Econometrics and Statistics Workshop


Please contact Amanda Whittington 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.

Autumn 2014

September 25 Jelena Bradic, "Support Recovery Via Weighted Maximum-Contrast Subagging" University of California, San Diego, Department of Mathematics
October 2 Tim Cogley, "Measuring Price-Level Uncertainty and Instability in the U.S., 1850-2012" New York University, Department of Economics
October 9 Andres Santos, “Inference on Directionally Differentiable Functions” University of California, San Diego, Department of Economics
October 16 Eric Renault, "Indirect Inference for Estimating Equations" Brown University, Department of Economics
October 23 Stefano Giglio, "The Price of Variance Risk" The University of Chicago Booth School of Business
October 30 Jim Hamilton, "Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information" University of California, San Diego, Department of Economics
November 6 Isaiah Andrews, "Conditional Inference with a Functional Nuisance Parameter" Harvard University
November 13 Emily Fox, “Scaling Bayesian Inference via Stochastic Gradients” University of Washington, Department of Statistics
November 20 Corwin Zigler, "Posterior-Predictive Treatment Assignments and the Estimation of Causal Effects" Harvard University School of Public Health, Department of Biostatistics
December 4 Ryan Tibshirani,“Adaptive Piecewise Polynomial Estimation via Trending Filtering” Carnegie Mellon University, Department of Statistics




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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