Organizer
Lexy Coleman (lexy.coleman@ChicagoBooth.edu)
Schedule
Thursday, 1:20-2:50 p.m.
Location
Harper Center HC3B
When possible, links to the workshop papers are posted to this page.
Spring 2013 |
||
| Date | Topic | Speaker, Institution |
|---|---|---|
| April 4th | "Inference on Impulse Response Functions in Structural VAR Models" | Lutz Kilian, University of Michigan |
| "Improved Likelihood Ratio Tests for Cointegration Rank in the VAR Model" | Peter Boswijk, Universiteit van Amsterdam | |
| April 18th | "The Structure of Risks in Equilibrium Affine Models of Bond Yields" | Ken Singleton, Stanford University |
| April 25th | "Set Inferences and Sensitivity Analysis in Semiparametric Partially Identified Models" | Juan Carlos Escanciano, Indiana University |
| May 2nd | "Robust Forecasting by Regularization" | Dobrislav Dobrev, Federal Reserve Board, University of Chicago - Visiting Professor |
| May 9 | "The Factor Structure in Equity Options" | Peter Christoffersen, University of Toronto |
| May 16 | "Efficient Shrinkage in Parametric Models Abstract" | Bruce Hansen, University of Wisconsin - Madison |
| May 23 | "Robust Nonparametric Inference in the Regression Discontinuity Design" | Matias Cattaneo, University of Michigan | May 30th | TBA | Samuel Malone, Universidad de los Andes |
| June 6th | "Modular priors for partially identified models" (Abstract) | Ioanna Manalopoulou, University College of London |
Winter 2013 |
||
| Date | Topic | Speaker, Institution |
| January 10 | "Using Mixed Integer Programming for Matching in an Observational Study of Kidney Failure After Surgery" "Effect of the 2010 Chilean Earthquake on Posttraumatic Stress: Reducing Unmeasured Bias Through Study Design" |
Jose Zubizarreta, The Wharton School University of Pennsylvania |
| January 17 | "Sliced Inverse Regression with Variable Selection and Interaction Detection" | Bo Jiang, Harvard |
| January 24 | "All you need is LATE" | Clement de Chaisemartin, Paris School of Economics and CREST |
| January 28 | "Bayesian Gaussian Copula Factor Models for Mixed Data" | Jared Murray, Duke University |
| January 31 | "Random Coefficients on Endogenous Variables in Simultaneous Equations Models" | Matthew Masten, Northwestern University |
| February 4 | "Parallel Markov Chain Monte Carlo for Nonparametric Mixture Model" | Sinead Williamson, Carnegie Mellon University |
| February 7 | "Efficient Conditionally Similar-On-The-Boundary Tests" | Jose Montiel Olea, Harvard University |
| February 11 | "Testing Term Structure Models with Differences in Beliefs" | Mladen Kolar, Imperial College, University of Chicago Booth School of Business (Visiting Professor) |
| February 21 | "Semiparametric Bayesian testing in large model spaces" | James Scott, University of Texas, McCombs School of Business |
| February 28 | "Testing Term Structure Models with Differences in Beliefs" | Andrea Buraschi, Imperial College, University of Chicago Booth School of Business (Visiting Professor) |
| March 7 | "Competing Process Hazard Function Models for Player Ratings in Ice Hockey" | Andrew Thomas, Carnegie Mellon University |
Past Workshops