Juli Plant Grainger Econometrics Workshop

Important note:

The Econometrics Workshop meets Fridays at 1:30 pm in 7142 Social Science (Morton Room)
Faculty organizer:
Jack Porter

Date Speaker Institution Presentation Title
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
10/21 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
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
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
10/23  London School of Economics
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
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