference with Censored Outcomes
10/23	Whitney Newey	MIT	Linear Estimation of Causal and Structural Effects in Nonlinear Panel Data
10/30	Ivan Fernandez-Val	Boston University	Conditional Rank-Rank Regression
11/13	Hao Dong	Southern Methodist University	Difference-in-Differences with Latent Heterogeneity
11/20	Mehmet Caner	North Carolina State University	Designing Agentic AI-Based Screening for Portfolio Investment

Date	Speaker	Institution	Presentation Title
2/13	Yuan Liao	University of Iowa	Benign Overfitting in Economic Forecasting via Noise Regularization
*2/17 8411 Social Science, 11:45-1pm	Jelena Diakonikolas	UW–Madison	Learning single-index models
2/27	Federico Crippa	Northwestern University	Identification, Estimation, and Inference in Two-Sided Interaction Models
3/6	Gavin Brown	UW–Madison	Differentially Private Least Squares
3/13	Hiro Kaido	Boston University	Testing Exclusion and Shape Restrictions in Potential Outcomes Models
3/20	Bruno Fava	Northwestern	Training and Testing with Multiple Splits: A Central Limit Theorem for Split-Sample Estimators
4/10	Jiaying Gu	University of Toronto	Resilience vs. Fragility: Global Properties of Economies with Endogenous Production Networks
*4/16 2:30-3:30pm	Hugo Freeman	Michigan State University	Inference on Linear Regressions with Two-Way Unobserved Heterogeneity
4/17	Xiaodong Liu	University of Colorado Boulder	Specification Test for Spillover Structure.
4/24	Jing Tao	University of Washington	Post Selection Inference for Mendelian Randomization via Data Thinning
* 5/7 8417 Social Science, 1:30-3:00pm	Esfandiar Maasoumi	Emory University	Machine Learning in Econometrics: New Horizons?

Date	Speaker	Institution	Presentation Title
9/12	Kensuke Sakamoto	UW–Madison	Network Robust Inference for Fixed-Effect Regressions
9/19	JC Lazzaro	UW–Madison	Nonlinear Regression Discontinuity Designs with Covariates
10/10	Arturas Juodis	University of Amsterdam	(near) Uniform Bias Correction in Panel Local Projections using Half Panel Jackknife
10/17	Yinqiu He	UW–Madison	Efficient Analysis of Latent Spaces in Heterogeneous Networks
10/31	Andres Santos	UCLA	Identification and Estimation in a Class of Potential Outcomes Models
11/7	Hyunseung Kang	UW–Madison	Robust generalization and transfer learning with sensitivity analysis
11/14	Marc Henry	Penn State	Combining stated and revealed preferences
11/21	Zheng Fang	Emory	Debiased Machine Learning: Identification, Estimation, and Shape Constraints
12/5	Keith Levin	UW–Madison	Peer effects in the linear-in-means model may be inestimable even when identified

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	A Linear Regression for Non-oriented Dyadic Data with Interactive Individual Effects
2/28	Max Cytrynbaum	Yale	Finely Stratified Rerandomization Designs
3/7	Louise Laage	Georgetown	Estimating Stochastic Block Models in the Presence of Covariates
3/14	TBD	TBD	TBD
3/21	Ruonan Xu	Rutgers	Clustering with Potential Multidimensionality: Inference and Practice
4/4	Kaspar Wuthrich	University of Michigan	Estimating Causal Effects of Discrete and Continuous Treatments with Binary Instruments
4/11	Xun Tang	Rice University	Estimating Social Networks with Link Misclassification
4/18	Carolina Caetano	University of Georgia	Identification and Estimation of Average Marginal Treatment Effects with a Bunching Design
4/25	Hidehiko Ichimura	University of Arizona	Computing Influence Function for Semiparametric Estimators by Simulation
5/2	Konrad Menzel	NYU	Fixed-Population Causal Inference for Models of Equilibrium

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	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