Econometrics and Statistics Workshop


Tracie Johnson( Please contact to be added to the listserv for weekly updates.


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


Harper Center HC3B

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



Spring 2014


Date Topic Speaker, Institution
April 3 Consistent High-Dimensional Bayesian Variable Selection Via Penalized Credible Regions Brian Reich, North Carolina State University
April 17 Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights Robert Engle, NYU Stern School of Business
May 1 Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions Peter Boswijk, University of Amsterdam
May 8 Dynamic Panel Data Models with Cross-Sectional Dependence, Sequential Exogeneity and Time-Varying Individual Effects Guido Kuersteiner, Georgetown University
May 15 Randomization Test under a Weak Convergence Assumption Ivan Canay, Northwestern University
May 22 A Geometric Approach to Weakly Identified Econometric Models Anna Mikusheva, MIT
May 29 Index Models for Functional Data Peter Radchenko, USC Marshall School of Business
June 5 TBA Cynthia Wu, Booth School of Business




Winter 2014


Date Topic Speaker, Institution
January 16 Job Talk: "Robust Inference on Average Treatment Effects with Possibly More Covariates than Observations" Max Farrell, University of Michigan
January 23 Job Talk: Estimating the Long-Run Implications of Dynamic Asset Pricing Models Timothy Christensen, Yale
January 27 Job Talk: "Fast MCMC Sampling for Markov Jump Processes and Extensions" Held in C-25 1:30-3:00 Vinayak Rao, University College London
January 30 Job Talk: "The Power of Potential Outcomes in Experimental Design: From the Neyman-Fisher Controversy to 3D Printing." Supporting Papers: "Inference for Deformation and Interference in 3D Printing" and "Comments on the Neyman-Fisher Controversy and its Consequences." Arman Sabbaghi, Harvard
February 6 Job Talk: "Feature Allocations, Probability Functions, and Paintboxes" Tamara Broderick, University of California - Berkeley
February 13 Job Talk: "Bond Market Exposures to Macroeconomic and Monetary Policy Risks" Dongho Song, University of Pennsylvania
February 20 Global Burden of Chronic Kidney Disease: Estimates and Projections Benjamin Haaland, Duke - NUS


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