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.

Spring 2015


Date Topic Speaker, Institution
April 2 TBD Edo Airoldi, Harvard University
April 9 "On completeness and consistency in nonparametric instrumental variable models" Joachim Freyberger, University of Wisconsin - Madison
April 16 TBD Jeff Wu, Georgia Institute of Technology
April 23 TBD Andrew Chesher, University College London
April 30 “Tales of Shifting Tails” Torben Andersen, Northwestern University Kellogg School of Management
May 7 TBD Ed George, University of Pennsylvania Wharton School
May 14 "Convex Banding of the Covariance Matrix" Jacob Bien, Cornell University
May 21 TBD Oliver Scaillet, University of Geneva
May 28 TBD 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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