BEGIN:VCALENDAR VERSION:2.0 CALSCALE: GREGORIAN PRODID://The Econometrics Workshop Calendar//cemfi.es// BEGIN:VEVENT ORGANIZER;CN=Dmitry Arkhangelsky:MAILTO:seminars@cemfi.es LOCATION:Online SEQUENCE:0 DTEND:20211026T141500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/lucas_policy.pdf CLASS:CEMFI DTSTART:20211026T130000Z UID:120171@cemfi.es DTSTAMP:20260610T114519 SUMMARY:joint MadMac Online - Christian Wolf: What Can Time-Series Regressions Tell Us About Policy Counterfactuals? DESCRIPTION:Econometrics Workshop:\n"What Can Time-Series Regressions Tell Us Abou t Policy Counterfactuals?"\nby joint MadMac Online - Christian Wolf\, MIT\ncoauthored with Alisdair McKay\nPaper available at: http://www.ce mfi.es/ftp/pdf/papers/Seminar/lucas_policy.pdf CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Dmitry Arkhangelsky:MAILTO:seminars@cemfi.es LOCATION:Online SEQUENCE:0 DTEND:20211116T174500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/ABSTRACT+Economic+Content.p df CLASS:CEMFI DTSTART:20211116T163000Z UID:119999@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Online -Rodrigo Pinto: Examining the Economic Content of Monotonicity Criteria in IV-models with Multiple Choices DESCRIPTION:Econometrics Workshop:\n"Examining the Economic Content of Monotonicit y Criteria in IV-models with Multiple Choices"\nby Online -Rodrigo Pin to\, UCLA\ncoauthored with Moshe Buchinsky\nPaper available at: http:/ /www.cemfi.es/ftp/pdf/papers/Seminar/ABSTRACT+Economic+Content.pdf CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Dmitry Arkhangelsky:MAILTO:seminars@cemfi.es LOCATION:Online SEQUENCE:0 DTEND:20211130T151500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/SSRN-id3684168.pdf CLASS:CEMFI DTSTART:20211130T140000Z UID:119994@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Online - Iavor Bojinov: Design and Analysis of Switchback Experiments DESCRIPTION:Econometrics Workshop:\n"Design and Analysis of Switchback Experiments "\nby Online - Iavor Bojinov\, Harvard Business School\ncoauthored wit h David Simchi-Levi and Jinglong Zhao\nPaper available at: http://www. cemfi.es/ftp/pdf/papers/Seminar/SSRN-id3684168.pdf CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Manuel Arellano:MAILTO:seminars@cemfi.es LOCATION:Room 4 SEQUENCE:0 DTEND:20220310T134500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/2202.04154.pdf CLASS:CEMFI DTSTART:20220310T123000Z UID:125497@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Onsite - Iván Fernández-Val: Dynamic Heterogeneous Distribution Regres sion Panel Models\, with an Application to Labor Income Processes DESCRIPTION:Econometrics Workshop:\n"Dynamic Heterogeneous Distribution Regression Panel Models\, with an Application to Labor Income Processes"\nby Ons ite - Iván Fernández-Val\, Boston University\ncoauthored with Wayne Yu an Gao\, Yuan Liao and Francis Vella\nPaper available at: http://www.c emfi.es/ftp/pdf/papers/Seminar/2202.04154.pdf CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Dante Amengual:MAILTO:seminars@cemfi.es LOCATION:Room 4 SEQUENCE:0 DTEND:20220322T134500Z CLASS:CEMFI DTSTART:20220322T123000Z UID:124721@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Onsite - Katerina Petrova: Uniform and Distribution-free Inference wit h General Autoregressive Processes DESCRIPTION:Econometrics Workshop:\n"Uniform and Distribution-free Inference with General Autoregressive Processes"\nby Onsite - Katerina Petrova\, UPF CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Dante Amengual:MAILTO:seminars@cemfi.es LOCATION:Room 4 SEQUENCE:0 DTEND:20220422T124500Z CLASS:CEMFI DTSTART:20220422T113000Z UID:134360@cemfi.es DTSTAMP:20260610T114519 SUMMARY:joint MadMac Lucciano Villacorta: Production\, Investment and Wealth D ynamics under Financial Frictions: An Empirical Investigation of the S elf-financing Channel DESCRIPTION:Econometrics Workshop:\n"Production\, Investment and Wealth Dynamics u nder Financial Frictions: An Empirical Investigation of the Self-finan cing Channel"\nby joint MadMac Lucciano Villacorta\, Banco Central de Chile\ncoauthored with Alvaro Aguirre and Matias Tapia CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Dmitry Arkhangelsky:MAILTO:seminars@cemfi.es LOCATION:Room 3 SEQUENCE:0 DTEND:20220919T124500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/2004.09458.pdf CLASS:CEMFI DTSTART:20220919T113000Z UID:137586@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Stefan Wager: Noise-Induced Randomization in Regression Discontinuity Designs DESCRIPTION:Econometrics Workshop:\n"Noise-Induced Randomization in Regression Dis continuity Designs"\nby Stefan Wager\, Stanford University\ncoauthored with Dean Eckles\, Nikolaos Ignatiadis and Han Wu\nPaper available at : http://www.cemfi.es/ftp/pdf/papers/Seminar/2004.09458.pdf CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Dmitry Arkhangelsky:MAILTO:seminars@cemfi.es LOCATION:Room 3 SEQUENCE:0 DTEND:20221011T124500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/gmm_inadmissibility.pdf CLASS:CEMFI DTSTART:20221011T113000Z UID:135783@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Isaiah Smith Andrews: GMM is Inadmissible Under Weak Identification DESCRIPTION:Econometrics Workshop:\n"GMM is Inadmissible Under Weak Identification "\nby Isaiah Smith Andrews\, Harvard University\ncoauthored with Anna Mikusheva\nPaper available at: http://www.cemfi.es/ftp/pdf/papers/Semi nar/gmm_inadmissibility.pdf CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Dmitry Arkhangelsky:MAILTO:seminars@cemfi.es LOCATION:Room 3 SEQUENCE:0 DTEND:20221021T124500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/Cattaneo-Crump-Farrell-Feng _2022_Binscatter.pdf CLASS:CEMFI DTSTART:20221021T113000Z UID:135793@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Matias D. Cattaneo: On Binscatter DESCRIPTION:Econometrics Workshop:\n"On Binscatter"\nby Matias D. Cattaneo\, Princ eton University\ncoauthored with Richard K. Crump\, Max H. Farrell and Yingjie Feng\nPaper available at: http://www.cemfi.es/ftp/pdf/papers/ Seminar/Cattaneo-Crump-Farrell-Feng_2022_Binscatter.pdf CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Dante Amengual:MAILTO:seminars@cemfi.es LOCATION:Room M3 SEQUENCE:0 DTEND:20230117T134500Z CLASS:CEMFI DTSTART:20230117T123000Z UID:140408@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Aleksey Tetenov: Constrained Classification and Policy Learning DESCRIPTION:Econometrics Workshop:\n"Constrained Classification and Policy Learnin g"\nby Aleksey Tetenov\, University of Geneva\ncoauthored with Toru Ki tagawa and Shosei Sakaguchi CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Liyang Sun:MAILTO:seminars@cemfi.es LOCATION:Room M3 SEQUENCE:0 DTEND:20230214T134500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/main.pdf CLASS:CEMFI DTSTART:20230214T123000Z UID:140261@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Ben Deaner: Controlling for Latent Confounding with Triple Proxies DESCRIPTION:Econometrics Workshop:\n"Controlling for Latent Confounding with Tripl e Proxies"\nby Ben Deaner\, UCL\nPaper available at: http://www.cemfi. es/ftp/pdf/papers/Seminar/main.pdf CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Dmitry Arkhangelsky:MAILTO:seminars@cemfi.es LOCATION:Room M2 SEQUENCE:0 DTEND:20230314T134500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/ABSTRACT+Long+ties.pdf CLASS:CEMFI DTSTART:20230314T123000Z UID:141213@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Dean Eckles: Long ties: Formation\, social contagion\, and economic ou tcomes DESCRIPTION:Econometrics Workshop:\n"Long ties: Formation\, social contagion\, and economic outcomes"\nby Dean Eckles\, MIT\nPaper available at: http:// www.cemfi.es/ftp/pdf/papers/Seminar/ABSTRACT+Long+ties.pdf CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Dante Amengual:MAILTO:seminars@cemfi.es LOCATION:Room M2 SEQUENCE:0 DTEND:20230418T124500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/Robust.pdf CLASS:CEMFI DTSTART:20230418T113000Z UID:139668@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Daniel Lewis: A Robust Test for Weak Instruments with Multiple Endogen ous Regressors DESCRIPTION:Econometrics Workshop:\n"A Robust Test for Weak Instruments with Multi ple Endogenous Regressors"\nby Daniel Lewis\, UCL\ncoauthored with Kar el Mertens\nPaper available at: http://www.cemfi.es/ftp/pdf/papers/Sem inar/Robust.pdf CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Liyang Sun:MAILTO:seminars@cemfi.es LOCATION:Room N1 SEQUENCE:0 DTEND:20230516T124500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/QR_PCA+(21).pdf CLASS:CEMFI DTSTART:20230516T113000Z UID:141218@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Juanjo Dolado: Characteristics-based Quantile Factor Models DESCRIPTION:Econometrics Workshop:\n"Characteristics-based Quantile Factor Models" \nby Juanjo Dolado\, UC3M\nPaper available at: http://www.cemfi.es/ftp /pdf/papers/Seminar/QR_PCA+(21).pdf CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Liyang Sun:MAILTO:seminars@cemfi.es LOCATION:Room N1 SEQUENCE:0 DTEND:20230524T124500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/ABSTRACT+Hypothesis+testing .pdf CLASS:CEMFI DTSTART:20230524T113000Z UID:140572@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Kaspar Wuthrich: (When) Should you Adjust Inferences for Multiple Hypo thesis Testing? DESCRIPTION:Econometrics Workshop:\n"(When) Should you Adjust Inferences for Multi ple Hypothesis Testing?"\nby Kaspar Wuthrich\, University of Californi a\, San Diego\ncoauthored with Davide Viviano and Paul Niehaus\nPaper available at: http://www.cemfi.es/ftp/pdf/papers/Seminar/ABSTRACT+Hypo thesis+testing.pdf CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Liyang Sun:MAILTO:seminars@cemfi.es LOCATION:Room N1 SEQUENCE:0 DTEND:20230530T124500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/SBI.pdf CLASS:CEMFI DTSTART:20230530T113000Z UID:142108@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Raul Santaeulàlia-Llopis: Stage-Based Identification of Policy Effects DESCRIPTION:Econometrics Workshop:\n"Stage-Based Identification of Policy Effects" \nby Raul Santaeulàlia-Llopis\, UAB\ncoauthored with Christian Alemán\ , Christopher Busch and Alexander Ludwig\nPaper available at: http://w ww.cemfi.es/ftp/pdf/papers/Seminar/SBI.pdf CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT LOCATION:Room N1 SEQUENCE:0 DTEND:20230606T124500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/2107.07942.pdf CLASS:CEMFI DTSTART:20230606T113000Z UID:140255@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Claudia Noack: Flexible Covariate Adjustments in Regression Discontinu ity Designs DESCRIPTION:Econometrics Workshop:\n"Flexible Covariate Adjustments in Regression Discontinuity Designs"\nby Claudia Noack\, University of Oxford\ncoaut hored with Tomasz Olma and Christoph Rothe\nPaper available at: http:/ /www.cemfi.es/ftp/pdf/papers/Seminar/2107.07942.pdf CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Dante Amengual:MAILTO:seminars@cemfi.es LOCATION:Room M2 SEQUENCE:0 DTEND:20231010T124500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/ORA_2023_09_18.pdf CLASS:CEMFI DTSTART:20231010T113000Z UID:141059@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Geert Mesters: Evaluating Policy Institutions -150 Years of US Monetar y Policy DESCRIPTION:Econometrics Workshop:\n"Evaluating Policy Institutions -150 Years of US Monetary Policy"\nby Geert Mesters\, UPF\ncoauthored with Regis Bar nichon\nPaper available at: http://www.cemfi.es/ftp/pdf/papers/Seminar /ORA_2023_09_18.pdf CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Dante Amengual:MAILTO:seminars@cemfi.es LOCATION:Room N1 SEQUENCE:0 DTEND:20231114T134500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/Pandemic_Priors.pdf CLASS:CEMFI DTSTART:20231114T123000Z UID:151324@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Danilo Cascaldi-Garcia: Pandemic Priors DESCRIPTION:Econometrics Workshop:\n"Pandemic Priors"\nby Danilo Cascaldi-Garcia\, Federal Reserve Board\nPaper available at: http://www.cemfi.es/ftp/pd f/papers/Seminar/Pandemic_Priors.pdf CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Dmitry Arkhangelsky:MAILTO:seminars@cemfi.es LOCATION:Room M2 SEQUENCE:0 DTEND:20231121T134500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/NPID_NCME.pdf CLASS:CEMFI DTSTART:20231121T123000Z UID:151052@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Kirill Evdokimov: Nonparametric Identification and Estimation with Non -Classical Errors-in-Variables DESCRIPTION:Econometrics Workshop:\n"Nonparametric Identification and Estimation w ith Non-Classical Errors-in-Variables"\nby Kirill Evdokimov\, Universi tat Pompeu Fabra\ncoauthored with Andrei Zeleneev\nPaper available at: http://www.cemfi.es/ftp/pdf/papers/Seminar/NPID_NCME.pdf CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Dante Amengual:MAILTO:seminars@cemfi.es LOCATION:Room M2 SEQUENCE:0 DTEND:20231204T134500Z CLASS:CEMFI DTSTART:20231204T123000Z UID:152656@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Guillaume Pouliot: An Exact t-Test DESCRIPTION:Econometrics Workshop:\n"An Exact t-Test"\nby Guillaume Pouliot\, Univ ersity of Chicago CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Manuel Arellano:MAILTO:seminars@cemfi.es LOCATION:Room N1 SEQUENCE:0 DTEND:20231218T141500Z CLASS:CEMFI DTSTART:20231218T130000Z UID:152627@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Elena Manresa: Adversarial Method of Moments DESCRIPTION:Econometrics Workshop:\n"Adversarial Method of Moments"\nby Elena Manr esa\, New York University\ncoauthored with Ignacio Cigliutti CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Dmitry Arkhangelsky:MAILTO:seminars@cemfi.es LOCATION:Room M2 SEQUENCE:0 DTEND:20240220T134500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/INFORMATION+BASED.pdf CLASS:CEMFI DTSTART:20240220T123000Z UID:149196@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Francesca Molinari: Information Based Inference in Models with Set-Val ued Predictions and Misspecification DESCRIPTION:Econometrics Workshop:\n"Information Based Inference in Models with Se t-Valued Predictions and Misspecification"\nby Francesca Molinari\, Co rnell University\ncoauthored with Hiroaki Kaido\nPaper available at: h ttp://www.cemfi.es/ftp/pdf/papers/Seminar/INFORMATION+BASED.pdf CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Dante Amengual:MAILTO:seminars@cemfi.es LOCATION:Room N1 SEQUENCE:0 DTEND:20240514T124500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/ABSTRACT+Tatiana+Komarova.p df CLASS:CEMFI DTSTART:20240514T113000Z UID:154602@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Tatiana Komarova: Multivariate ordered discrete response models DESCRIPTION:Econometrics Workshop:\n"Multivariate ordered discrete response models "\nby Tatiana Komarova\, University of Manchester\ncoauthored with Wil liam Matcham\nPaper available at: http://www.cemfi.es/ftp/pdf/papers/S eminar/ABSTRACT+Tatiana+Komarova.pdf CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Dmitry Arkhangelsky:MAILTO:seminars@cemfi.es LOCATION:Room N1 SEQUENCE:0 DTEND:20240520T124500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/Anatomy+of+Event+Studies+JZ UBIZARRETA.pdf CLASS:CEMFI DTSTART:20240520T113000Z UID:155237@cemfi.es DTSTAMP:20260610T114519 SUMMARY:José R. Zubizarreta: Anatomy of Event Studies: Hypothetical Experiment s\, Exact Decomposition\, and Robust Estimation DESCRIPTION:Econometrics Workshop:\n"Anatomy of Event Studies: Hypothetical Experi ments\, Exact Decomposition\, and Robust Estimation"\nby José R. Zubiz arreta\, Harvard University\nPaper available at: http://www.cemfi.es/f tp/pdf/papers/Seminar/Anatomy+of+Event+Studies+JZUBIZARRETA.pdf CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Dmitry Arkhangelsky:MAILTO:seminars@cemfi.es LOCATION:Room N1 SEQUENCE:0 DTEND:20240606T124500Z CLASS:CEMFI DTSTART:20240606T113000Z UID:157385@cemfi.es DTSTAMP:20260610T114519 SUMMARY:joint AMIS - Kirill Borusyak: Design-Based Estimation of Structural Pa rameters\, with an Application to Demand DESCRIPTION:Econometrics Workshop:\n"Design-Based Estimation of Structural Paramet ers\, with an Application to Demand"\nby joint AMIS - Kirill Borusyak\ , University of California\, Berkeley\ncoauthored with Peter Hull CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Enrique Sentana:MAILTO:seminars@cemfi.es LOCATION:Room N1 SEQUENCE:0 DTEND:20241029T134500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/Robust+Treatment+JStoye.pdf CLASS:CEMFI DTSTART:20241029T123000Z UID:160766@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Jörg Stoye: Robust Treatment Choice: A View From Partial Identificatio DESCRIPTION:Econometrics Workshop:\n"Robust Treatment Choice: A View From Partial Identification"\nby Jörg Stoye\, Cornell University\nPaper available a t: http://www.cemfi.es/ftp/pdf/papers/Seminar/Robust+Treatment+JStoye. pdf CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Enrique Sentana:MAILTO:seminars@cemfi.es LOCATION:Room N1 SEQUENCE:0 DTEND:20241107T134500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/HJ_oct_21_24.pdf CLASS:CEMFI DTSTART:20241107T123000Z UID:157356@cemfi.es DTSTAMP:20260610T114519 SUMMARY:joint Banking and Finance - Marine Carrasco: Hansen-Jagannathan distan ce with many assets DESCRIPTION:Econometrics Workshop:\n"Hansen-Jagannathan distance with many assets" \nby joint Banking and Finance - Marine Carrasco\, Université de Montr éal\ncoauthored with Cheikh Nokho\nPaper available at: http://www.cemf i.es/ftp/pdf/papers/Seminar/HJ_oct_21_24.pdf CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Dmitry Arkhangelsky:MAILTO:seminars@cemfi.es LOCATION:Room N1 SEQUENCE:0 DTEND:20241112T134500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/JMP_Gaillac.pdf CLASS:CEMFI DTSTART:20241112T123000Z UID:162028@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Christophe Gaillac: Predicting Unobserved Individual-level Causal Effe cts DESCRIPTION:Econometrics Workshop:\n"Predicting Unobserved Individual-level Causal Effects"\nby Christophe Gaillac\, University of Geneva\nPaper availab le at: http://www.cemfi.es/ftp/pdf/papers/Seminar/JMP_Gaillac.pdf CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Dmitry Arkhangelsky:MAILTO:seminars@cemfi.es LOCATION:Room N1 SEQUENCE:0 DTEND:20241126T134500Z CLASS:CEMFI DTSTART:20241126T123000Z UID:162045@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Silvia Sarpietro: Fixed Effects in the Tails DESCRIPTION:Econometrics Workshop:\n"Fixed Effects in the Tails"\nby Silvia Sarpie tro\, Università di Bologna\ncoauthored with Raffaella Giacomini\, Ann alisa Loviglio\, and Yulong Wang CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Manuel Arellano:MAILTO:seminars@cemfi.es LOCATION:Room N1 SEQUENCE:0 DTEND:20241129T134500Z CLASS:CEMFI DTSTART:20241129T123000Z UID:164441@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Stéphane Bonhomme: Unrestricted Heterogeneity in Linear Models DESCRIPTION:Econometrics Workshop:\n"Unrestricted Heterogeneity in Linear Models"\ nby Stéphane Bonhomme\, University of Chicago CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Dmitry Arkhangelsky:MAILTO:seminars@cemfi.es LOCATION:Room N1 SEQUENCE:0 DTEND:20241203T134500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/ssrn-4615304.pdf CLASS:CEMFI DTSTART:20241203T123000Z UID:162004@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Clement de Chaisemartin: Estimating and Predicting Treatment-effect He terogeneity across Sites\, in Multi-site Randomized Experiments with f ew Randomization Units per Site DESCRIPTION:Econometrics Workshop:\n"Estimating and Predicting Treatment-effect He terogeneity across Sites\, in Multi-site Randomized Experiments with f ew Randomization Units per Site"\nby Clement de Chaisemartin\, Science s Po\ncoauthored with Antoine Deeb\nPaper available at: http://www.cem fi.es/ftp/pdf/papers/Seminar/ssrn-4615304.pdf CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Dmitry Arkhangelsky:MAILTO:seminars@cemfi.es LOCATION:Room M2 SEQUENCE:0 DTEND:20250604T124500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/Davide+V.pdf CLASS:CEMFI DTSTART:20250604T113000Z UID:163987@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Davide Viviano: Program Evaluation with Remotely Sensed Outcomes DESCRIPTION:Econometrics Workshop:\n"Program Evaluation with Remotely Sensed Outco mes"\nby Davide Viviano\, Harvard University\ncoauthored with Ashesh R ambachan and Rahul Singh\nPaper available at: http://www.cemfi.es/ftp/ pdf/papers/Seminar/Davide+V.pdf CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Gerard Llobet:MAILTO:seminars@cemfi.es LOCATION:Room N1 SEQUENCE:0 DTEND:20250617T124500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/MST_Curvature.pdf CLASS:CEMFI DTSTART:20250617T113000Z UID:164977@cemfi.es DTSTAMP:20260610T114519 SUMMARY:joint FIRMS - Eugenio Miravete: Elasticity and Curvature of Discrete C hoice Demand Models DESCRIPTION:Econometrics Workshop:\n"Elasticity and Curvature of Discrete Choice D emand Models"\nby joint FIRMS - Eugenio Miravete\, The University of T exas at Austin\ncoauthored with Katja Seim and Jeff Thurk\nPaper avail able at: http://www.cemfi.es/ftp/pdf/papers/Seminar/MST_Curvature.pdf CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Enrique Sentana:MAILTO:seminars@cemfi.es LOCATION:Room M2 SEQUENCE:0 DTEND:20251014T124500Z CLASS:CEMFI DTSTART:20251014T113000Z UID:167674@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Nour Meddahi: Regressions with Heavy Tailed Variables DESCRIPTION:Econometrics Workshop:\n"Regressions with Heavy Tailed Variables"\nby Nour Meddahi\, Toulouse School of Economics CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Enrique Sentana:MAILTO:seminars@cemfi.es LOCATION:Room M2 SEQUENCE:0 DTEND:20251028T134500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/Large_SVARs-12.pdf CLASS:CEMFI DTSTART:20251028T123000Z UID:174169@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Juan Rubio-Ramírez: Large SVARs DESCRIPTION:Econometrics Workshop:\n"Large SVARs"\nby Juan Rubio-Ramírez\, Emory U niversity\ncoauthored with Jonas E. Arias and Minchul Shin\nPaper avai lable at: http://www.cemfi.es/ftp/pdf/papers/Seminar/Large_SVARs-12.pd CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Enrique Sentana:MAILTO:seminars@cemfi.es LOCATION:Room M2 SEQUENCE:0 DTEND:20251125T134500Z CLASS:CEMFI DTSTART:20251125T123000Z UID:173077@cemfi.es DTSTAMP:20260610T114519 SUMMARY:Bryan Graham: Efficient estimation of a model of oligopoly entry DESCRIPTION:Econometrics Workshop:\n"Efficient estimation of a model of oligopoly entry"\nby Bryan Graham\, University of California\, Berkeley\ncoautho red with Andrin Pelican CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Enrique Sentana:MAILTO:seminars@cemfi.es LOCATION:Room M2 SEQUENCE:0 DTEND:20260303T134500Z CLASS:CEMFI DTSTART:20260303T123000Z UID:176324@cemfi.es DTSTAMP:20260610T114519 SUMMARY:joint MadMac - Julio Gálvez: Income Uncertainty and Non-linear Dynamic s: A Subjective Expectations Framework DESCRIPTION:Econometrics Workshop:\n"Income Uncertainty and Non-linear Dynamics: A Subjective Expectations Framework"\nby joint MadMac - Julio Gálvez\, CUNEF Universidad\ncoauthored with Henrique Basso\, Olympia Bover and Laura Hospido CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT BEGIN:VEVENT ORGANIZER;CN=Guillermo Caruana:MAILTO:seminars@cemfi.es LOCATION:Room M1 SEQUENCE:0 DTEND:20260421T124500Z URL:http://www.cemfi.es/ftp/pdf/papers/Seminar/fgdgs.pdf CLASS:CEMFI DTSTART:20260421T113000Z UID:180959@cemfi.es DTSTAMP:20260610T114519 SUMMARY:joint FIRMS - Joao Granja: Recursivity and the Estimation of Dynamic G ames with Continuous Controls DESCRIPTION:Econometrics Workshop:\n"Recursivity and the Estimation of Dynamic Gam es with Continuous Controls"\nby joint FIRMS - Joao Granja\, Universit y College London\ncoauthored with Giuseppe Forte\nPaper available at: http://www.cemfi.es/ftp/pdf/papers/Seminar/fgdgs.pdf CATEGORIES:Seminar STATUS:CONFIRMED END:VEVENT END:VCALENDAR