STICERD Econometrics Seminar Series

Thursday 13 May 2021 14:00 - 15:30

Adaptive, rate-optimal testing in instrumental variables models

This paper proposes simple, data-driven, optimal rate-adaptive inferences on a structural function in semi-nonparametric conditional moment restrictions. We consider two types of hypothesis tests based on leave-one-out s... Read more...

Xiaohong Chen (Yale)

Thursday 06 May 2021 00:00 - 00:00

CANCELLED

Amos Golan (American University)

Thursday 25 March 2021 14:00 - 15:30

TBC

J Roderick McCrorie (St Andrews University)

Thursday 11 March 2021 14:00 - 15:30

TBC

Xiaohong Chen (Yale)

Thursday 25 February 2021 17:00 - 18:30

Yogurts choose consumers? Estimation of random-utility models via two-sided matching

The problem of demand inversion - a crucial step in the estimation of random utility discrete-choice models - is equivalent to the determination of stable outcomes in two-sided matching models. This equivalence applies t... Read more...

Matt Shum (CALTECH) joint with Odran Bonnet, Alfred Galichon, Yu-Wei Hsieh and Keith O'Hara

Thursday 18 February 2021 14:00 - 15:30

Automatic debiased machine learning of causal and structural effects

Many causal and structural effects depend on regressions. Examples include policy effects, average treatment effects, causal mediation, and structural parameters of economic models. The regressions may be high dimensiona... Read more...

Whitney Newey (MIT)

Thursday 10 December 2020 14:00 - 15:30

TBC

Edward J Vytlacil (Stanford University)

Thursday 03 December 2020 15:00 - 16:30

TBC

Charles F. Manski (Northwestern University)

Thursday 26 November 2020 11:00 - 12:30

TBC

Alwyn Young (LSE)

Thursday 12 November 2020 15:00 - 16:30

TBC

Francesca Molinari (Cornell)

Thursday 05 November 2020 15:00 - 16:30

TBC

We present a new estimator for causal effects with panel data that builds on insights behind the widely used difference in differences and synthetic control methods. Relative to these methods, we find, both theoretically... Read more...

Guido Imbens (Stanford)

Thursday 11 June 2020 14:00 - 15:30

TBC

Michal Kolesar (Princeton)

Thursday 04 June 2020 14:00 - 15:30

TBC

Daniel Ackerberg (University of California, Los Angeles)

Thursday 21 May 2020 14:00 - 15:30

TBC

Mikkel Soelvsten (Wisconsin University)

Thursday 14 May 2020 14:00 - 15:30

TBC

Xu Cheng (Yale)

Wednesday 06 May 2020 14:00 - 15:30

Info-Metrics for Modeling and Inference

Our classical statistical arsenal for extracting truth from data often fails to produce correct predictions. Uncertainty, blurry evidence and multiple possible solutions may trip up even the best interrogator. Info-metri... Read more...

Amos Golan (American University)

Tuesday 10 March 2020 12:30 - 14:00

Geometrically Stopped Markovian Random Growth Processes and Pareto Tails

Many empirical studies document power law behavior in size distributions of economic interest such as cities, firms, income, and wealth. One mechanism for generating such behavior combines independent and identically dis... Read more...

Alexis Akira Toda (UC San Diego)

Thursday 05 March 2020 14:00 - 15:30

Optimal Linear Instrumental Variables Approximations

Ordinary least squares provides the optimal linear approximation to the true regression function under misspecification. This paper investigates the Instrumental Variables (IV) version of this problem. The resulting popu... Read more...

Juan Carlos Escanciano (Indiana University)

Thursday 27 February 2020 14:00 - 15:30

Estimation of Weak Factor Models

In this paper, we propose a novel consistent estimation method for the approximate factor model of Chamberlain and Rothschild (1983), with large cross-sectional and time-series dimensions (N and T, respectively). Their m... Read more...

Takashi Yamagata (York University)

Thursday 20 February 2020 14:00 - 15:30

A Panel Correlated Random Coefficient Model with Time - Varying Endogeneity

Louise Laage (Toulouse School of Economics)

Thursday 13 February 2020 14:00 - 15:30

Identification and Estimation of Group-Level Partial Effects

Kenichi Nagasawa (Warwick)

Thursday 12 December 2019 14:00 - 15:30

Machine Learning for Dynamic Discrete Choice

Dynamic discrete choice models often discretize the state vector and restrict its dimension in order to achieve valid inference. I propose a novel two-stage estimator for the set-identified structural parameter that inco... Read more...

Vira Semenova (MIT) joint with joint work with Victor Chernozhukov and Whitney Newey

Thursday 05 December 2019 14:00 - 15:30

Bounds in continuous instrumental variable models

Partial identification approaches have seen a sharp increase in interest in econometrics due to improved flexibility and robustness compared to point-identification approaches. However, formidable computational requireme... Read more...

Florian Gunsilius (Michigan)

Thursday 21 November 2019 14:00 - 15:30

Synthetic Difference in Differences

We present a new perspective on the Synthetic Control (SC) method as a weighted least squares regression estimator with time fixed effects and unit weights. This perspective suggests a generalization with two way (both u... Read more...

Stefan Wager (Stanford)

Thursday 14 November 2019 14:00 - 15:30

Inference for the mean

Consider inference about the mean of a population with finite variance, based on an i.i.d. sample. The usual t-statistic yields correct inference in large samples, but heavy tails induce poor small sample behavior. This ... Read more...

Ulrich Mueller (Princeton University)

Thursday 07 November 2019 14:00 - 15:30

Identification of possibly nonfundamental Structural VARMA models using higher order moments

We use information from higher order moments to achieve identification of non-Gaussian structural vector autoregressive moving average (SVARMA) models, possibly non-fundamental. We introduce a frequency domain criterion ... Read more...

Carlos Velasco (UC3, Madrid)

Thursday 26 September 2019 12:30 - 14:00

New approach to distribution-free testing for Markov chains

Consider an empirical process, in any one of statistical contexts, and then apply unitary operator to this processes. Can one say what good could come out of this, and why will it be useful? The answer is that probably o... Read more...

Estate Khmaladze (Victoria University of Wellington)

Tuesday 11 June 2019 14:00 - 15:30

TBC

Michal Kolesar (Princeton)

Thursday 06 June 2019 14:00 - 15:30

Towards a General Large Sample Theory for Regularized Estimators

Demian Pouzo (UCL)

Tuesday 04 June 2019 14:00 - 15:30

TBC

Daniel Ackerberg (University of California, Los Angeles)

Thursday 30 May 2019 14:15 - 15:45

A Pearson's Independence Test for Conditional Model Checking

Miguel Delgado (Carlos III, Madrid)

Thursday 23 May 2019 14:15 - 15:45

Kernel Estimation for Dyadic Data

In this forthcoming working paper we consider nonparametric estimation of density and conditional expectation functions for dyadic random variables, i.e., random variables defined for all pairs of individuals/nodes in a ... Read more...

James Powell (UC Berkeley) joint with Bryan S. Graham and Fengshi Niu

Thursday 16 May 2019 14:15 - 15:45

SHARP BOUNDS AND TESTABILITY OF A ROY MODEL OF STEM MAJOR CHOICES

We analyze the empirical content of the Roy model, stripped down to its essential features, namely sector specific unobserved heterogeneity and selfselection on the basis of potential outcomes. We characterize sharp boun... Read more...

Marc Henry (Penn State) joint with ISMA¨EL MOURIFI´E, AND ROMUALD M´EANGO

Monday 13 May 2019 14:00 - 15:30

Essential Concepts of Causal Inference: A remarkable history and an intriguing future

Causal inference is a major topic in any field that tries to understand the kinds of treatments (i.e., interventions) we humans are considering in order to effect particular changes in the world around us, whether those ... Read more...

Donald Rubin (Harvard University)

Thursday 09 May 2019 14:15 - 15:45

Identification strategies for nonseparable models

When confronting an economic model with data, one usually encounters a situation where some important variables, such as tastes and productivity that appear in the model in nonadditive, nonseparable ways, are unobserved.... Read more...

Rosa Matzkin (UCLA)

Thursday 02 May 2019 14:15 - 15:45

Implied Stochastic Volatility Models

This paper proposes to build "implied stochastic volatility models" designed to fit option-implied volatility data, and implements a method to construct such models. The method is based on explicitly linking shape charac... Read more...

Yacine Ait-Sahalia (Princeton University) joint with Chenxu Li - Peking University - Guanghua School of Management Chen Xu Li - Princeton University - Bendheim Center for Finance

Thursday 28 March 2019 14:00 - 15:30

STRUCTURAL STABILITY OF REGRESSION WITH GROWING DIMENSION

We develop a class of tests for the structural stability of a regression model, whose dimension grows to inﬁnity, when the time of a structural change is unknown. The nonparametric series regression and the autore... Read more...

Myung Hwan Seo (Seoul National University) joint with ABHIMANYU GUPTA

Thursday 21 March 2019 14:00 - 15:30

Theory of Weak Identification in Semiparametric Models

We provide general formulation of weak identiﬁcation in semiparametric models and a novel eﬃciency concept. Weak identiﬁcation occurs when a parameter is weakly regular, i.e., when it depends on the ... Read more...

Testuya Kaji (University of Chicago)

Thursday 14 March 2019 14:00 - 15:30

Bias-aware inference in fuzzy regression discontinuity designs

We consider the problem of constructing honest, or uniformly valid, confidence sets for treatment effects in fuzzy regression discontinuity designs based on local linear regression. We show that confidence sets based on... Read more...

Christoph Rothe (University of Mannheim) joint with Claudia Noack

Thursday 07 March 2019 14:00 - 15:30

Statistical Non-Signiﬁcance in Empirical Economics

Signiﬁcance tests are probably the most common form of inference in empirical economics, and signiﬁcance is often interpreted as providing greater informational content than non-signiﬁcance. In this ... Read more...

Alberto Abadie (MIT)

Thursday 28 February 2019 14:00 - 15:30

A more powerful subvector Anderson Rubin test in linear instrumental variables regression

We study subvector inference in the linear instrumental variables model assuming homoskedasticity but allowing for weak instruments. The subvector Anderson and Rubin (1949) test that uses chi square critical values with ... Read more...

Sophocles Mavroeidis (University of Oxford)

Wednesday 27 February 2019 14:00 - 15:30

Estimation of Weak Factor Models

Takashi Yamagata (York University)

Thursday 14 February 2019 14:00 - 15:30

Statistical Theory and Algorithms for Machine Learning of Conditional Distribution Functions

We propose an algorithm for machine learning of conditional distribution functions for a dependent variable (Y ) with continuous support. The algorithm produces a complete description of the conditional distribution func... Read more...

Richard Spady (University of Oxford) joint with Sami Stouli, University of Bristol

Wednesday 13 February 2019 14:00 - 15:30

TBC

Kenichi Nagasawa (Warwick)

Thursday 13 December 2018 14:00 - 15:30

Plug-in Regularized Estimation of High-Dimensional Parameters in Nonlinear Semiparametric Models

Denis Nekipelov (University of Virginia)

Thursday 06 December 2018 14:00 - 15:30

Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK

Ivan Fernandez-Val (Boston University)

Thursday 29 November 2018 14:00 - 15:30

Bootstrap confidence bands for Levy densities under high-frequency observations and its application to financial data

Daisuke Kurisu (Tokyo Institute of Technology) joint with Kengo Kato

Thursday 22 November 2018 14:00 - 15:30

The Empirical Content of Discrete Choice Models

Empirical demand models used for counterfactual predictions and welfare analysis must be rationalizable, i.e. theoretically consistent with utility maximization by heterogeneous consumers. We show that for binary choice ... Read more...

Debopam Bhattacharya (University of Cambridge)

Thursday 15 November 2018 14:00 - 15:30

Sensitivity Analysis using Approximate Moment Condition Models

Tim Armstrong (Yale University) joint with Michal Kolesár

Thursday 08 November 2018 14:00 - 15:30

Quasi-Maximum Likelihood and The Kernel Block Bootstrap for Nonlinear Dynamic Models

Richard Smith (University of Cambridge) joint with Paulo M.D.C. Parente (ISEG- Lisbon School of Economics & Management)

Thursday 28 June 2018 14:00 - 15:30

Maximum Score Estimation with the Hinge Loss Function: Convex Optimization and Non-Asymptotic Inference

Joel Horowitz (Northwestern University)

Thursday 07 June 2018 14:00 - 15:30

Dynamic Discrete Choice: inertia vs heterogeneity

Elie Tamer (Harvard University)

Thursday 31 May 2018 14:00 - 15:30

Inference on Winners

Toru Kitagawa (UCL) joint with Isaiah Andrews and Adam McCloskey

Thursday 24 May 2018 14:00 - 15:30

Uniform Non parametric Series Inference for Dependent Data with an Application to the Search and Matching Model

Jia Li (Duke University)

Thursday 17 May 2018 14:00 - 15:30

Inference on breakdown frontiers

Alexandre Poirier (University of Iowa)

Tuesday 15 May 2018 12:30 - 14:00

Analysis of unconventional monetary policies in Japan using smooth-transition models

Tatsuyoshi Okimoto (Australian National University)

Thursday 10 May 2018 14:00 - 15:30

Testing for Moral Hazard When Adverse Selection is Present

Bernard Salanie (Columbia)

Thursday 22 March 2018 14:00 - 15:30

Weak Identification in a Class of Generically Identified Models with an Application to Factor Models

Gregory Cox (Columbia University)

Thursday 15 March 2018 14:00 - 15:30

Forecasting with a Panel Tobit Model

Frank Schorfheide (University of Pennsylvania) joint with Laura Liu and Hyungsik Roger Moon

Thursday 01 March 2018 14:00 - 15:30

Shape constrained density estimation via penalized Renyi divergence

Roger Koenker (UCL)

Thursday 01 March 2018 14:00 - 15:30

Shape constrained density estimation via penalized Renyi divergence

Roger Koenker (UCL)

Thursday 22 February 2018 14:00 - 15:30

Minimizing Sensitivity to Model Misspecification

Stephane Bonhomme (University of Chicago)

Thursday 07 December 2017 14:00 - 15:30

Testing Coefficients Constancy & Specification of Interactive Effects

Miguel Delgado (Carlos III, Madrid) joint with Luis A. Arteaga-Molina, Universidad de Cantabria

Thursday 30 November 2017 14:00 - 15:30

A Semiparametric Network Formation Model with Multiple Linear Fixed Effects

Luis Candelaria (University of Warwick)

Thursday 23 November 2017 14:00 - 15:30

On the Cross-Validated Lasso

Zhipeng Liao (UCLA)

Thursday 16 November 2017 14:00 - 15:30

Optimal dynamic treatment allocation

Anders Kock (University of Oxford)

Thursday 02 November 2017 14:00 - 15:30

Efficient Inference in Non-Gaussian Structural VARs

Jonathan Wright (JHU)

Thursday 26 October 2017 14:00 - 15:30

Identification and Estimation of a Social Interaction Model using Network Data

Eric Auerbach (Northwestern University)

Friday 30 June 2017 13:00 - 14:00

TBC

Myung Hwan Seo (Seoul National University)

Thursday 25 May 2017 12:30 - 14:00

Optimal Auxiliary Priors and Reversible Jump Proposals for a Class of Variable Dimension Models

Andriy Norets (Brown University)

Thursday 18 May 2017 12:30 - 14:00

Cross Sectional Dependence in Idiosyncratic Volatility

Ilze Kalnina (UCL)

Friday 12 May 2017 13:00 - 14:30

Quantile Factor Models

Jesus Gonzalo (Carlos III, Madrid)

Thursday 27 April 2017 12:30 - 14:00

Testing the Number of Regimes in Markov Regime Switching Models

Hiro Kasahara (UBC)

Thursday 16 March 2017 14:00 - 15:30

A Robust Test for Network Generated Dependence

Ingmar Prucha (University of Maryland)

Thursday 09 March 2017 14:00 - 15:30

Using Instrumental Variables for Inference about Policy Relevant Treatment Parameters

Alex Torgovitsky (Northwestern University) joint with Magne Mogstad and Andres Santos

Thursday 02 March 2017 14:00 - 15:30

Identification of Valuation Distributions in English Auctions

Andrew Chesher (University College London) joint with Adam M. Rosen

Thursday 23 February 2017 14:00 - 15:30

Adverse Selection and Moral Hazard in a Dynamic Model of Auto Insurance

Elena Krasnokutskaya (Johns Hopkins) joint with NERA-STICERD Industrial Organisation Seminar Series

Thursday 16 February 2017 14:00 - 15:30

Nonlinear Random Coefficients and Preference Heterogeneity

Standard random coefficients models are either linear in regressors, or equal a transformation of a linear index of regressors (e.g., random coefficient logit models). In contrast, this paper shows identification of, and... Read more...

Arthur Lewbel (Boston College)

Tuesday 13 December 2016 12:30 - 14:00

Uniform confidence bands in deconvolution with unknown error distribution

Kengo Kato (University of Tokyo) joint with Yuya Sasaki

Thursday 08 December 2016 14:00 - 15:30

TBC

Jack Porter (University of Wisconsin-Madison)

Thursday 01 December 2016 14:00 - 15:30

Discretizing Unobserved Heterogeneity

Elena Manresa (MIT) joint with Thibaut Lamadon and Stephane Bonhomme (University of Chicago)

Thursday 24 November 2016 14:00 - 15:30

Wald tests when restrictions are locally singular

Victoria Zinde-Walsh (McGill University and CIREQ) joint with Jean-Marie Dufour and Eric Renault

Thursday 17 November 2016 14:00 - 15:30

Jackknife, Many Instruments and Small Bandwidth Asymptotics

Yukitoshi Matsushita (Hitotsubashi University) joint with Taisuke Otsu, LSE

Thursday 10 November 2016 14:00 - 15:30

Function Time Series Analysis of Correlation Dynamics

Patrick Wongsa-Art (Newcastle University)

Thursday 03 November 2016 14:00 - 15:30

Inference under shape restrictions

Joachim Freyberger (University of Wisconsin-Madison)

Tuesday 25 October 2016 14:00 - 15:30

Counterfactual prediction in complete information games: point prediction under partial identification

We study the problem of counterfactual prediction in discrete decision games with complete information, pure strategies, and Nash equilibria. We show that the presence of multiple equilibria poses unique challenges for t... Read more...

Joris Pinske (Pennsylvania State University)

Thursday 13 October 2016 14:00 - 15:30

Identifying the Discount Factor in Dynamic Discrete Choice Models

Jaap Abbring (Vrije Universiteit Amsterdam and Tinbergen Institute) joint with Øystein Daljord

Thursday 06 October 2016 12:30 - 14:00

Interference on social effects when the network is sparse and unknown

Eric Gautier (University Toulouse 1 Capitole)

Thursday 22 September 2016 14:00 - 15:30

Estimation and Inference with a (Nearly) Singular Jacobian

This paper develops extremum estimation and inference results for nonlinear models with very general forms of potential identification failure when the source of this identification failure is known. We examine models th... Read more...

Adam McCloskey (Brown University) joint with Sukjin Han

Thursday 09 June 2016 14:00 - 15:30

An analysis of the length of hospital stay for type 2 diabetes patients in Japan by the Box-Cox transformation model

Kazumitsu Nawata (University of Tokyo)

Thursday 02 June 2016 14:00 - 15:30

Constrained conditional moment restriction models

Andres Santos (UCSD) joint with Victor Chernozhukov and Whitney Newey

Thursday 12 May 2016 14:00 - 15:30

Regression Discontinuity Designs Using Covariates

Matias Cattaneo (University of Michigan) joint with Sebastian Calonico, Max H. Farrell and Rocío Titiunik

Thursday 05 May 2016 14:00 - 15:30

The Risk of Machine Learning

Maximilian Kasy (Harvard) joint with Alberto Abadie

Thursday 17 March 2016 14:00 - 15:30

Strategic Network Formation with Many Agents

Konrad Menzel (New York University)

Tuesday 15 March 2016 17:00 - 18:30

An empirical model of non-equilibrium behaviour in games

Brendan Kline (University of Texas at Austin) joint with the STICERD Psychology and Economics Seminar

Wednesday 09 March 2016 13:00 - 14:30

Are DSGE Models and Professional Forecasters' Predictive Densities Well-Calibrated? Alternative Tests for Correct Specification of Conditional Predictive Densities

Barbara Rossi (University Pompeu Fabra) joint with Tatevik Sekhposyan

Thursday 03 March 2016 14:00 - 15:30

Bargaining with Optimism: Medical Malpractice Lawsuits in Florida

Xun Tang (Rice University) joint with Antonio Merlo

Thursday 18 February 2016 14:00 - 15:30

Nonparametric Identification in Nonlinear Simultaneous Equations Models: The Case of Covariance Restrictions

Ivana Komunjer (University of California, San Diego) joint with Pierre-André Chiappori and Dennis Kristensen

Thursday 10 December 2015 14:00 - 15:30

Efficient size correct subset inference in linear instrumental variables regression

Frank Kleibergen (University of Amsterdam)

Thursday 03 December 2015 14:00 - 15:30

Estimation of Private Value Densities in Ascending Auctions and Generalized Competing Risks Models

Oliver Linton (University of Cambridge) joint with Tatiana Komarova and Sorawoot Srisuma

Thursday 26 November 2015 14:00 - 15:30

Bayesian Indirect Inference and the ABC of GMM

Han Hong (Stanford) joint with Michael Creel, Jiti Gao and Dennis Kristensen

Thursday 19 November 2015 14:00 - 15:30

Three-stage Semi-Parametric Inference: Control Variables and Differentiability

Geert Ridder (USC) joint with Jinyong Hahn

Thursday 12 November 2015 14:00 - 15:30

Econometric models for linked data

Koen Jochmans (Sciences-Po)

Thursday 15 October 2015 14:00 - 15:30

Identifying Dynamic Games with Switching Cost

Sorawoot Srisuma (University of Surrey) joint with Fabio A. Miessi Sanches and Daniel Silva Junior

Thursday 01 October 2015 14:00 - 15:30

Likelihood inference on semiparametric models with generated regressors

Yukitoshi Matsushita (Hitotsubashi University)

Thursday 25 June 2015 14:00 - 15:30

Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model

Jean-Yves Pitarakis (University of Southampton) joint with Jesus Gonzalo

Thursday 18 June 2015 14:00 - 15:30

A Distributional Framework for Matched Employer-Employee Data

Stephane Bonhomme (University of Chicago) joint with Thibaut Lamadon and Elena Manresa

Wednesday 10 June 2015 12:00 - 13:30

Integrated likelihood based inference for nonlinear panel data models with unobserved effects

Gautam Tripathi (University of Luxembourg) joint with M. Schumann and T. Severini

Thursday 28 May 2015 14:00 - 15:30

TBC

Victor Aguirregabiria (University of Toronto)

Thursday 21 May 2015 14:00 - 15:30

On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference

Max H Farrell (University of Chicago Booth School of Business) joint with Sebastian Calonico and Matias D Cattaneo

Thursday 19 March 2015 14:00 - 15:30

On the Maximum and Minimum Response to an Impulse in SVARS; and Efficient Conditionally Similar Tests: Finite-Sample Theory and Large-Sample Applications

Jose L Montiel Olea (New York University) joint with B. Gafarov

Thursday 05 March 2015 14:00 - 15:30

A Comprehensive Study to Out-of Sample Equity Premium Prediction

Cindy Wang (National Tsing Hua University) joint with Shui Ki Wan and Fang-I Liao

Thursday 26 February 2015 14:00 - 15:30

Conditional inference with a functional nuisance parameter

Isaiah Andrews (Harvard University) joint with Anna Mikusheva

Thursday 19 February 2015 14:00 - 15:30

The identifiability of production functions

Paul Schrimpf (University of British Columbia)

Thursday 18 December 2014 13:30 - 15:00

Efficient estimation for semiparametric models by reproducing kernel Hilbert space

A semiparametric model is a class of statistical models, which are characterized by a finite dimensional parameter and an infinite dimensional parameter. Asymptotic variance of estimator of the finite dimensional paramet... Read more...

Masaaki Imaizumi (University of Tokyo)

Thursday 11 December 2014 13:30 - 15:00

Exact and Approximate Likelihood Inference for the autoregressive parameter in some Spatial Autoregressive Models

Grant Hillier (University of Southampton) joint with Federico Martellosio

Thursday 27 November 2014 13:30 - 15:00

Testing missing at random using instrumental variables

Christoph Breunig (Humboldt-Universitat zu Berlin)

Thursday 20 November 2014 13:30 - 15:00

Cluster-robust bootstrap inference in quantile regression models

Andreas Hagemann (University of Michigan)

Thursday 30 October 2014 13:30 - 15:00

The triangular model with random coefficients

Stefan Hoderlein (Boston College) joint with Hajo Holzmann and Alexander Meister

Thursday 16 October 2014 13:30 - 15:00

Estimating Network Effects without Network Data

Pedro Souza (STICERD, LSE)

Friday 10 October 2014 12:00 - 13:00

Mechanism design for data science

Denis Nekipelov (University of Virginia)

Thursday 25 September 2014 13:30 - 15:00

On Uniform Inference in Nonlinear Models with Endogeneity

Shakeeb Khan (Duke University) joint with Denis Nekipelov

Thursday 12 June 2014 14:00 - 15:30

Dynamic Discrete Choice Models with Proxies for Unobserved Technologies

Yuya Sasaki (John Hopkins University) joint with Yingyao Hu

Thursday 29 May 2014 14:00 - 15:30

A Gaussian Mixture Autoregressive Model for Univariate Time Series

Pentti Saikkonen (University of Helsinki)

Thursday 22 May 2014 14:00 - 15:30

Estimating Smooth Structural Change in Cointegration Models

Degui Li (University of York) joint with Peter C. B. Phillips and Jiti Gao

Thursday 15 May 2014 14:00 - 15:30

Alternative Asymptotics and the Partially Linear Model with Many Regressors

Matias Cattaneo (University of Michigan) joint with Michael Jansson and Whitney K. Newey

Thursday 08 May 2014 14:00 - 15:30

On the Choice of Test Statistic for Conditional Moment Inequalities

Tim Armstrong (Yale University)

Thursday 01 May 2014 14:00 - 15:30

Partial identification and inference in censored quantile regression: A sensitivity analysis

Yanqin Fan (University of Washington) joint with Ruixuan Liu

Thursday 13 March 2014 14:00 - 15:30

Testing for a General Class of Functional Inequalities

Sokbae Lee (Seoul National University) joint with Kyungchul Song and Yoon-Jae Whang

Thursday 06 March 2014 14:00 - 15:30

A Geometric Approach to Weakly Identified Econometric Models

Anna Mikusheva (MIT) joint with Isaiah Andrews

Thursday 20 February 2014 14:00 - 15:30

Inference for functions of partially identified parameters in moment inequality models

Federico Bugni (Duke University) joint with Ivan Canay and Xiaoxia Shi

Thursday 05 December 2013 14:00 - 15:30

Estimation of long-run parameters in unbalanced cointegration

Javier Hualde (Universidad Publica de Navarra)

Thursday 21 November 2013 14:00 - 15:30

Measuring Uncertainty about Long-Run Predictions

Ulrich Mueller (Princeton University) joint with Mark W Watson

Thursday 14 November 2013 14:00 - 15:30

TBC

Estate Khmaladze (Victoria University of Wellington)

Wednesday 06 November 2013 12:00 - 13:30

Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models

Lorenzo Camponovo (University of St Gallen)

Thursday 31 October 2013 14:00 - 15:30

Estimating a Nonparametric Triangular Model with Binary Endogenous Regressors

Sung Jae Jun (Penn State University) joint with Joris Pinkse and Haiqing Xu

Friday 11 October 2013 12:00 - 13:00

TBA

Philip Haile (Yale University)

Thursday 20 June 2013 14:00 - 15:30

Nonparametric Analysis of Random Utility Models: Testing

Yuichi Kitamura (Yale) joint with Jorg Stoye

Thursday 30 May 2013 14:00 - 15:30

Bootstrapping Kernel-Based Semiparametric Estimators

Michael Jansson (Berkeley) joint with Matias Cattaneo

Thursday 21 March 2013 14:00 - 15:30

Bandwidth selection for differences of nonparametric estimators with an application to the regression discontinuity design

Yoichi Arai (National Graduated Institute for Policy Study) joint with Hidehiko Ichimura

Thursday 14 March 2013 14:00 - 15:30

On the Testability of Identification in Some Nonparametric Models with Endogeneity

Azeem Shaikh (Chicago) joint with Ivan A. Canay and Andres Santos

Thursday 07 March 2013 14:00 - 15:30

Asymptotic analysis of the Forward Search

Bent Nielsen (Oxford University) joint with Soren Johansen

Thursday 28 February 2013 12:30 - 13:30

Diagnostics for exclusion restrictions in instrumental variables estimation

Kirill Evdokimov (Princeton)

Thursday 21 February 2013 14:00 - 15:30

A Frequency Domain Empirical Likelihood Method for Irregularly Spaced Spatial Data

Soumen Lahiri (North Carolina State University)

Thursday 14 February 2013 14:00 - 15:30

Identification of Cointegrating Relations in I(2) Vector AutoRegressive Models

Paolo Paruolo (University of Insubria) joint with Rocco Mosconi

Thursday 31 January 2013 14:00 - 15:30

Testing for a General Class of Functional Inequalities

Yoon-Jae Whang (Seoul National University)

Thursday 13 December 2012 14:00 - 15:30

TBC

Yoon-Jae Whang (Seoul National University)

Thursday 29 November 2012 14:00 - 15:30

TBC

Bruce Hansen (University of Wisconsin-Madison)

Thursday 08 November 2012 14:00 - 15:30

TBC

John Aston (University of Warwick)

Friday 26 October 2012 12:00 - 13:30

Bootstrapping Time Series: Some Recents Developments

Stathis Paparoditis (Cyprus University)

Thursday 25 October 2012 14:00 - 15:30

TBC

Elie Tamer (Harvard University)

Thursday 18 October 2012 14:00 - 15:30

Job Market Practice Talk

Abhimanyu Gupta (LSE)

Thursday 27 September 2012 14:00 - 15:30

Hybrid Generalized Empirical Likelihood Estimators: Instrument Selection with Adaptive Lasso

Mehmet Caner (North Carolina State University) joint with Qingliang Fan

Thursday 07 June 2012 14:00 - 15:30

Random Effects Quantile Regression

Manuel Arellano (CEMFI)

Thursday 17 May 2012 14:00 - 15:30

Information Structure and Statistical Information in Discrete Response Models

Denis Nekipelov (University of Virginia) joint with Shakeeb Khan

Thursday 01 March 2012 14:00 - 15:30

Rescaled Additively Non-Ignorable (RAN) Model of Attrition

Isnan Tunali (Koc University, Istanbul) joint with Emre Ekinci and Berk Yavuzoglu

Thursday 24 November 2011 14:00 - 15:30

Correlation and heterogeneity robust inference using conservativeness of test statistics

Rustam Ibragimov (Harvard) joint with Ulrich Muller

Thursday 27 October 2011 14:00 - 15:30

Uniform Convergence of Weighted Sums of Non- and Semi-parametric Residuals for Estimation and Testing

Juan Carlos Escanciano (Indiana University) joint with David Jacho-Chavez and Arthur Lewbel

Thursday 06 October 2011 14:00 - 15:30

Instrumental variables estimation and inference in the presence of many exogenous regressors

Stanislav Anatolyev (New Economic School, Moscow)

Monday 27 June 2011 14:00 - 15:30

Inference Based on Conditional Moment Inequalities

Donald W K Andrews (Yale) joint with Xiaoxia Shi

Friday 17 June 2011 12:00 - 13:00

A Penalized Empirical Likelihood Method in High Dimensions

Soumen Lahiri (North Carolina State University)

Thursday 16 June 2011 14:00 - 15:30

Evaluating Factor Pricing Models Using High Frequecny Panels

Yousoon Chang (Indiana University) joint with Hwagyun Kim and Joon Y Park

Thursday 19 May 2011 14:00 - 15:30

Identification and Estimation of Bayesian Games under Multiple Equilibria

Xun Tang (Rice University) joint with A. Lewbel

Thursday 12 May 2011 14:00 - 15:30

TBC

Robin Lumsdaine (American University)

Thursday 05 May 2011 14:00 - 15:30

TBC

Serena Ng (Columbia University)

Thursday 24 March 2011 14:00 - 15:30

Efficient Prediction of Excess Returns

Jonathan Wright (JHU) joint with Jon Faust

Thursday 17 March 2011 14:00 - 15:30

Quantile Selection Models

Manuel Arellano (CEMFI)

Thursday 10 March 2011 14:00 - 15:30

Shape Constraints, Compound Decisions and Empirical Bayes Rules

Roger Koenker (UCL) joint with Ivan Mizera

Thursday 03 March 2011 14:00 - 15:30

TBC

Alexei Onatsky

Thursday 24 February 2011 14:00 - 15:30

Gradient Based Smoothing Parameter Selection for Nonparametric Regression Estimation

Qi Li (Texas A&M)

Thursday 03 February 2011 14:00 - 15:30

TBC

Harry Paarsch (University of Melbourne)

Thursday 09 December 2010 14:00 - 15:30

TBA

Enrique Sentana (CEMFI)

Thursday 02 December 2010 14:00 - 15:30

TBA

Denis Nekipelov (University of Virginia)

Thursday 18 November 2010 14:00 - 15:30

Measurement Error and Convolution in Generalized Functions Spaces

Victoria Zinde-Walsh (McGill University and CIREQ)

Thursday 11 November 2010 14:00 - 15:30

Information Bounds and Impossibility Theorems for Simultaneous Discrete Response Models

Shakeeb Khan (Duke University) joint with Denis Nekipelov

Thursday 01 July 2010 14:00 - 15:30

TBC

Xiaohong Chen (Yale)

Thursday 27 May 2010 14:00 - 15:30

Analyzing the Spectrum of Asset Returns: Jump and volatility components in high frequency data

Yacine Ait-Sahalia (Princeton University) joint with Jean Jacod

Thursday 13 May 2010 14:00 - 15:30

TBC

Esfandiar Maasoumi (Ebony University)

Thursday 06 May 2010 14:00 - 15:30

Between Data Cleaning and Inference: Pre-Averaging and other Robust Estimators of the Efficient Price

Lan Zhang (Oxford University and UIUC) joint with Per Mykland

Thursday 29 April 2010 14:00 - 15:30

An adequacy check for dynamic discrete choice model

Igor Kheifets (UC3 Madrid)

Thursday 11 March 2010 14:00 - 15:30

TBC

Elie Tamer (Harvard University)

Thursday 04 March 2010 14:00 - 15:30

TBC

Emmanuel Guerre (QMW)

Thursday 03 December 2009 14:00 - 15:30

TBC

Liudas Giraitis (QMW)

Thursday 26 November 2009 14:00 - 15:30

Regime Specific Predictability in Predictive Regression

Jean-Yves Pitarakis (University of Southampton)

Thursday 19 November 2009 14:00 - 15:30

Risk of Bayesian Inference in Misspecified Models, and the Sandwich Covariance Matrix

Ulrich Meller (Princeton)

Thursday 05 November 2009 14:00 - 15:30

TBC

Marcelo Moreiro (Columbia)

Thursday 29 October 2009 15:00 - 17:00

Durbin Seminar (joint with UCL) Optimal significance tests for simultaneous equation models

TW Anderson (Stanford University)

Thursday 22 October 2009 14:00 - 15:30

Single Equation Endogenous Binary Response Models

Andrew Chesher (University College London)

Thursday 15 October 2009 14:00 - 15:30

Endogenous Semiparametric Binary Choice Models with Heteroscedasticity

Stefan Hoderlein (Boston College)

Thursday 08 October 2009 14:00 - 15:30

Volatility estimation when trade times and returns are dependent

Per Mykland (Oxford and Chicago)

Thursday 25 June 2009 14:00 - 15:30

Single Equation Endogenous Binary Response Models

Andrew Chesher (University College London)

Thursday 28 May 2009 14:00 - 15:30

Nonparametric Tests of Conditional Treatment Effects

Yoon-Jae Whang (Seoul National University) joint with Sokbae Lee

Thursday 21 May 2009 14:00 - 15:30

Parametrics and Nonparametrics

Peter CB Phillips (Yale)

Friday 20 March 2009 10:30 - 17:30

4th London and Oxbridge Time Series Workshop

Thursday 12 March 2009 14:00 - 15:30

TBC

Anna Mikusheva (MIT)

Thursday 05 March 2009 14:00 - 15:30

TBC

Elie Tamer (Harvard University)

Thursday 26 February 2009 14:00 - 15:30

Shocks (Can we identify them? Yes, we can)

Jesus Gonzalo (Carlos III, Madrid) joint with O Martinez

Friday 20 February 2009 14:00 - 15:30

Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks

Lutz Kilian (Michigan) joint with Robert J Vigfussen

Thursday 11 December 2008 14:00 - 15:30

Time Series Regression Models with Semiparametric Factor Dynamics

Enno Mammen (Hidelberg University) joint with Byeong U Park, Wolfgang Haerdle and Szymon Borak

Thursday 04 December 2008 14:00 - 15:30

Robustness, Infinitesimal Neighbourhoods, and Moment Restrictions

Taisuke Otsu (Yale) joint with Yuici Kitamura and Kirill Evdokimov

Thursday 27 November 2008 14:00 - 15:30

Multivalued Treatment Effect Model Under Monotonicity

Igor Kheifets (UC3 Madrid)

Thursday 20 November 2008 14:00 - 15:30

Partial Identification of the Distribution of Treatment Effects in Switching Regimes Models and its Confidence Sets

Yanqin Fan (University of Washington) joint with Jisong Wu

Thursday 13 November 2008 14:00 - 15:30

Conditional Correlations Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations

Timo Terasvirta (Aarhus University)

Thursday 06 November 2008 14:00 - 15:30

Non-Parametric Specification Testing for Continuous-Time Markov Processes: Do the Processes Follow Diffusions?

Shin Kanaya (Nuffield College, Oxford)

Thursday 30 October 2008 14:00 - 15:30

Testing for the Cointegrating Rank of a Vector Autoregressive Process with Uncertain Deterministic Trend Term

Helmut Lütkepohl (EUI)

Thursday 23 October 2008 14:00 - 15:30

Integer Valued GARCH: Poisson Autoregressive Processes

Anders Rahbek (Copenhagen)

Thursday 16 October 2008 14:00 - 15:30

t-statistic based correlation and heterogeneity robust inference

Rustam Ibragimov (Harvard) joint with Ulrich Mueller

Thursday 09 October 2008 14:00 - 15:30

Intersection Bounds: Estimation and Inference

Sokbae Lee (Seoul National University) joint with Victor Chernozhukov and Adam Rosen

Thursday 22 May 2008 14:00 - 15:30

TBC

Pierre Perron (Boston College)

Thursday 08 May 2008 14:00 - 15:30

Inference for quadratic variation of semimartingales in the presence of noise

Mark Podolskij (CREATES, Aarhus University)

Thursday 13 March 2008 14:00 - 15:30

Non-Parametric Estimation in Random Coefficients Binary Choice Models

Yuichi Kitamura (Yale)

Thursday 06 March 2008 14:00 - 15:30

Inference in regression models with many regressors

Stanislav Anatolyev (New Economic School, Moscow)

Thursday 28 February 2008 14:00 - 15:30

Testability and methods of moments in nonparametric and semiparametric models

Jean-Marie Dufour (McGill University) joint with Frédéric Jouneau-Sion and Olivier Torrès

Thursday 21 February 2008 14:00 - 15:30

Non-parametric threshold estimation for models with stochastic diffusion coefficient and jumps

Cecilia Mancini (University of Florence)

Thursday 07 February 2008 14:00 - 15:30

Inference for the jump part of quadratic variation of Ito semimartingales

Almut Veraart (Aarhus)

Thursday 17 January 2008 14:00 - 15:30

Time Series Modelling with Semiparametric Factor Dynamics

Wolfgang Haerdle (Humbolt University, Berlin) joint with Szymon Borak, Enno Mammen and Byeong Park

Thursday 13 December 2007 14:00 - 15:30

TBA

J Roderick McCrorie (St Andrews University)

Thursday 06 December 2007 14:00 - 15:30

Detecting and Predicting Forecast Breakdowns

Barbara Rossi (University Pompeu Fabra) joint with Raffaella Giacomini

Thursday 29 November 2007 14:00 - 15:30

TBA

Kyungchul Kevin Song (University of Pennsylvania)

Thursday 01 November 2007 14:00 - 15:30

TBA

Christian Hafner (UCL)

Thursday 25 October 2007 14:00 - 15:30

Extremal Dependence: Nonparametric Characterizations and Robust Asymptotic Theory

Jonathan B Hill (Univerity of North Carolina - Chapel Hill)

Thursday 18 October 2007 14:00 - 15:30

TBA

Brendan Beare (Oxford)

Thursday 11 October 2007 14:00 - 15:30

Monetary Policy Analysis with Potentially Misspecified Models

Marco Del Negro (NY) joint with Frank Schorfheide

Thursday 21 June 2007 14:00 - 15:30

Local Sensitivity and Diagnostic Tests

Jan Magnus (Tilburg University)

Thursday 07 June 2007 14:00 - 15:30

TBA

Alessio Sancetta (Cambridge)

Thursday 03 May 2007 14:00 - 15:30

TBA

Catalin Starica (Chalmers University of Technology)

Thursday 15 March 2007 14:00 - 15:30

TBA

Dennis Kristensen (UCL)

Thursday 08 March 2007 14:00 - 15:30

TBA

Amy Finkelstein (Massachusetts Institute of Technology)

Thursday 22 February 2007 14:00 - 15:30

TBA

Debopam Bhattacharya (University of Cambridge)

Thursday 11 January 2007 14:00 - 15:30

TBA

Raffaella Giacomini (University of California, San Diego)

Thursday 07 December 2006 14:00 - 15:30

TBA

Tassos Magdalinos (Nottingham)

Thursday 30 November 2006 14:00 - 15:30

TBA

Eric Ghysels (UNC)

Thursday 16 November 2006 14:00 - 15:30

TBA

Mika Meitz (Oxford)

Thursday 19 October 2006 14:00 - 15:30

TBA

Emmanuel Guerre (QMW)

Thursday 05 October 2006 14:00 - 15:30

TBA

Stefan Hoderlein (Boston College)

Thursday 29 June 2006 14:00 - 15:30

TBA

Tim Bollerslev (Duke)

Thursday 22 June 2006 14:00 - 15:30

Panel data models with interactive fixed effects

Jushan Bai (NYU)

Thursday 15 June 2006 14:00 - 15:30

Nonparametric quantile IV estimator

Joel Horowitz (Northwestern)

Thursday 08 June 2006 14:00 - 15:30

TBA

Ricardo Cao (UDC)

Thursday 04 May 2006 14:00 - 15:30

A unified approach to validating univariate and multivariate conditional distributional models in time series

Yongmiao Hong (Cornell)

Thursday 27 April 2006 14:00 - 15:30

Testing models with multiple equilibria by quantile methods

Ivana Komunjer (University of California, San Diego) joint with Federico Echenique

Thursday 16 March 2006 14:00 - 15:30

TBA

Nour Meddahi (Montreal)

Thursday 09 March 2006 14:00 - 15:30

TBA

Xiaohong Chen (Yale)

Thursday 02 March 2006 14:00 - 15:30

TBA

Patrick Gagliardini (University of Lugano)

Thursday 23 February 2006 14:00 - 15:30

TBA

Frank Schorfheide (University of Pennsylvania)

Thursday 16 February 2006 14:00 - 15:30

TBA

John Einmahl (Tilburg)

Thursday 09 February 2006 14:00 - 15:30

Dynamic time series binary choice

Robert deJong (Ohio State)

Thursday 02 February 2006 14:00 - 15:30

TBA

A Aradillas-Lopez (Princeton)

Thursday 08 December 2005 14:00 - 15:30

TBA

Richard Smith (University of Cambridge)

Thursday 01 December 2005 14:00 - 15:30

TBA

Lian Hu (Leeds)

Thursday 24 November 2005 14:00 - 15:30

TBA

Markus Reiss (Berlin)

Thursday 17 November 2005 14:00 - 15:30

TBA

Stanley Zin (Carnegie Mellon University)

Thursday 10 November 2005 14:00 - 15:30

TBA

Stanley Zin (Carnegie Mellon University)

Thursday 03 November 2005 14:00 - 15:30

TBA

Stanley Zin (Carnegie Mellon University)

Thursday 27 October 2005 14:00 - 15:30

Local linear estimating equations: Uniform consistency and rates of convergence

Soren Fyodor Nielsen (Copenhagen)

Thursday 20 October 2005 14:00 - 15:30

Return Scambling and Realized Covariance

Kevin Sheppard (Oxford)

Thursday 13 October 2005 14:00 - 15:30

Efficient Wald Tests for Fractional Unit Roots

Ignacio Lobato (ITAM)

Thursday 06 October 2005 14:00 - 15:30

Model uncertainty and model averaging in VAR processes

Herman van Dijk (Amsterdam)

Thursday 25 November 2004 14:00 - 15:30

t.b.a.

Bas Werker (Tilburg University)

Thursday 18 November 2004 14:00 - 15:30

Asymptotic inference in a nonlinear co-integrated model.

P Jeganathan (Indian Statistical Institute and University of Michigan)

Thursday 11 November 2004 14:00 - 15:30

A stochastic recurrence equation approach to financial time series models.

Thomas Mikosch joint with Daniel Straumann

Thursday 04 November 2004 14:00 - 15:30

Pooling Estimates with Different Rates of Convergence - A Minimum x2 Approach: With an Emphasis on a Social Interactions Model.

Lung-Fei Lee (Ohio State University)

Thursday 21 October 2004 14:00 - 15:30

GMM tests for SD efficiency of a given portfolio.

Thierry Post (EUR) joint with Philippe Versijp

Thursday 07 October 2004 14:00 - 15:30

t.b.a.

Robert Taylor (CEP)

Thursday 24 June 2004 17:00 - 18:30

Dummy Endogenous Variables in Weakly Separable Models

Edward J Vytlacil (Stanford University) joint with Nese Yildiz

Thursday 27 May 2004 17:00 - 18:30

tba

Yanqin Fan (University of Washington)

Thursday 29 April 2004 17:00 - 18:30

Optimal Rank-based Tests for Sphericity

Marc Hallin (Universite Libre de Bruxelles) joint with Davy Paindaveine

Thursday 21 February 2002 14:00 - 15:30

Stationary test for Data with Missing Observations

Haruhisa Nishino (Chiba University)

Thursday 14 February 2002 14:00 - 15:30

Selection Model and Conditional Treatment Effects Including Endogenous Regressors

Arthur Lewbel (Boston College)

Thursday 07 February 2002 14:00 - 15:30

Gaussian Semiparametric Inference on Long-Memory in Stochastic Volatility Models

Josu Arteche (University of Bilbao)

Thursday 31 January 2002 14:00 - 15:30

Higher order properties of GMM and generalised empirical likelihood esitmators

Richard Smith (University of Cambridge)

Thursday 24 January 2002 14:00 - 15:30

Moments and Monetary Properties of Linear Conditional Heteroscedestricity Models

James Davidson (University of Cardiff)

Thursday 13 December 2001 14:00 - 15:30

Forecasting financial volatilities with extreme values: The conditional Autoregressive Range (CARR) model

Ray Chou (Academia Sinica)

Wednesday 05 December 2001 14:00 - 15:30

Asymptotic for kernels smoothers in a class of non-standard curve estimation problems

Enno Mammen (Hidelberg University)

Thursday 29 November 2001 14:00 - 15:30

TBA

Steve Legbourne (Nottingham University)

Thursday 15 November 2001 14:00 - 15:30

Demand models for market level data

Peter Davis (MIT)

Thursday 01 November 2001 14:00 - 15:30

Some higher order asymptotic theory for empirical likelihood and empirical discrepancy statistics

Francesco Bravo (University of York)

Thursday 11 October 2001 14:00 - 15:30

Order determination in general vector autoregression

Bent Nielsen (Oxford University)

STICERD Econometrics Seminar Series

TBC

TBC

CANCELLED

Adaptive, rate-optimal testing in instrumental variables models

TBC

TBC

Adaptive, rate-optimal testing in instrumental variables models

CANCELLED

TBC

TBC

Yogurts choose consumers? Estimation of random-utility models via two-sided matching

Automatic debiased machine learning of causal and structural effects

TBC

TBC

TBC

TBC

TBC

TBC

TBC

TBC

TBC

Info-Metrics for Modeling and Inference

Geometrically Stopped Markovian Random Growth Processes and Pareto Tails

Optimal Linear Instrumental Variables Approximations

Estimation of Weak Factor Models

A Panel Correlated Random Coefficient Model with Time - Varying Endogeneity

Identification and Estimation of Group-Level Partial Effects

Machine Learning for Dynamic Discrete Choice

Bounds in continuous instrumental variable models

Synthetic Difference in Differences

Inference for the mean

Identification of possibly nonfundamental Structural VARMA models using higher order moments

New approach to distribution-free testing for Markov chains

TBC

Towards a General Large Sample Theory for Regularized Estimators

TBC

A Pearson's Independence Test for Conditional Model Checking

Kernel Estimation for Dyadic Data

SHARP BOUNDS AND TESTABILITY OF A ROY MODEL OF STEM MAJOR CHOICES

Essential Concepts of Causal Inference: A remarkable history and an intriguing future

Identification strategies for nonseparable models

Implied Stochastic Volatility Models

STRUCTURAL STABILITY OF REGRESSION WITH GROWING DIMENSION

Theory of Weak Identification in Semiparametric Models

Bias-aware inference in fuzzy regression discontinuity designs

Statistical Non-Signi&#64257;cance in Empirical Economics

A more powerful subvector Anderson Rubin test in linear instrumental variables regression

Estimation of Weak Factor Models

Statistical Theory and Algorithms for Machine Learning of Conditional Distribution Functions

TBC

Plug-in Regularized Estimation of High-Dimensional Parameters in Nonlinear Semiparametric Models

Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK

Bootstrap confidence bands for Levy densities under high-frequency observations and its application to financial data

The Empirical Content of Discrete Choice Models

Sensitivity Analysis using Approximate Moment Condition Models

Quasi-Maximum Likelihood and The Kernel Block Bootstrap for Nonlinear Dynamic Models

Maximum Score Estimation with the Hinge Loss Function: Convex Optimization and Non-Asymptotic Inference

Dynamic Discrete Choice: inertia vs heterogeneity

Inference on Winners

Uniform Non parametric Series Inference for Dependent Data with an Application to the Search and Matching Model

Inference on breakdown frontiers

Analysis of unconventional monetary policies in Japan using smooth-transition models

Testing for Moral Hazard When Adverse Selection is Present

Weak Identification in a Class of Generically Identified Models with an Application to Factor Models

Forecasting with a Panel Tobit Model

Shape constrained density estimation via penalized Renyi divergence

Shape constrained density estimation via penalized Renyi divergence

Minimizing Sensitivity to Model Misspecification

Testing Coefficients Constancy & Specification of Interactive Effects

A Semiparametric Network Formation Model with Multiple Linear Fixed Effects

On the Cross-Validated Lasso

Optimal dynamic treatment allocation

Efficient Inference in Non-Gaussian Structural VARs

Identification and Estimation of a Social Interaction Model using Network Data

TBC

Optimal Auxiliary Priors and Reversible Jump Proposals for a Class of Variable Dimension Models

Cross Sectional Dependence in Idiosyncratic Volatility

Quantile Factor Models

Testing the Number of Regimes in Markov Regime Switching Models

Statistical Non-Signiﬁcance in Empirical Economics