Econometrics Workshop

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First term

18 September 2018:

Jinyong Hahn (UCLA), Estimation with Aggregate Shocks (joint with Guido Kuersteiner and Maurizio Mazzocco).

9 October 2018:

Francesco Bartolucci (Università di Perugia), Advances in Conditional Maximum Likelihood Estimation of Models for Binary Panel Data.

13 November 2018:

Tim Armstrong (Yale University), Sensitivity Analysis using Approximate Moment Condition Models (joint with Michal Kolesár).

26 November 2018:

Stephane Bonhomme (The University of Chicago), Minimizing Sensitivity to Model Misspecification (joint with Martin Weidner).

Second term

15 January 2019:

Ivan Fernandez-Val (Boston University), Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK (joint with Victor Chernozhukov and Siyi Luo).

12 February 2019:

Martin Weidner (UCL), Nuclear Norm Regularized Estimation of Panel Regression Models (joint with Hyungsik Roger Moon).

5 March 2019:

Raffaele Saggio (University of British Columbia), Leave-out Estimation of Variance Components (joint with Patrick Kline and Mikkel Sølvsten).

12 March 2019:

Ayse Özgür Pehlivan (Bilkent University), Supply Function Competition and Exporters: Nonparametric Identification and Estimation of Productivity Distributions and Marginal Costs (joint with Quang Vuong).

Third term

23 April 2019:

Stanislav Anatolyev (New Economic School), Weak (but relevant) Instrument Robust t and Wald Tests (joint with Olga Kuzmina).

14 May 2019:

Juan Carlos Escanciano (UC3M), Optimal Linear Instrumental Variables Approximations (joint with Wei Li).

21 May 2019:

Roberto León-González (National Graduate Institute for Policy Studies, Japan), Multivariate Stochastic Volatitlity with Co-Heteroscedasticity (joint with Joshua Chan, Arnaud Doucet and Rodney W. Strachan).