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STICERD Econometrics Seminar Series

Many of our seminars and public events this year will continue as in person or as hybrid (online and in person) events. Please check our website listings and Twitter feed @STICERD_LSE for updates.

Unless otherwise specified, in-person seminars are open to the public. Please ensure you have informed the event contact as early as possible.

Those unable to join the seminars in-person are welcome to participate via zoom if the event is hybrid.

STICERD Econometrics seminars are held on Thursdays in term time at 14.00-15.30, in SAL 3.05, unless specified otherwise.

Seminar organisers: Dr Yike Wang, Professor Tai Otsu, and Dr Vassilis Hajivassiliou.

For further information please contact Sadia Ali: s.ali43@lse.ac.uk.

Please use this link to subscribe or unsubscribe to STICERD Econometrics mailing list (emetrics).

Thursday 08 May 2025 14:00 - 15:30

Deep Learning for Individual Heterogeneity

This paper integrates deep neural networks (DNNs) into structural economic models to increase flexibility and capture rich heterogeneity while preserving interpretability. Economic structure and machine learning are comp...Read more...

Max Farrell (California), joint with Tengyuan Liang and Sanjog Misra

This event is both online and in person

SAL 3.05, 3rd Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

Wednesday 14 May 2025 11:00 - 12:30

WEDNESDAY 11AM Seminar: Inference for an Algorithmic Fairness-Accuracy Frontier

Decision-making processes increasingly rely on the use of algorithms. Yet, algorithms' predictive ability frequently exhibit systematic variation across subgroups of the population. While both fairness and accuracy are d...Read more...

Francesca Molinari (Cornell University), joint with Yiqi Liu

This event is both online and in person

SAL 2.04, 2nd Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

Tuesday 20 May 2025 14:00 - 15:30

TUESDAY Seminar: Estimation and Inference in Boundary Discontinuity Designs

Boundary Discontinuity designs are used to learn about treatment effects along a continuous boundary that splits units into control and treatment groups according to a bivariate score variable. These research designs ar...Read more...

Matias Cattaneo (Princeton), joint with Rocio Titiunik and Ruiqi (Rae) Yu

This event is both online and in person

SAL 2.04, 2nd Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

Thursday 22 May 2025 14:00 - 15:30

Optimal Estimation of Two-Way Effects under Limited Mobility

This paper develops an empirical Bayes estimator for a panel data model with two-way fixed effects. The hyperparameters that control the variance (degree of shrinkage) and the location of the prior are determined by mini...Read more...

Frank Schorfheide (UPenn), joint with Xu Cheng (UPenn) and Sheng Chao Ho (UPenn)

This event is both online and in person

SAL 3.05, 3rd Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

Wednesday 28 May 2025 15:30 - 17:00

WEDNESDAY 15:30PM Seminar: Difference-in-differences and synthetic control methods for random objects

There is a growing interest in causal inference for non-Euclidean outcomes. However, most existing studies focus on cases where the outcomes are functional data or distributions. In this talk, we propose the Geodesic Dif...Read more...

Daisuke Kurisu (The University of Tokyo)

This event is both online and in person

SAL 2.04, 2nd Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

Thursday 05 June 2025 14:00 - 15:30

Inference for cluster-level randomized experiments (with matched pairs)

This paper studies inference in cluster randomized trials where treatment status is determined according to a “matched pairs” design. Here, by a cluster randomized experiment, we mean one in which treatment is assigned ...Read more...

Azeem Shaikh (University of Chicago), joint with Yuehao Bai (Michigan), Jizhou Liu (Chicago) and Max Tabord-Meehan (Chicago)

This event is both online and in person

SAL 3.05, 3rd Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

Friday 06 June 2025 14:00 - 15:30

FRIDAY Seminar: What Impulse Response Do Instrumental Variables Identify?

This paper addresses the limitations of the local projection IV (LP-IV) framework in identifying impulse responses to macroeconomic shocks. We show that an LPIV estimand may lack a causal interpretation, as it represen...Read more...

Myung Hwan Seo (Seoul National University), joint with Bonsoo Koo and Seojeong Lee

This event is both online and in person

SAL 1.04, 1st Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

Friday 06 June 2025 14:00 - 15:30

FRIDAY Seminar: What Impulse Response Do Instrumental Variables Identify?

This paper addresses the limitations of the local projection IV (LP-IV) framework in identifying impulse responses to macroeconomic shocks. We show that an LPIV estimand may lack a causal interpretation, as it represen...Read more...

Myung Hwan Seo (Seoul National University), joint with Bonsoo Koo and Seojeong Lee

This event is both online and in person

SAL 1.04, 1st Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

Thursday 05 June 2025 14:00 - 15:30

Inference for cluster-level randomized experiments (with matched pairs)

This paper studies inference in cluster randomized trials where treatment status is determined according to a “matched pairs” design. Here, by a cluster randomized experiment, we mean one in which treatment is assigned ...Read more...

Azeem Shaikh (University of Chicago), joint with Yuehao Bai (Michigan), Jizhou Liu (Chicago) and Max Tabord-Meehan (Chicago)

This event is both online and in person

SAL 3.05, 3rd Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

Wednesday 28 May 2025 15:30 - 17:00

WEDNESDAY 15:30PM Seminar: Difference-in-differences and synthetic control methods for random objects

There is a growing interest in causal inference for non-Euclidean outcomes. However, most existing studies focus on cases where the outcomes are functional data or distributions. In this talk, we propose the Geodesic Dif...Read more...

Daisuke Kurisu (The University of Tokyo)

This event is both online and in person

SAL 2.04, 2nd Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

Thursday 22 May 2025 14:00 - 15:30

Optimal Estimation of Two-Way Effects under Limited Mobility

This paper develops an empirical Bayes estimator for a panel data model with two-way fixed effects. The hyperparameters that control the variance (degree of shrinkage) and the location of the prior are determined by mini...Read more...

Frank Schorfheide (UPenn), joint with Xu Cheng (UPenn) and Sheng Chao Ho (UPenn)

This event is both online and in person

SAL 3.05, 3rd Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

Tuesday 20 May 2025 14:00 - 15:30

TUESDAY Seminar: Estimation and Inference in Boundary Discontinuity Designs

Boundary Discontinuity designs are used to learn about treatment effects along a continuous boundary that splits units into control and treatment groups according to a bivariate score variable. These research designs ar...Read more...

Matias Cattaneo (Princeton), joint with Rocio Titiunik and Ruiqi (Rae) Yu

This event is both online and in person

SAL 2.04, 2nd Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

Wednesday 14 May 2025 11:00 - 12:30

WEDNESDAY 11AM Seminar: Inference for an Algorithmic Fairness-Accuracy Frontier

Decision-making processes increasingly rely on the use of algorithms. Yet, algorithms' predictive ability frequently exhibit systematic variation across subgroups of the population. While both fairness and accuracy are d...Read more...

Francesca Molinari (Cornell University), joint with Yiqi Liu

This event is both online and in person

SAL 2.04, 2nd Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

Thursday 08 May 2025 14:00 - 15:30

Deep Learning for Individual Heterogeneity

This paper integrates deep neural networks (DNNs) into structural economic models to increase flexibility and capture rich heterogeneity while preserving interpretability. Economic structure and machine learning are comp...Read more...

Max Farrell (California), joint with Tengyuan Liang and Sanjog Misra

This event is both online and in person

SAL 3.05, 3rd Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

Thursday 20 March 2025 14:00 - 15:30

Prediction Sets and Conformal Inference with Censored Outcomes

Given data on a scalar random variable Y, a prediction set for Y with miscoverage level alpha is a set of values for Y that contains a randomly drawn Y with probability 1 - alpha, where alpha belongs to the interval (0,...Read more...

Aureo De Paula (University College London), joint with Weiguang Liu and Elie Tamer

This event is both online and in person

SAL 3.05, 3rd Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

Monday 17 March 2025 14:00 - 15:30

Estimating Stochastic Block Models In The Presence Of Covariates

In the standard stochastic block model for networks, the probability of a connection between two nodes, often referred to as the edge probability, depends on the unobserved communities each of these nodes belongs to. We ...Read more...

Yuichi Kitamura (Yale University), joint with Louise Laage

This event is both online and in person

SAL 2.04, 2nd Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

Thursday 13 March 2025 14:00 - 15:30

Genuinely Robust Inference for Clustered Data

Conventional methods for cluster-robust inference are inconsistent when clusters of unignorably large size are present. We formalize this issue by deriving a necessary and sufficient condition for consistency, a conditio...Read more...

Yulong Wang (Syracuse)

This event is both online and in person

SAL 3.05, 3rd Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

Thursday 06 March 2025 14:00 - 15:30

Counterfactual Analysis in Empirical Game

We address counterfactual analysis in empirical models of games with partially identified parameters, and multiple equilibria and/or randomized strategies, by constructing and analyzing the counterfactual predictive dist...Read more...

Elie Tamer (Harvard University), joint with Brendan Kline

This event is both online and in person

SAL 3.05, 3rd Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

Thursday 27 February 2025 14:00 - 15:30

Bootstrap diagnostic tests

Violation of the assumptions underlying classical Gaussian limit theory frequently leads to unreliable statistical inference. This paper shows the novel result that the bootstrap can deliver simple and powerful tests of ...Read more...

Giuseppe Cavaliere (University of Bologna), joint with Iliyan Georgiev (U Bologna) and Luca Fanelli (U Bologna)

This event is both online and in person

SAL 3.05, 3rd Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

Thursday 05 December 2024 14:00 - 15:30

New possibilities in identification of binary choice models with fixed effects

We study the identification of binary choice models with fixed effects. We provide a condition called sign saturation and show that this condition is sufficient for the identification of the model. In particular, we can ...Read more...

Yinchu Zhu (Brandeis)

This event is both online and in person

SAL 3.05, 3rd Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

Thursday 21 November 2024 14:00 - 15:30

Inference for Regression with Variables Generated from Unstructured Data

The leading strategy for analyzing unstructured data uses two steps. First, latent variables of economic interest are estimated with an upstream information retrieval model. Second, the estimates are treated as “data” ...Read more...

Stephen Hansen (UCL), joint with Laura Battaglia (Oxford), Timothy Christensen (UCL) and Szymon Sacher (Stanford)

This event is both online and in person

SAL 3.05, 3rd Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

Thursday 07 November 2024 14:00 - 15:30

Semiparametric Equilibrium Counterfactuals: Emission Policies in the New and Used Car Market

We develop and implement a method to estimate sharp semiparametric bounds on counterfactual outcomes imposing assumptions on demand, exogeneity of instrumental variables, and supply relationships. We show that the iden...Read more...

Jonas Lieber (Imperial), joint with Alexander Torgovitsky and Pietro Tebaldi

This event is both online and in person

SAL 3.05, 3rd Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

Thursday 06 June 2024 14:00 - 15:30

Testing Inequalities Linear in Nuisance Parameters

This paper proposes a new test for inequalities that are linear in possibly partially identi ed nuisance parameters, called the generalized conditional chi-squared (GCC) test. It extends the subvector conditional chi...Read more...

Xiaoxia Shi (University of Wisconsin), joint with Gregory Cox and Yuya Shimizu

This event is both online and in person

SAL 3.05, 3rd Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

Thursday 23 May 2024 14:00 - 15:30

Inference in Regression Discontinuity Designs under Monotonicity

We provide an inference procedure for the sharp regression discontinuity design (RDD) under monotonicity, with possibly multiple running variables. Specifically, we consider the case where the true regression function is...Read more...

Soonwoo Kwon (Brown University)

This event is both online and in person

SAL 3.05, 3rd Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

Wednesday 15 May 2024 14:00 - 15:30

Testing Mechanisms

Economists are often interested in the mechanisms by which a particular treatment affects an outcome. This paper develops tests for the "sharp null of full mediation" that the treatment D operates on the outcome Y only t...Read more...

Jonathan Roth (Brown University), joint with Soonwoo Kwon

This event is both online and in person

SAL 2.04, 2nd Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

Thursday 09 May 2024 14:00 - 15:30

Asymptotic Representations for Sequential Decisions, Adaptive Experiments, and Batched Bandits

We develop asymptotic approximation results that can be applied to sequential estimation and infer- ence problems, adaptive randomized controlled trials, and other statistical decision problems that involve multiple deci...Read more...

Jack Porter (University of Wisconsin–Madison), joint with Keisuke Hirano

This event is both online and in person

SAL 3.05, 3rd Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

Thursday 28 March 2024 14:00 - 15:30

Adapting to Misspecification

Empirical research typically involves a robustness-efficiency tradeoff. A researcher seeking to estimate a scalar parameter can invoke strong assumptions to motivate a restricted estimator that is precise but may be heav...Read more...

Liyang Sun (CEMFI), joint with Tim Armstrong and Pat Kline

This event is both online and in person

SAL 3.05, 3rd Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH

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