Skip to content Skip to navigation

Econometrics

2017 Fall Quarter
Date Speaker Title Time/Place
October 18, 2017 Ivan Korolev
Stanford University
Consistent Lagrange Multiplier Type Specification Tests for Semiparametric Models
PDF icon Read Paper
3:30pm to 5:00pm

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

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

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

Econ Bldg 139
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
2017 Spring Quarter
Date Speaker Title Time/Place
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
May 10, 2017 Peng Ding
UC Berkeley
Randomization inference for peer effects, with application to the roommate assignment in Peking University
File Read Abstract
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