Past 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.

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

Applications (Applied Micro) Seminars are held on Mondays in term time at 12:00-13:30 in SAL 3.05 in person.

Seminar organiser: Maitreesh Ghatak

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

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This page shows all past events for STICERD Econometrics Seminar Series

Past

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

Thursday 21 March 2024 14:00 - 15:30

Least Trimmed Square: Nuisance Parameter Free Asymptotics

The Least Trimmed Squares (LTS) regression estimator is known to be very robust to the presence of ‘outliers’. It is based on a clear and intuitive idea: in a sample of size n, it searches for the h-subsample of observat...Read more...

Vanessa Berenguer-Rico (University of Oxford)

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 14 March 2024 14:00 - 15:30

Minimizing quasiconvex objective functions

In this paper, we extend the results of Hjort and Pollard (2011) for random quasiconvex criterion functions. That is to say, for quasiconvex objective functions, we can relax the usual assumption of compactness of the pa...Read more...

Neslihan Sakarya (University of Essex)

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 06 March 2024 14:00 - 15:30

Estimating Social Network Models with Link Misclassification

We propose an adjusted 2SLS estimator for social network models when the network links reported in samples are subject to two-sided misclassification errors (due, e.g., to recall errors by survey respondents, or lapses i...Read more...

Xun Tang (Rice University), joint with Arthur Lewbel and Xi Qu

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 29 February 2024 14:00 - 15:30

Inference on derivatives of high dimensional regression function with deep neural network (NN)

We present a significance test for any given variable in nonparametric regression with many variables {via estimating derivatives of a nonparametric function}. The test is based on the moment generating function of the...Read more...

Weining Wang (University of Groningen)

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 22 February 2024 14:00 - 15:30

A Robust Test for Weak Instruments with Multiple Endogenous Regressors

We extend the popular bias-based test of Stock and Yogo (2005) for instrument strength in linear instrumental variables regressions with multiple endogenous regressors to be robust to heteroskedasticity and autocorrelati...Read more...

Daniel Lewis (UCL)

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 December 2023 14:00 - 15:30

Dynamic Quantile Panel Data Models with Interactive Eects

We propose a simple two-step procedure for estimating the dynamic quantile panel data model with unobserved interactive effects. To account for the endogeneity induced by correlation between factors and lagged dependent ...Read more...

Jia Chen (University of York), joint with Yongcheol Shin and Chaowen Zheng

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

Thursday 30 November 2023 14:00 - 15:30

Large-Sample Properties of the Synthetic Control Method under Selection on Unobservables

We analyze the properties of the synthetic control (SC) method in settings with a large number of units. We assume that the selection into treatment is based on unobserved permanent heterogeneity and pretreatment informa...Read more...

Dmitry Arkhangelsky (Center for Monetary & Financial Studies (CEMFI)), joint with David Hirshberg

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

Thursday 23 November 2023 14:00 - 15:30

Existence of a Competitive Equilibrium with Substitutes, with Applications to Matching and Discrete Choice Models

We propose new results for the existence and uniqueness of a general nonparametric and nonseparable competitive equilibrium with substitutes. These results ensure the invertibility of a general competitive system. The ex...Read more...

Alfred Galichon (New York University), joint with Eugene Choo, Charles Liang and Simon Weber

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

Thursday 16 November 2023 14:00 - 15:30

Semidiscrete optimal transport maps: stability, limit theorems, and asymptotic efficiency

We study statistical inference for the optimal transport (OT) map (also known as the Brenier map) from a known absolutely continuous reference distribution onto an unknown finitely discrete target distribution. We derive...Read more...

Kengo Kato (Cornell University)

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

Friday 03 November 2023 14:00 - 15:30

TBC

TBC...Read more...

Xiahong Chen (Yale University)

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

Wednesday 01 November 2023 14:00 - 15:30

Testing for identification in potentially misspecified linear GMM

Work in Progress. No paper to distribute yet....Read more...

Frank Kleibergen (University of Amsterdam), joint with Zhaoguo Zhan

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

Thursday 08 June 2023 14:00 - 15:30

TBC

TBC...Read more...

Ao Wang (University of Warwick)

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 01 June 2023 14:00 - 15:30

Focused Information Criterion for Propensity Score Matching Estimators

This paper studies the model selection problem for propensity score matching estimators of the average treatment effect (ATE) and the average treatment effect on the treated (ATET). I derive the large-sample distribution...Read more...

Yoshiyasu Rai (University of Mannheim)

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 11 May 2023 14:00 - 15:30

Shrinkage estimation of fixed effects with matched data

This paper develops an empirical Bayes estimator for a panel data model with two-way fixed effects, with a focus on matched data with limited mobility. The hyperparameters that control the variance (degree of shrinkage)...Read more...

Xu Cheng (University of Pennsylvania), joint with Shenge Chao Ho and Frank Schorfheide (University of Pennsylvania)

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 March 2023 14:00 - 15:30

What Information Theory Brings to Modelling and Inference with Complex Data

The available information is usually too complex, insufficient and imperfect to deliver a unique solution for most economic modelling and inference problems. Information Theory within a constrained optimization setup pro...Read more...

Amos Golan (American 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

Thursday 16 March 2023 14:00 - 15:30

Estimating Matching Games with Profit and Price Data

Empirical methods for transferable-utility matching games have previously been developed using the key outcome of the matches formed in equilibrium. We explore identification and estimation of match production functions ...Read more...

Jeremy Fox (Rice University), joint with Amir Kazempour (Rice University) and Xun Tang (Rice 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

Thursday 09 March 2023 14:00 - 15:30

Contamination Bias in Linear Regressions

We study regressions with multiple treatments and a set of controls that is flexible enough to purge omitted variable bias. We show these regressions generally fail to estimate convex averages of heterogeneous treatment ...Read more...

Michal Kolesár (Princeton University), joint with Paul Goldsmith-Pinkham (Yale) and Peter Hull (Brown)

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 02 March 2023 14:00 - 15:30

Uniform and distribution-free inference with general autoregressive processes

A unified theory of estimation and inference is developed for an autoregressive process with root in (-∞, ∞) that includes the stable, unstable, explosive and all intermediate regions. The discontinuity of th...Read more...

Katerina Petrova (Pompeu Fabra 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

Thursday 08 December 2022 14:00 - 15:30

Peer Effects in Random Consideration Sets

We develop a dynamic model of discrete choice that incorporates peer effects into random consideration sets. We characterize the equilibrium behavior and study the empirical content of the model. In our setup, changes in...Read more...

Nail Kashaev (Western Ontario), joint with Natalia Lazzati

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 01 December 2022 14:00 - 15:30

Noisy, Non-Smooth, Non-Convex Estimation of Moment Condition Models

A practical challenge for structural estimations is the requirement to minimize a sample objective function which is often non-smooth, non-convex, or both. This paper proposes a simple algorithm designed to find accurate...Read more...

Jean-Jacques Forneron (Boston 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

Thursday 24 November 2022 14:00 - 15:30

Relaxing Strict Exogeneity in Nonlinear Panel Data Models

We study nonlinear panel data models under the assumption that covariates are predetermined. Relaxing strict exogeneity is important in many applications. Our characterization yields novel moment conditions on parameters...Read more...

Stephane Bonhomme (University of Chicago), joint with Bryan Graham and Kevin Dano

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 17 November 2022 14:00 - 15:30

Specification Testing for Conditional Moment Restrictions Under Local Identification Failure

In this paper, we study the asymptotic behaviour of the specification in conditional moment restrictions model under first-order local identification failure with dependent data. More specifically, we obtain conditions u...Read more...

Nikolay Gospodinov (Federal Reserve Bank of Atlanta), joint with Prosper Dovonon

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

Thursday 10 November 2022 14:00 - 15:30

Identification and Estimation of Network Models with Nonparametric Unobserved Heterogeneity

Homophily based on observables is widespread in networks. Therefore, homophily based on unobservables (fixed effects) is also likely to be an important determinant of the interaction outcomes. Failing to properly account...Read more...

Andrei Zeleneev (University College London)

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 03 November 2022 14:00 - 15:30

Simulated Maximum Likelihood Estimation of Large Games using Scenarios

This paper introduces a new simulation algorithm for evaluating the log-likelihood and score functions associated with a class of supermodular complete information discrete games. The algorithm allows for payoff function...Read more...

Bryan Graham (University of California, Berkeley and New York University), joint with Andrin Pelican

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 16 June 2022 14:00 - 15:30

How Biased are Observational Methods in Practice? Accumulating Evidence Using Randomised Controlled Trials with Imperfect Compliance

Jasmin Fliegner (University of Manchester), joint with David Rhys Bernard, Gharad Bryan, Sylvain Chabé-Ferret, Jon de Quidt and Roland Rathelot

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 26 May 2022 14:00 - 15:30

Bagged value-at-risk forecast combination

Recent developments in financial econometrics literature on joint scoring functions for Value-at-Risk and Expected Shortfall allowed for consistent implementation of statistical tests based on the Model Confidence Set (M...Read more...

Ekaterina Kazak (University of Manchester)

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 19 May 2022 14:00 - 15:30

On Local Projection Based Inference

This Montiel Olea and Plagborg-Møller (2021) recently propose robust confidence intervals for impulse responses based on the lag-augmented local projection regression, under the full mean independence assumption on the s...Read more...

Keli Xu (Indiana 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

Thursday 12 May 2022 14:00 - 15:30

Robust Estimation and Inference in Panels with Interactive Fixed Effects

Tim Armstrong (University of Southern California), joint with Martin Weidner, and Andrei Zeleneev

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 31 March 2022 14:00 - 15:30

Slow Movers in Panel Data

This Panel data often contain stayers (units with no within-variations) and slow movers (units with little within-variations). In the presence of many slow movers, conventional econometric methods can fail to work. We pr...Read more...

Takuya Ura (University of California at Davis), joint with Yuya Sasaki

ONLINE

Thursday 17 March 2022 14:00 - 15:30

Moment Conditions for Dynamic Panel Logit Models with Fixed Effects

This paper builds on Bonhomme (2012) to develop a method to systematically construct moment conditions for dynamic panel data logit models with fixed effects. After introducing the moment conditions obtained in this way,...Read more...

Many real-life settings of individual choice involve social interactions, causing targeted policies to have spillover effects. This paper develops novel empirical tools for analyzing demand and welfare effects of policy ...Read more...

Shin Kanaya (University of Essex), joint with Debopam Bhattacharya and Pascaline Dupas

ONLINE

Thursday 18 November 2021 14:00 - 15:30

Bent Nielsen (University of Oxford)

ONLINE

STICERD Econometrics Seminar Series

Past STICERD Econometrics Seminar Series

Testing Inequalities Linear in Nuisance Parameters

Inference in Regression Discontinuity Designs under Monotonicity

Testing Mechanisms

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

Adapting to Misspecification

Least Trimmed Square: Nuisance Parameter Free Asymptotics

Minimizing quasiconvex objective functions

Estimating Social Network Models with Link Misclassification

Inference on derivatives of high dimensional regression function with deep neural network (NN)

A Robust Test for Weak Instruments with Multiple Endogenous Regressors

Dynamic Quantile Panel Data Models with Interactive E ects

Large-Sample Properties of the Synthetic Control Method under Selection on Unobservables

Existence of a Competitive Equilibrium with Substitutes, with Applications to Matching and Discrete Choice Models

Semidiscrete optimal transport maps: stability, limit theorems, and asymptotic efficiency

TBC

Testing for identification in potentially misspecified linear GMM

TBC

Focused Information Criterion for Propensity Score Matching Estimators

Shrinkage estimation of fixed effects with matched data

What Information Theory Brings to Modelling and Inference with Complex Data

Estimating Matching Games with Profit and Price Data

Contamination Bias in Linear Regressions

Uniform and distribution-free inference with general autoregressive processes

Peer Effects in Random Consideration Sets

Noisy, Non-Smooth, Non-Convex Estimation of Moment Condition Models

Relaxing Strict Exogeneity in Nonlinear Panel Data Models

Specification Testing for Conditional Moment Restrictions Under Local Identification Failure

Identification and Estimation of Network Models with Nonparametric Unobserved Heterogeneity

Simulated Maximum Likelihood Estimation of Large Games using Scenarios

How Biased are Observational Methods in Practice? Accumulating Evidence Using Randomised Controlled Trials with Imperfect Compliance

Bagged value-at-risk forecast combination

On Local Projection Based Inference

Robust Estimation and Inference in Panels with Interactive Fixed Effects

Slow Movers in Panel Data

Moment Conditions for Dynamic Panel Logit Models with Fixed Effects

High Dimensional Forecast Combinations Under Latent Structures

TBC

Inference in Regression Discontinuity Designs with High-Dimensional Covariates

Standard Errors for Two-Way Clustering with Serially Correlated Time Effects

Optimal Dynamic Treatment Regimes and Partial Welfare Ordering

Demand and Welfare Analysis in Discrete Choice Models with Social Interactions

Demand and Welfare Analysis in Discrete Choice Models with Social Interactions

Universal Prediction Band, Semi-Definite Programming and Variance Interpolation

CANCELLED

Adaptive, rate-optimal testing in instrumental variables models

CANCELLED

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

Automatic debiased machine learning of causal and structural effects

TBC

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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

Dynamic Quantile Panel Data Models with Interactive Eects

Statistical Non-Signiﬁcance in Empirical Economics