Conference
2025 Conference on Econometrics
Friday & Saturday, October 24-25, 2025
Organizers: Patrik Guggenberger and Yoon-Jae Whang
Celebrating Don Andrews
This conference will also commemorate Don Andrews' many contributions to research, teaching, and service to the economics community.
Agenda
* Speaker
Friday, October 24
| Time | Title | Presented by |
|---|---|---|
| 8:00 - 8:45 AM | Registration and Breakfast | |
| 8:45 - 9:00 AM | Welcome Remarks | |
| 9:00 - 10:15 AM | Session 1: Machine Learning | Session Chair: Yoon-Jae Whang |
| “Automatic debiased machine learning via Riesz regression” | Chernozhukov, V., W. Newey*, V. Quintas-Martinez, and V. Syrgkanis | |
| “Using SVM to Estimate and Predict Large Dimensional Binary Choice Models” | Chang, Y.*, J. Park*, and G. Yan | |
| “Inference for an algorithmic fairness-accuracy frontier” | Y. Liu and F. Molinari* | |
| 10:15 - 10:45 AM | Coffee Break | |
| 10:45 AM - 12:00 PM | Session 2: Instrumental Variables | Session Chair: Xu Cheng |
| “Overidentification in shift share designs” | Hahn, J., G. Kuersteiner*, A. Santos, and W. Willigrod | |
| “Weak-IV robust confidence sets for IV regressions with heteroskedastic, autocorrelated and clustered errors” | Moreira, M.* and G. Schlemper | |
| “Issues of nonstandard inference in measurement error models” | Evdokimov, K.* and A. Zeleneev | |
| 12:00 - 1:30 PM | Lunch | |
| 1:30 - 2:45 PM | Session 3: Diverse Topics in Econometrics | Session Chair: Yixiao Sun |
| “High-dimensional canonical correlation analysis” | Bykhovskaya, A.* and V. Gorin | |
| “Supply and Demand with Market Heterogeneity” | Gaarder, I., L. Henry de Frahan, M. Mogstad, A. Torgovitsky*, and O. Volpe | |
| “Regularized Partial Least Squares Estimation of an Approximate Envelope Model for Supervised Dimension Reduction in Time Series Forecasting” | Chao, J.* and N. Swansson | |
| 2:45 - 3:15 PM | Coffee Break | |
| 3:15 - 4:30 PM | Session 4: Inference and Testing | Session Chair: Xiaoxia Shi |
| “Simple inference on a simplex-valued weight” | N. Canen and K. Song* | |
| “Testing Information Ordering for Strategic Agents” | Han, S.*, H. Kaido, and L. Magnolfi | |
| “Testing Mechanisms” | Kwon, S.* and J. Roth | |
| 6:00 PM | Dinner |
Saturday, October 25
| Time | Title | Presented by |
|---|---|---|
| 9:00 - 10:15 AM | Session 5: Estimation and Inference | Session Chair: Vadim Marmer |
| “Optimal estimation of two-way effects under limited mobility” | Cheng, X.*, S. Ho, and F. Schorfheide | |
| “Inference on Treatment Effects and Difference-in-Differences in Cointegration Analysis” | Ploberger, W.* and M. Wagner | |
| “Semiparametric Learning of Integral Functionals on Submanifolds” | Chen, X. and W. Gao* | |
| 10:15 - 10:45 AM | Coffee Break | |
| 10:45 AM - 12:00 PM | Session 6: Identification and Partial Identification | Session Chair: Sukjin Han |
| “Testing for identification in potentially misspecified linear GMM” | Kleibergen, F.* and Z. Zhan | |
| “An adversarial approach to identification” | Botosaru, I.*, I. Loh, and C. Muris | |
| “Semiparametric identification of the discount factor and payoff function in dynamic discrete choice models” | Hao, Y, H. Kashara, and K. Shimotsu* | |
| 12:00 - 1:30 PM | Lunch | |
| 1:30 - 2:45 PM | Session 7: Networks and Group Structures | Session Chair: Patrik Guggenberger |
| “Normal approximation in large network models” | Leung, M. and R. Moon* | |
| “Estimation and inference in Dyadic network formation models with nontransferable utilities” | Li M., Z. Shi*, and Y. Zheng | |
| “Unknown group structures in Econometric models” | Catalano, J., D. Kang, V. Marmer*, and P. Schrimpf | |
| 3:00 - 4:30 PM | Walk up to East Rock |