Econometrics Seminar

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”