Econometrics Seminar

Econometrics Seminar

This provides a forum for state-of-the-art research in econometrics. Its primary purpose will be to disseminate the results and the technical machinery of ongoing research in theoretical and applied fields. Efforts will be made to maintain a high level of effective communication through the conduct of the seminar and the provision of manuscripts.

Wednesdays, 4:00 - 5:30 pm, 28 Hillhouse Ave., Room 106

Organized by: Timothy Armstrong

Schedule maintained by Kerry DeDomenico (203-432-3703)

Events/Seminars

September 7, 2016
4:00pm Azeem Shaikh, University of Chicago and Cowles visitor
""Inference under Covariate-Adaptive Randomization" (with Federico A. Bugni and Ivan A. Canay)"
[Paper]

28 Hillhouse Ave, Room 106
September 14, 2016
4:00pm Mehmet Caner, Ohio State University
""Inference in Partially Identified Models with Many Moment Inequalities Using Lasso" (with F. Bugni-Duke, Anders B. Kock-Aarhus, and S. Lahiri-NCSU Stats)"
[Paper]

28 Hillhouse Ave, Room 106
Signup Request
September 21, 2016
4:00pm Andriy Norets, Brown University
""Optimal Auxiliary Priors and Reversible Jump Proposals for a Class of Variable Dimension Models""

28 Hillhouse Ave, Room 106
Signup Request
September 28, 2016
4:00pm Tong Li, Vanderbilt University and Cowles visitor
""A Partial Identification Subnetwork Approach to Discrete Games in Large Networks: An Application to Quantifying Peer Effects""

28 Hillhouse Ave, Room 106
October 5, 2016
4:00pm Greg Cox, Yale Ph.D. student
""Robust Inference in Factor Models""

28 Hillhouse Ave, Room 106
October 12, 2016
4:00pm Kirill Evdokimov, Princeton University and Cowles visitor
""Inference in an Instrumental Variables Model with Heterogeneous Treatment Effects and Many Instruments""

28 Hillhouse Ave, Room 106
October 26, 2016
4:00pm Tobias Adrian, Federal Reserve Bank of New York
""Vulnerable Growth" (with Nina Boyarchenko and Domenico Giannone)"
[Paper]

28 Hillhouse Ave, Room 106
Signup Request
November 2, 2016
4:00pm Ulrich Mueller, Princeton University and Cowles visitor
""Long-Run Covariability" (with Marc Watson)"
[Slides]
Rm 106 See map
28 Hillhouse Avenue
November 9, 2016
4:00pm Jon Wellner, University of Washington, Seattle and Cowles visitor
""Nonparametric Estimation of s-concave and log-concave Densities: An Alternative to Maximum Likelihood""
[Paper], [Paper], [Paper], [Paper], [Paper], [Paper], [Paper], [Paper]
[Slides]

28 Hillhouse Ave, Room 106
November 16, 2016
4:00pm Whitney Newey, MIT and Cowles visitor
""Locally Robust Semiparametric Estimation""
[Paper]
November 30, 2016
4:00pm Richard Nickl, Cambridge University and Cowles visitor
"“Efficient nonparametric statistical inference for discretely sampled stochastic processes""
[Paper]
[Slides]
Rm 106 See map
28 Hillhouse Avenue
December 7, 2016
4:00pm Eric Tchetgen, Harvard University
""Minimax Estimation of a Nonlinear Functional on a Structured High-dimensional Model" (with James M. Robins, Lingling Li, Rajarshi Mukherjee, Eric Tchetgen Tchetgen and Aad van der Vaart)"
[Paper]
[Slides]
Rm 106 See map
28 Hillhouse Avenue
Signup Request
February 1, 2017
4:00pm Bo Honore, Princeton University and Cowles visitor
""Binary Response, Panel Data and Fixed Effects”"
28 Hillhouse Ave, Room 106
March 8, 2017
4:00pm Federico Bugni, Duke University and Cowles visitor
""Regression-based Inference with Covariate Adaptive Randomization with Multiple Treatments" (joint work with Ivan Canay and Azeem Shaikh)"
28 Hillhouse Ave, Room 106
March 29, 2017
4:00pm Simon Lee, Columbia University
"Identifying Effects of Multivalued Treatments" (joint with Bernard Salanie)
28 Hillhouse Ave, Room 106
Signup Request
April 5, 2017
4:00pm Enno Mammen, Heidelberg University and Cowles visitor
"Statistical inference in sparse high-dimensional nonparametric models" (joint work with Karl Gregory and Martin Wahl)
28 Hillhouse Ave, Room 106
April 12, 2017
4:00pm Whitney Newey, MIT and Cowles visitor
"Demand Analysis with Many Goods"
28 Hillhouse Ave, Room 106
April 19, 2017
4:00pm
"NO MEETING"
April 26, 2017
4:00pm Patrik Guggenberger, Penn State University and Cowles visitor
"Identification- and Singularity- Robust Inference for Moment Condition Models" (with Donald W.K. Andrews)
28 Hillhouse Ave, Room 106
May 3, 2017
4:00pm Mikkel Plagborg-Moller, Harvard University
"Confidence Sets Based on Shrinkage Estimators"
[Paper]
[Slides]
28 Hillhouse Ave, Room 106
Signup Request