Econometrics and Statistics Workshop


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Thursday, 1:20-2:50 p.m.


Harper Center HC3B

When possible, links to the workshop papers are posted to this page.

Autumn 2015


Date Topic Speaker, Institution
September 24 Matias Cattaneo, University of Michigan
October 1
"Scalable Kernel Methods for Big Nonlinear Problems"
Le Song, Machine Learning Group
October 8 David Matteson, Cornell University
October 15
Rina Foygel Barber, University of Chicago
October 29
Alberto Abadie, Havard University
November 5
Eytan Bakshi, Facebook
November 12
Ken West, University of Wisconsin
November 19
Frank DiTraglia, University of Pennsylvania
December 3
Sudipto Banerjee, UCLA

Spring 2015


Date Topic Speaker, Institution
April 2 "Optimal design of experiments in the presence of network interference" Edo Airoldi, Harvard University
April 9 "On completeness and consistency in nonparametric instrumental variable models" Joachim Freyberger, University of Wisconsin - Madison
April 16

"A statistical view of uncertainty quantification: interface between statistics and applied mathematics"

Based on two papers, "Surrogate Modeling of Computer Experiments With Different Mesh Densities" and "Efficient Calibration for Imperfect Computer Models"

Jeff Wu, Georgia Institute of Technology
April 23

"Identification of the Distribution of Valuations in an Incomplete Model of English Auctions", joint work with Adam Rosen


Hosted Jointly with the Department of Economics Econometrics Workshop (*please note the time is 3:30-5pm in Room SHFE 112 at 5757 S University Ave)

Andrew Chesher, University College London
April 30 “Tales of Shifting Tails” Torben Andersen, Northwestern University Kellogg School of Management
May 7 "Fast Bayesian Factor Analysis via Automatic Rotations to Sparsity" Ed George, University of Pennsylvania Wharton School
May 14 "Convex Banding of the Covariance Matrix" Jacob Bien, Cornell University
May 21

"A Diagnostic Criterion for Approximate Factor Structure"

Hosted Jointly with the Stevanovich Center

Olivier Scaillet, University of Geneva
May 28 "An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability" Oliver Linton, University of Cambridge

Winter 2015


Date Topic Speaker, Institution

January 8

Job Talk: "Optimal Inference After Model Selection" William Fithian, Stanford University

January 16

1:15-2:45pm HC3B

Job Talk: "Exact Post-Selection Inference with the Lasso" Jason D. Lee, Stanford University

January 22

Job Talk: "Bayesian GMM" Minchul Shin, University of Pennsylvania

January 29

"Heterogeneous Treatment Effects in Digital Experimentation" Matt Taddy, University of Chicago Booth School of Business
  "Incorporating Global Industrial Classification Standard into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator with High Frequency Data" Dacheng Xiu, University of Chicago Booth School of Business
  "Inference in High-dimensional Probabilistic Graphical Models" Mladen Kolar, University of Chicago Booth School of Business

February 12

Job Talk: "Instrumental Variables Estimation With Some Invalid Instruments and its Application to Mendelian Randomization" Hyunseung Kang, University of Pennsylvania

February 16

Job Talk: "Distributed estimation and inference for sparse regression" Yuekai Sun, Stanford University

February 19

Job Talk: "Statistical Guarantees for the EM algorithm: From population to sample-based analysis" Sivaramon Balakrishnan, UC Berkeley

March 12



Held joint with Stevanovich Center

"Collateral, central bank repos, and systemic arbitrage"

Kjell Nyborg, University of Zurich



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