Econometrics and Statistics Workshop

Organizer

Jessica Henderson (jessica.henderson@ChicagoBooth.edu)

Schedule

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

Location

Harper Center HC3B

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

 

 

 

 

Autumn 2013

 

Date Topic Speaker, Institution
 
September 26th David McAllester, Toyota Technological Institute at Chicago
October 2nd (Wednesday) HC 3A Herman van Dijk, Erasmus University Rotterdam
October 3rd Lung Fei Li, Ohio State University
October 10th Mike Chernov, UCLA
October 17th Jim Nason, North Carolina State University
October 24th XY - Basketball Meets Big Data Luke Bornn, Harvard University
October 31st Daniel Wilhelm, University College London
November 7th
Resolution of Policy Uncertainty and Sudden Declines in Volatility; Spot-Convariance Based Estimation with High Frequency Data
Dacheng Xiu, Chicago Booth
November 14th Allan Timmermann, University of California San Diego
November 21st Emily Fox, University of Washington
December 5th Damian Kozbur, Booth School of Business, PhD Candidate

 

 

 

 

Spring 2013

 

Date Topic Speaker, Institution
 
April 4th "Inference on Impulse Response Functions in Structural VAR Models" Lutz Kilian, University of Michigan
April 11thCANCELLED "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 "Timing Foreign Exchange Markets" Samuel Malone, Universidad de los Andes
June 6th "Modular priors for partially identified models" (Abstract) Ioanna Manolopoulou, University College of London
 

Winter 2013

 
Date Topic Speaker, Institution
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
 

Past Workshops

2012

2011

2010

Even More Past Workshops

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