Lexy Coleman (lexy.coleman@ChicagoBooth.edu)
Thursday, 1:20-2:50 p.m.
Harper Center HC3B
When possible, links to the workshop papers are posted to this page.
|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|
|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|