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Econometrics

2018 Fall Quarter
Date Speaker Title Time/Place
October 17, 2018 Matthew Shum
Caltech
Yogurts Choose Consumers? Estimation of Random Utility Models Via Two-Sided Matching

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3:30pm to 5:00pm

Econ Bldg 139
November 8, 2018 Evan Matthew Munro
GSB
Characterizing Heterogeneity in Discrete Data
12:00pm to 1:00pm

Econ Bldg 225

Past Events

2018 Fall Quarter
Date Speaker Title Time/Place
November 8, 2018 Evan Matthew Munro
GSB
Characterizing Heterogeneity in Discrete Data
12:00pm to 1:00pm

Econ Bldg 225
October 17, 2018 Matthew Shum
Caltech
Yogurts Choose Consumers? Estimation of Random Utility Models Via Two-Sided Matching
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3:30pm to 5:00pm

Econ Bldg 139
Date Speaker Title Time/Place
December 6, 2017 Mingli Chen
University of Warwick (visiting UC Berkeley)
Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management (joint with Alexandre Belloni (Duke) and Victor Chernozhukov (MIT))
3:30pm to 5:00pm

Econ Bldg 139
November 29, 2017 James Stock
Harvard University
The Size-Power Tradeoff in HAR Inferen
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3:30pm to 5:00pm

Econ Bldg 139
November 8, 2017 Frank Schorfheide
University of Pennsylvania
Forecasting with Dynamic Panel Data Models
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3:30pm to 5:00pm

Econ Bldg 139
November 1, 2017 Joachim Freyberger
University of Wisconsin
Inference under shape restrictions
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3:30pm to 5:00pm

Econ Bldg 139
October 18, 2017 Ivan Korolev
Stanford University
Consistent Lagrange Multiplier Type Specification Tests for Semiparametric Models
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3:30pm to 5:00pm

Econ Bldg 139
May 24, 2017 Tim Armstrong
Yale University
Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness
3:30pm to 5:00pm

Econ Bldg 139
May 10, 2017 Peng Ding
UC Berkeley
Randomization inference for peer effects, with application to the roommate assignment in Peking University
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3:30pm to 5:00pm

Econ Bldg 139
April 19, 2017 Stanislav Anatolyev
CERGE-EI (Prague)/New Economic School (Moscow)
Factor Models with Many Assets: Strong Factors, Weak Factors, and the Two-Pass Procedure
1:30pm to 3:00pm

Conference Room A
November 30, 2016 Jessie Li
Stanford University
The Numerical Delta Method and Bootstrap
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3:30pm to 5:00pm

Econ Bldg 139
November 9, 2016 Valentin Verdier
University of North Carolina
Estimation and Inference for Linear Models with Two-Way Unobserved Heterogeneity and Sparsely Matched Data
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3:30pm to 5:00pm

Econ Bldg 139
October 26, 2016 Tong Li
Vanderbilt University
A Partial Identification Subnetwork Approach to Discrete Games in Large Networks: an Application to Quantifying Peer Effects
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3:30pm to 5:00pm

Econ Bldg 139
October 19, 2016 Edward Vytlacil
Yale University
Instrumental Variables, Monotonicity Restrictions, and the Sign of the average Treatment Effect
3:30pm to 5:00pm

Econ Bldg 139
May 18, 2016 Xiaohong Chen
Yale University
MCMC Confidence sets for Identified sets (joint paper with Timothy M. Christensen, Elie Tamer)
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3:30pm to 5:00pm

Econ Bldg 139
May 11, 2016 Timothy Armstrong
Yale University
Optimal Inference in a Class of Regression Models
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3:30pm to 5:00pm

Econ Bldg 139
April 27, 2016 Elena Manresa
MIT
A Distributional Framework for Matched Employer Employee Data (joint with Stephane Bonhomme and Thibaut Lamadon, University of Chicago)
3:30pm to 5:00pm

Econ Bldg 139
March 30, 2016 Esfandiar Maasoumi
Emory University
The Gender Gap Between Earnings Distributions
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3:30pm to 5:00pm

Econ Bldg 139
December 2, 2015 Pietro Tebaldi
Stanford University
Estimating Equilibrium in Health Insurance Exchanges: Price Competition and Subsidy Design Under the ACA
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3:30pm to 5:00pm

Econ Bldg 139
November 18, 2015 John Rust
Georgetown University
Precommitments for Financial Self-Control? Micro Evidence from the 2003 Korean Credit Crisis
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3:30pm to 5:00pm

Econ Bldg 139
November 11, 2015 Stephane Bonhomme
University of Chicago
Approximate Clustering
3:30pm to 5:00pm

139
October 14, 2015 Ivan Canay
Northwestern University
Inference under Covariate-Adaptive Randomization
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3:30pm to 5:00pm

Econ Bldg 139
May 27, 2015 Azeem M. Shaikh
University of Chicago
Randomization Tests under an Approximate Symmetry Assumption
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3:30pm to 4:30pm

Econ 139
May 6, 2015 Timothy Armstrong,
Yale University
Unbiased Instrumental Variables Estimation Under Known Firt-Stage Sign (joint with Isaiah Andres)
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3:30pm to 5:00pm

Econ 139
April 29, 2015 Andres Santos
UCSD
Overidentification in Regular Models
3:30pm to 5:00pm

Econ 139
March 4, 2015 Bernard Salanie,
Columbia University
The Informational Content of Mixed Logit
3:30pm to 5:00pm

Econ 139
February 25, 2015 Ariel Pakes
Harvard University and NBER
Moment Inequalities for Multinomial Choice with Fixed Effects
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3:30pm to 5:00pm

Econ 139
February 4, 2015 Marcelo Moreira
Getulio Vargas Foundation
Inference with Weak Instruments
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3:30pm to 5:00pm

Econ 139
November 19, 2014 Haipeng Xing
Stanford University
Stochastic change-point models and their applications to estimation in econometric and financial time series undergoing possible regime changes. **(Joint workshop with Statistics on Financial and Risk Modeling)**
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3:30pm to 5:00pm

Econ 139
October 29, 2014 Bryan Graham
UC Berkeley
An Empirical Model of Network Formation: Detecting Homophily when Agents are Heterogeneous
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3:30pm to 5:00pm

Econ 139
October 22, 2014 Eric Aldrich
UC Santa Cruz
The Random Walk of High Frequency Trading
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3:30pm to 5:00pm

Econ 139
October 15, 2014 Alfred Gallichon
Sciences Po
Costly Concessions: Estimating the Unintended Consequences of Policy Intervention in Matching Markets (joint with Scott Kominers and Simon Weber)
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3:30pm to 5:00pm

Econ 139
October 8, 2014 Marinho Bertanha,
Stanford University
Regression Discontinuity Design with Many Thresholds
3:30pm to 5:00pm

Econ 139
October 1, 2014 Michael Leung
Stanford University
A Random-Field Approach to Inference in Large Models of Network Formation
3:30pm to 5:00pm

Econ 139