Econometrics Workshop

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First term

26 October 2015


Martin Sola (Birkbeck University of London), Risk Premia and Seasonality in Commodity Futures.

16 November 2015


Lutz Kilian (University of Michigan), Impulse Response Matching Estimators for DSGE Models (joint with Pablo Guerron-Quintana and Atsushi Inoue).

17 December 2015


Christian Hansen (University of Chicago), Program Evaluation with High-Dimensional Data (joint with Alexandre Belloni, Victor Chernozhukov and Iván Fernández-Val, ).

Second term

17 February 2016


Gloria Gonzalez-Rivera (University of California Riverside), The Econometrics of Interval-valued Data .

22 February 2016


Toru Kitagawa (University College London), Who should be treated? Empirical Welfare Maximization methods for Treatment Choice (joint with Aleksey Tetenov).

7 March 2016


Xun Tang (Rice University), Bargaining with Optimism: Malpractice Lawsuits in Florida (joint with Antonio Merlo).

14 March 2016


Brendan Beare (UC San Diego), Improved Tests of Density Ratio Ordering (joint with Xiaoxia Shi).

Third term

18 April 2016


Guglielmo Maria Caporale (Brunel University London), Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis (joint with Fabio Spagnolo and Nicola Spagnolo).

18 May 2016


Hiroaki Kaido (Boston University), Robust Confidence Regions for Incomplete Models (joint with Larry G. Epstein and Kyoungwon Seo).