• Type: Seminar Series
• Timing: Fridays 2:15pm - 3:30pm, MT, Weeks 1-8
• Organising department: Department of Economics

Friday 13 October 2017

• 14:15 - Identification and estimation of dynamic factor models
  Joerg Breitung (University of Cologne)

Friday 20 October 2017

• 14:15 - Power in High-Dimensional Testing Problems
  Anders Kock (University of Oxford)

Friday 27 October 2017

• 14:15 - Identification and Estimation of a Social Interaction Model using Network Data
  Eric Auerbach (Northwestern University)

Friday 3 November 2017

• 14:15 - Efficient Inference in Non-Gaussian Structural VARs
  Jonathan Wright (Johns Hopkins University)

Friday 24 November 2017

• 14:15 - Beset with cares at nightfall — Incorporating overnight futures data in daytime stock volatility forecasting
  Giorgio Mirone (University of Århus)

Friday 1 December 2017

• 14:15 - Bootstrap Inference Under Random Distributional Limits
  Giuseppe Cavaliere (University of Bologna)

Friday 19 January 2018

• 14:15 - Testing in GARCH Models with Exogenous Covariates
  Anders Rahbek (University of Copenhagen)

Friday 9 February 2018

• 14:15 - Nonparametric Identification of First-Price Auction with Unobserved Competition: A Density Discontinuity Framework
  Emmanuel Guerre (Queen Mary University of London)

Friday 16 February 2018

• 14:15 - Equality-Minded Treatment Choice
  Alex Tetenov (University of Bristol)

Friday 23 February 2018

• 14:15 - Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty
  Nikolaus Hautsch (University of Vienna)

Friday 2 March 2018

• 14:15 - Set Estimation of an Unknown Error Rate using Random Revealed Preferences
  Aluma Dembo (University of Oxford)

Friday 9 March 2018

• 14:15 - Statistical Model Checks When Data Are Subject To Errors In Variables
  Winfried Stute (University of Giessen)

Friday 27 April 2018

• 14:15 - Identification of possibly nonfundamental VARMA models using higher order moments
  Carlos Velasco (Carlos III University of Madrid )

Friday 4 May 2018

• 14:15 - Measurement Error without Exclusion: the Returns to College Selectivity and Characteristics
  Karim Chalak (University of Virginia)

Friday 11 May 2018

• 14:15 - Jackknife, small bandwidth and high-dimensional asymptotics
  Taisuke Otsu (London School of Economics and Political Science)

Friday 18 May 2018

• 14:15 - Distributions of quadratic functionals of the fractional Brownian motion based on a martingale approximation
  Katsuto Tanaka (Gakushuin University)

Friday 25 May 2018

• 14:15 - Resurrecting weighted Least Squares
  Michael Wolf (Zürich)

Friday 1 June 2018

• 14:15 - On useful implications of super exogeneity for small-sample inferences in cointegrated vector autoregression
  Takamitsu Kurita (Fukuoka University)

Friday 8 June 2018

• 14:15 - Uniformly Valid Confidence Intervals Post-Model-Selection
  David Preinerstorfer (Université libre de Bruxelles )

Friday 15 June 2018

• 14:15 - Aging and Heterogeneity in the Analysis of Mortality
  Gerard van den Berg (Bristol)

Friday 19 October 2018

• 14:15 - Nuclear Norm Regularized Estimation of Panel Regression Models
  Martin Weidner (UCL)

Friday 2 November 2018

• 14:15 - Similar Tests for Mediation and other Hypotheses with Singularities
  Kees Jan van Garderen (University of Amsterdam)

Friday 16 November 2018

• 14:15 - Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK
  Ivan Fernandez Val (Boston University)

Friday 30 November 2018

• 14:15 - Aging and Heterogeneity in the Analysis of Mortality
  Gerard van den Berg (University of Bristol)

Friday 18 January 2019

• 14:15 - Bayesian Indirect Inference and the ABC of GMM
  Dennis Kristensen (UCL)

Friday 15 February 2019

• 14:15 - Dynamic Factor Scenario Analysis
  Siem Jan Koopman (Free University of Amsterdam)

Friday 1 March 2019

• 14:15 - Testing for the Presence of Measurement Error
  Daniel Wilhelm (UCL)

Friday 8 March 2019

• 14:15 - Weak Instruments Test in Discrete Choice Models
  Eric Renault (University of Warwick)

Friday 17 May 2019

• 14:15 - Inference based on Kotlarski's Identity
  Yuya Sasaki (Vanderbilt University)

Friday 24 May 2019

• 14:15 - A Pearson's Independence Test for Conditional Distribution Model Checking
  Miguel A. Delgado (Universidad Carlos III de Madrid)

Friday 31 May 2019

• 11:00 - Varieties of Cycles: Analysis and Use
  Adrian Pagan (The University of Sydney)
• 14:15 - Evaluating Ex Ante Counterfactual Predictions Using Ex Post Causal Inference
  Michael Gechter (Penn State University)

Friday 7 June 2019

• 14:15 - Novel Approaches to Coherency Conditions in Dynamic LDV Models: Quantifying Financing Constraints and a Firm's Decision and Ability to Innovate
  Vassilis Hajivassiliou (London School of Economics and Political Science)

Friday 14 June 2019

• 14:15 - A New Parametrization of Correlation Matrices
  Peter Hansen (University of North Carolina at Chapel Hill)

Friday 18 October 2019

• 14:15 - Estimation of a break point in group membership structure
  Ryo Okui (Seoul National University)

Friday 25 October 2019

• 14:15 - Gaussian Transformations, Recursive Learning, and the Maximum Likelihood Estimation of Conditional Distribution Functions (joint with Sami Stouli, Bristol)
  Richard Spady (Nuffield College)

Friday 22 November 2019

• 14:15 - Title TBC
  Guillaume Chevillon (ESSEC Business School )

Friday 29 November 2019

• 14:15 - Conterfactual analysis with artificial controls: inference, high dimensions and nonstationarity
  Marcelo Medeiros (Pontifical Catholic University of Rio de Janeiro)

Friday 6 December 2019

• 14:15 - Multivariate latent-variable models for panel data
  Albert Satorra (Pompeu Fabra University)

Friday 31 January 2020

• 14:15 - Testing for Episodic Predictability in Stock Returns
  Rob Taylor (University of Essex)

Friday 28 February 2020

• 14:15 - Issues of Nonstandard Inference in Measurement Error Models (joint with Andrei Zeleneev)
  kirill evdokimov (Pompeu Fabra, Barcelona)

Friday 6 March 2020

• 14:15 - Causal Inference in Case-Control Studies (joint with Sung Jae Jun, Penn State)
  Simon Lee (Columbia University)

Friday 15 May 2020

• 14:15 - Prediction when fitting simple models to high-dimensional data
  This seminar will take place on Zoom
  Hannes Leeb (University of Vienna)

Friday 29 May 2020

• 14:15 - Manipulation-Proof Machine Learning
  This seminar will take place on Zoom
  Daniel Björkegren (Brown University)

Friday 5 June 2020

• 14:15 - Local Projection Inference is Simpler and More Robust Than You Think
  This seminar will take place on Zoom
  Mikkel Plagborg-Moller (Princeton University)

Friday 19 June 2020

• 14:15 - The transmission of financial shocks and economic dynamics: An endogenous regime switching approach
  This seminar will take place on Zoom
  Kirstin Hubrich (Federal Reserve Board), Daniel Waggoner (Federal Reserve Bank of Atlanta)

Friday 20 November 2020

• 18:00 - Average Density Estimators: Efficiency and Bootstrap Consistency
  Michael Jansson (UC Berkeley)

Friday 26 February 2021

• 14:15 - Inference with Many Weak Instruments (Joint with Liyang Sun)
  Anna Mikusheva (Massachusetts Institute of Technology)

Friday 5 March 2021

• 14:15 - The Inflation Rate Disconnect Puzzle: On the International Component of Trend Inflation and the Flattening of the Phillips Curve (Joint with Guido Ascari)
  Lucca Fosso (University of Pavia)

Friday 12 March 2021

• 14:15 - Inferring Treatment Effects After Testing Instrument Strength in Linear Models Using Selective Inference
  Hyunseung Khan (University of Wisconsin)

Friday 30 April 2021

• 14:15 - An optimal test for strategic interaction in social and economic network formation between heterogeneous agents (Joint with Andrin Pelican)
  Bryan Graham (UC Berkeley)

Friday 7 May 2021

• 15:15 - The Local Approach to Network Interference (Joint with Max Tabord-Meehan)
  Eric Auerbach (Northwestern University)

Friday 14 May 2021

• 14:15 - Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models
  Xu Cheng (University of Pennsylvania)

Friday 15 October 2021

• 14:15 - Melissa Dell: Deep Learning Methods for Curating Data at Scale
  Melissa Dell (Harvard University)

Friday 22 October 2021

• 14:15 - Nicolò Cesa-Bianchi: Bandits, auctions, and pricing
  Nicola Cesa-Bianchi (Università degli Studi di Milano)

Friday 5 November 2021

• 14:15 - Claudia Noack: Flexible Covariate Adjustments in Regression Discontinuity Designs (with Tomasz Olma and Christoph Rothe)
  Claudia Noack (University of Oxford)

Friday 12 November 2021

• 14:15 - Andrei Zeelenev: Identification and Estimation of Network Models with Nonparametric Unobserved Heterogeneity
  Andrei Zeelenev (University College London)

Friday 26 November 2021

• 14:15 - Christophe Gaillac: Partially Linear Models under Data Combination (with Xavier D'Haultfoeuille and Arnaud Maurel)
  Christophe Gaillac (University of Oxford)

Friday 3 December 2021

• 14:15 - Pentti Saikkonen: Subgeometrically ergodic autoregressions (with Mika Meitz)
  Pentti Saikkonen (University of Helsinki)

Friday 4 February 2022

• 14:15 - Identification and Estimation of Average Marginal Effects in Fixed Effects Logit Models
  Louise Laage (Georgetown University)

Friday 11 February 2022

• 14:15 - Bounds on Average Effects in Discrete Choice Panel Data Models
  Cavit Pakel (Bilkent University)

Friday 18 February 2022

• 14:15 - When is TSLS Actually LATE?
  Alex Torgovitsky (University of Chicago)

Friday 4 March 2022

• 14:15 - Sensitivity Analysis with Endogenous Controls
  Matt Masten (Duke University)

Friday 11 March 2022

• 14:15 - Demand and Welfare Analysis in Discrete Choice Models with Social Interactions
  Debopam Bhattacharya (University of Cambridge)

Friday 29 April 2022

• 14:15 - Optimal Treatment Assignment Rules on Networked Populations.
  Abhishek Ananth (University of Geneva)

Friday 6 May 2022

• 14:15 - Metropolis-Hastings via Classification
  Tetsuya Kaji (Chicago Booth)

Friday 20 May 2022

• 14:15 - Bias-Aware Inference in Regularized Regression Models (with Michal Kolesár and Soonwoo Kwon)
  Tim Armstrong (University of Southern California)
• 16:00 - Double Debiased Machine Learning Nonparametric Inference with Continuous Treatments.
  Ying-Ying Lee (University of California Irvine)

Friday 27 May 2022

• 14:15 - Identification and Estimation of Average Partial Effects in Semiparametric Binary Response Panel Models
  Laura Liu (Indiana University)

Friday 17 June 2022

• 14:15 - Uniform and distribution-free inference with general autoregressive processes
  The Econometrics seminar will receive two visitors in Week 8. Tassos Magdalinos and Ioannis Kasparis will each speak for 45 minutes. Please arrive for the seminar at 14:15 to see both presentations. The entire seminar will be finished by 16:00
  Tassos Magdalinos (University of Southampton)
• 14:15 - Semi-/Non-parametric Methods for Regressions with Nonstationary Heavy Tailed data.
  The Econometrics seminar will receive two visitors in Week 8. Tassos Magdalinos and Ioannis Kasparis will each speak for 45 minutes. Please arrive for the seminar at 14:15 to see both presentations. The entire seminar will be finished by 16:00
  Ioannis Kasparis (University of Cyprus)

Friday 14 October 2022

• 14:15 - Heterogeneous coefficients, discrete instruments, and identification of treatment effects
  Sami Stouli (University of Bristol)

Friday 21 October 2022

• 14:15 - Multidimensional Interactive Fixed-Effects
  Hugo Freeman (University College London)
• 14:15 - Policy Learning Under Ambiguity
  Riccardo D'Adamo (University College London)

Friday 28 October 2022

• 14:15 - Structural Deep Learning in Financial Asset Pricing
  Jianqing Fan (Princeton University)

Friday 4 November 2022

• 14:15 - Estimating Large Games by Simulating Scenarios (with Andrin Pelican)
  Bryan Graham (UB Berkeley)

Tuesday 8 November 2022

• 13:00 - Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes
  Ivan Fernandez-Val (Boston University)

Friday 11 November 2022

• 14:15 - Title TBC
  Xiyu Jiao (University of Oxford)

Friday 18 November 2022

• 14:15 - Relaxing Strict Exogeneity in Nonlinear Panel Data Models
  Stephane Bonhomme (University of Chicago)

Friday 25 November 2022

• 14:15 - Common volatility shocks in the global carbon transition
  Susana Campos-Martins (University of Oxford)

Friday 2 December 2022

• 14:15 - Determination of Pareto exponents in economic models driven by Markov multiplicative processes/ Wealth distribution and optimal taxation with idiosyncratic investment risk
  Brendan Beare (University of Sydney)

Friday 10 February 2023

• 14:15 - Bootstrap inference for fixed effect models
  Ayden Higgins (University of Oxford)

Friday 17 February 2023

• 14:15 - Dynamic Identification Using System Projections and Instrumental Variables
  Daniel Lewis (University College London)

Friday 24 February 2023

• 14:15 - On Quantile Treatment Effects, Rank Similarity, and the Variation of Instrumental Variables
  Sukjin Han (University of Bristol)

Friday 3 March 2023

• 14:15 - Exploiting neighborhood interference with low order interactions under unit randomized design
  Christina Yu (Cornell University)

Friday 10 March 2023

• 14:15 - Title TBC
  Romuald Méango (University of Oxford)

Tuesday 25 April 2023

• 13:00 - Finite-State Markov-Chain Approximations: A Hidden Markov Approach
  Eva Janssens (Federal Reserve Board)

Friday 28 April 2023

• 14:15 - Diagnosing and mitigating bias in networks
  Status: This talk has been cancelled
  Ana-Andrea Stoica (Columbia)

Friday 5 May 2023

• 14:15 - A partially time varying regression model
  Liudas Giraitis (Queen Mary University London)

Friday 12 May 2023

• 14:15 - Bootstrap Inference in the Presence of Bias
  Giuseppe Cavaliere (University of Bologna)

Tuesday 23 May 2023

• 13:00 - Automatic Debiased Machine Learning via Neural Nets
  Whitney Newey (MIT)

Friday 26 May 2023

• 14:15 - Valid Heteroskedasticity Robust Testing
  Benedikt Poetscher (University of Vienna)

Friday 2 June 2023

• 14:15 - Self-tuned adaptive robust estimators
  This talk will be held online. Please join Zoom Meeting https://zoom.us/j/93054414699?pwd=NEFiL2ZNc0t5N3ZIUTE2VEh5OXhZUT09
  Qiang Sun (University of Toronto)

Friday 9 June 2023

• 14:15 - Title TBC
  Status: This talk has been cancelled
  Rachael Meager (London School of Economics)

Friday 16 June 2023

• 14:15 - Regression Sensitivity Analysis
  Alex Poirier (Georgetown University)

Thursday 28 September 2023

• 14:15 - Can We Recover Stars in Macoeconomics?
  Adrian Pagan (The University of Sydney)

Friday 13 October 2023

• 14:15 - Finitely Heterogeneous Treatment Effect in Event-study
  Myungkou Shin (University of Oxford)

Friday 20 October 2023

• 14:15 - Posterior Effects in Linear Random Coefficients Models
  Christophe Gaillac (University of Oxford)

Friday 27 October 2023

• 14:15 - Instrumental Variables for Dynamic Spatial Models with Interactive Fixed Effects
  Ayden Higgins (University of Oxford)

Friday 3 November 2023

• 14:15 - Optimal Decision Rules when Payoffs are Partially Identified
  Timothy Christensen (University College London)

Friday 10 November 2023

• 14:15 - Identification and (Fast) Estimation of Large Nonlinear Panel Models with Two-Way Fixed Effects
  Martin Mugnier (University of Oxford)

Friday 17 November 2023

• 14:15 - Inference on nonstationarity and common stochastic trends in high-dimensional or functional time series
  Morten Nielsen (Aarhus University)

Friday 24 November 2023

• 14:15 - Locally Robust Inference for Non-Gaussian SVAR models
  Lukas Hoesch (VU Amsterdam)

Friday 1 December 2023

• 14:15 - Balancing Unobservables: Large-Sample Properties of the Synthetic Control Algorithm
  Dmitry Arkhangelsky (CEMFI)

Friday 9 February 2024

• 14:15 - Estimation and inference on stochastic trends in large dimensional systems" (M. Franchi, I. Georgiev, P. Paruolo)
  Massimo Franchi (Sapienza Università di Roma)

Friday 16 February 2024

• 14:15 - Two Classes of Skew-Elliptical Copulas
  Ye Lu (University of Sydney)

Friday 1 March 2024

• 14:15 - Social Networks with Misclassified Links
  Xun Tang (Rice University)

Friday 8 March 2024

• 14:15 - Optimal tests following sequential experiments
  Karun Adusumilli (University of Pennsylvania)

Friday 26 April 2024

• 14:15 - Minimizing Quasiconvex Objective Functions
  Neslihan Sakarya (University of Essex)

Friday 3 May 2024

• 14:15 - On the Inconsistency of Cluster-Robust Inference and How Subsampling Can Fix It
  Yuya Sasaki (Vanderbilt University)

Friday 10 May 2024

• 11:00 - Title TBC
  Status: This talk has been cancelled
  Helmut Farbmacher (University of Munich)

Friday 17 May 2024

• 14:15 - Regression Adjustment with Many Covariates
  Taisuke Otsu (London School of Economics and Political Science)

Friday 31 May 2024

• 14:15 - Efficient Estimation with Non-Random Exposure to Exogenous Shocks
  Peter Hull (Brown University)

Friday 7 June 2024

• 14:15 - Testing Inequalities Linear in Nuisance Parameters
  Xiaoxia Shi (University of Wisconsin-Madison)

Friday 14 June 2024

• 14:15 - Adversarially Robust Learning: Identification, Estimation, and Uncertainty Quantification
  Zijian Guo (Rutgers University)

Friday 18 October 2024

• 14:15 - Title TBC
  Status: This talk is in preparation - details may change
  TBA

Friday 25 October 2024

• 14:15 - Title TBC
  Status: This talk is in preparation - details may change
  TBA

Friday 1 November 2024

• 14:15 - Perceived Shocks and Impulse Responses
  Raffaella Giacomini (University College London)

Friday 8 November 2024

• 14:15 - Revisiting the Many Instruments Problem using Random Matrix Theory
  Helmut Farbmacher (University of Munich)

Friday 15 November 2024

• 14:15 - New Results on Minimax Regret Treatment Rules in Finite Samples
  Patrik Guggenberger (Penn State University)

Friday 22 November 2024

• 14:15 - Title TBC
  Katerina Petrova (Federal Reserve Bank of New York)

Friday 24 January 2025

• 14:15 - New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings
  Status: This talk has been cancelled
  Ovidijus Stauskas (BI Norwegian Business School)

Friday 31 January 2025

• 14:15 - Dynamic Autoregressive Liquidity (DArLIQ) and Dynamic Event Studies
  Oliver Linton (University of Cambridge)

Friday 7 February 2025

• 14:15 - Causal Representation Learning with Generative Artificial Intelligence: Application to Images and Texts as Treatments
  Kosuke Imai (Harvard University)

Friday 14 February 2025

• 14:15 - Title TBC
  Status: This talk has been cancelled
  Ashia Wilson (Massachusetts Institute of Technology)

Friday 21 February 2025

• 14:15 - Penalised Continuous-Updating GMM Estimators: Shrinking the No-moment Problem
  Dennis Kristensen (University College London)

Friday 7 March 2025

• 14:15 - An Exact t-Test
  Guillaume Pouliot (University of Chicago)

Friday 14 March 2025

• 14:15 - Unknown Group Structures in Econometric Models
  Vadim Marmer (University of British Columbia)

Friday 2 May 2025

• 14:15 - Imputation of counterfactual outcomes when the errors are predictable
  Serena Ng (Columbia University)

Friday 9 May 2025

• 14:15 - Cointegrating Multivariate Polynomial Regression Analysis
  Martin Wagner (University of Klagenfurt)

Friday 16 May 2025

• 14:15 - Average Treatment Effects for Exchangeable Random Arrays
  Michael Jansson (UC Berkeley)

Friday 23 May 2025

• 14:15 - Title TBC
  Frank Schorfheide (University of Pennsylvania)

Friday 6 June 2025

• 14:15 - Title TBC
  TBA

Friday 13 June 2025

• 14:15 - Title TBC
  Josh Angrist (Massachusetts Institute of Technology)

Friday 20 June 2025

• 14:15 - Title TBC
  Meena Jagadeesan (UC Berkeley (Computer Science))