Econometrics and Statistics Workshop


Lexy Coleman (


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


Harper Center HC3B

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

Autumn 2010

Date Topic Speaker, Institution
September 23 "Geometric Representation of Hypergraphs for Prior Specification and Posterior Sampling", "Bayesian Partial Factor Regression", & "Supervised Dimension Reduction Using Bayesian Mixture Modeling" Sayan Mukherjee, Duke University
September 30 "Maximum Likelihood Estimation of a Multidimensional Log-concave Density" (talk is also based on "Approximation by Log-concave Distributions with Applications to Regression" & "Theoretical Properties of the Log-concave Maximun Likelihood Estimator of a Multidimensional Density" Richard Samworth, University of Cambridge
October 7 "Identification and Estimation of Nonparametrid Panel Data Regressions with Measurement Error" Daniel Wilhelm, Chicago Booth PhD Student
October 14 "Bayesian and Frequentist Inference in Partially-Identified Model: The Case of VARs Identified with Sign Restrictions" based on the two papers "Inference for VARs Identified with Sign Restrictions" and "Bayesian and Frequentist Inference in Partially Identified Models" Frank Schorfheide, University of Pennsylvania
October 28 "Exact Approximations of MCMC Algorithms" Arnaud Doucet, University of British Columbia
November 4 "Bayesian Hierarchical Models for Evaluating Fielding in Baseball" Shane Jensen, University of Pennsylvania
November 11 "Bayesian Multiscale Multiple Imputation with Implications for Data Confidentiality" Scott Holan, University of Missouri
November 17 TBA Philip Yu, University of Hong Kong
November 18 "On the Relative Robustness of the Size of Tests to Local Model Variations" based on the paper "On the Asymptotic Size Distortion of Tests When Instruments Locally Violate the Exogeneity Assumption" Patrik Guggenberger, University of California San Diego
December 2 TBA Andre Lucas, Vrije Universiteit Amsterdam

Spring 2010

Date Topic Speaker, Institution
April 1 "Optimality and Diversifiability of Mean Variance and Arbitrage Pricing Portfolios" M. Hashem Pesaran, University of Cambridge
April 8 "l1-Penalized Quantile Regression in High-Dimensional Sparse Models" and "Post- l1-Penalized Estimators in High-Dimensional Linear Regression Models" Victor Chernozhukov, MIT
April 15 "Matching with Trade-offs: Revealed Preferences over Competing Characteristics" Alfred Galichon, Chicago Booth - visiting from Ecole Polytechnique in Paris
April 21 "A Class of Adaptive Expectation Maximization Algorithms yielding Efficient and Reliable Posterior and Predictive Simulators" (abstract) Herman van Dijk, Erasmus University Rotterdam
April 29 "Functional Differencing" Stéphane Bonhomme, NYU
May 6 "Bayesian Regression Based on Principal Components for High Dimensional Data" Jaeyong Lee, Seoul National University
May 13 "Sequential Experiment Design for Emulator and Predictive Maturity" Brian Williams, Los Alamos National Laboratory
May 20 "An Empirical Model for Strategic Network Formation" Guido Imbens, Harvard University
May 27 "Matching with Error-laden Covariates" Benjamin Williams, University of Chicago Economics Department Student
June 2 "The Realized Laplace Transform of Volatility" Viktor Todorov, Northwestern University

Winter 2010

Date Topic Speaker, Institution
January 14 "Identification and Estimation of a Nonparametric Panel Data Model with Unobserved Heterogeneity" Kirill Evdokimov, Yale University
January 21 "Model Selection Tests for Nonnested Moment Inequality Models" Xiaoxia Shi, Yale University
January 26 "Term Premia and the News" Michael Bauer, University of California, San Diego
January 28 "Shrinkage regression for multivariate inference with missing data, and an application to portfolio balancing" Robert Gramacy, Cambridge University
February 2 TBA Zongming Ma, Stanford University
February 4 "Identification and Estimation of Level-k Auctions"
Ben Gillen, University of California, San Diego
February 11 "Bayesian Analysis in Moment Inequality Models"
Yuan Liao, Northwestern University
February 18 "Nonparametric Bayesian Inference Under Stochastic Order Constraints, with an Application in Epidemiology"
"Modelling Stochastic Order in the Analysis of Receiver Operating Characteristic Data: Bayesian Non-parametric Approaches"
Athanasios Kottas, University of California, Santa Cruz
March 4 "A Bayesian Discovery Procedure" Michele Guindani, University of New Mexico
March 9 "Likelihood Ratio Tests and Singularities" Mathias Drton, University of Chicago, Department of Statistics
March 18 "Bridging Different Eras in Sports: Aging Revisited" Shane Reese, Brigham Young University

Past Workshops

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