Jun Yang (University of Toronto)

An empirical investigation of the effects of macroeconomic variables on default risk

Friday, October 5 2001 14:30–16:00, Coach House Conference Room

Marine Carrasco (University of Rochester)

Tests for unit-root versus Threshold specification with an application to the PPP

Friday, October 12 2001 14:30–16:00, Coach House Conference Room

Yu Cheng (University of Toronto)

The Stock Market Wealth Effect on Consumption: A wavelet time series analysis

Friday, October 19 2001 02:30–00:00, Coach House Conference Room

Russell Davidson (Queens University)

The Power of Bootstrap and Asymptotic Tests (with James MacKinnon)

Friday, October 26 2001 14:30–16:00, Coach House Conference Room

Christian Gourieroux (University of Toronto and ENSAE)

Memory and infrequent breaks: the example of stochastic unit root models

Friday, November 2 2001 14:30–16:00, Coach House Conference Room

Richard Baillie (Michigan State University)

High frequency analysis of the forward premium anomaly

Friday, November 16 2001 14:30–16:00, Coach House Conference Room

Richard Luger (Bank of Canada)

(i)Exact non-parametric tests for a random walk with unknown drift under heteroskedasticity and(ii)Approximately median unbiased estimation of first order autoregressive models.

Friday, November 23 2001 14:30–16:00, Coach House Conference Room

Silvia Goncalves (University of Montreal)

1.) Maximum Likelihood and the bootstrap for nonlinear dynamic models 2.) The Bootstrap of the mean for dependent heterogeneous arrays

Friday, December 7 2001 14:30–16:00, Coach House Conference Room

Alex Maynard (University of Toronto)

Bias, persistence, and the Forward Premium Anomaly: How bad is it?

Friday, December 14 2001 14:30–16:00, Coach House Conference Room

Robert R. de Jong (Michigan State)

A robust version of the KPSS test, based on indicators

Thursday, January 10 2002 16:10–17:30, Coach House Conference Room

Yixiao Sun (Yale)

Modelling Panel Clusters with Applications to Convergence Clubs

Friday, January 25 2002 16:10–17:30, Coach House Conference Room

Simon Lee (Iowa)

Semiparametric Estimation of a Panel Data Proportional Hazards Model with Fixed Effects

Tuesday, January 29 2002 16:10–17:30, Coach House Conference Room

Rene Garcia (University of Montreal)

Empirical Assessment of Intertemporal Option Priceing Model with Latent Variables

Friday, March 22 2002 16:10–17:30, Coach House Conference Room

Serena Ng (Johns Hopkins)

A panic attack on unit roots and cointegration

Friday, April 5 2002 04:10–05:00, Woodsworth, room 120

John Maheu (University of Toronto)

Can GARCH Models Capture the Long-Range Dependence in Financial Market Volatility?

Friday, April 19 2002 14:30–16:00, Coach House Conference Room

Katsumi Shimotsu (University of Essex)

Exact Local Whittle Estimation of Fractional Integration (with Peter C.B. Phillips) (joint with Exact Local Whittle Estimation of Fractional)

Friday, May 3 2002 14:30–16:00, Coach House Conference Room

Shakeeb Khan (University of Rochester)

Pairwise Comparison Estimation of Censored Transformation ModelsPairwise Comparison Estimation of Censored Transformation Models (joint with Elie Tamer)

Friday, October 11 2002 14:30–16:00, Coach House Conference Room

Roger Koenker (University of Illinois)

How to be Pessimistic: Choquet Risk and Portfolio Optimization

Friday, October 25 2002 14:30–16:00, Sidney Smith, room 1072

Samuel Thompson (Harvard University)

Optimal versus robust inference in nearly integrated non Gaussian models.

Friday, November 1 2002 14:30–16:00, Coach House Conference Room

Adonis Yatchew (University of Waterloo)

Dynamic Nonparametric State Price Density Estimation Using Constrained Least Squares and the Bootstrap (joint with Wolfgang Hardle)

Friday, November 15 2002 14:30–16:00, Coach House Conference Room

Gregory Chow (Princeton University)

The Lagrange method of dynamic optimization with applications to macroeconomics and finance

Wednesday, November 20 2002 09:30–11:00, Front Conference Room

Eric Renault (Universit? de Montr?al)

Interactive and Recursive Estimation in Structural Non-adaptive Models

Wednesday, November 20 2002 14:30–16:00, Front Conference Room

Micheal Stutzer (University of Colorado)

A Simple Large Deviations Approach to Investment Modelling and Estimation (joint with Yuichi Kitamura)

Friday, November 22 2002 14:30–16:00, Coach House Conference Room

Jun Yang (University of Toronto)

Modeling the Evolution of Credit Spreads

Friday, November 29 2002 14:30–16:00, Coach House Conference Room

Christian Gourieroux (University of Toronto and ENSAE)

Structural Laplace Transform and Compound Autoregressive Models (joint with Serge Darolles and Joann Jasiak)

Friday, December 6 2002 14:30–16:00, Coach House Conference Room

Francesca Molinari (Northwestern)

Identification of Probability Distributions with Misclassified Data

Thursday, January 16 2003 16:10–17:30, Coach House Conference Room

Mingliang Li (UC Irvine)

Duration Analysis: An Application to the Timing of High School Dropout Decisions

Thursday, January 23 2003 16:10–17:30, Coach House Conference Room

Yingyao Hu (Johns Hopkins)

Estimation of Nonlinear Models with Measurement Error Using Marginal Information

Friday, January 24 2003 16:10–17:30, Coach House Conference Room

Sergio Firpo (Berkeley)

Efficient Semiparametric Estimation of Quantile Treatment Effects

Thursday, January 30 2003 16:10–17:30, Coach House Conference Room

Raymond Kan (University of Toronto)

Hansen-Jagannathan Distance: Geometry and Exact Distribution (joint with Guofu Zhou)

Friday, April 4 2003 14:30–16:00, Coach House Conference Room

Douglas Hodgson (University of Quebec at Montreal)

Asset Pricing Theory and the Valuation of Canadian Paintings (joint with Keith P. Vorkink)

Friday, April 18 2003 14:30–16:00, Coach House Conference Room

Thanasis Stengos (University of Guelph)

Non-parametric Specification Testing of Non-nested Econometric Models

Friday, September 26 2003 14:30–16:00, Coach House Conference Room

Christian Gourieroux (University of Toronto)

Spread Term Structure and Default Correlation

Friday, October 10 2003 14:30–16:00, Coach House Conference Room

Ian Crawford (Institute for Fiscal Studies)

Nonparametric Testing and Identification in Consumer Characteristics Models

Friday, October 17 2003 14:30–16:00, Coach House Conference Room

John Knight (University of Western Ontario)

Efficient Estimation of Markov Processes Where the Transition Density is Unknown

Friday, October 31 2003 14:30–16:00, Coach House Conference Room

Keisuke Hirano (University of Miami)

Limits of Experiments for Estimation and Treatment Assignment

Friday, November 14 2003 14:30–16:00, Coach House Conference Room

Jean-Francois Richard (University of Pittsburgh)

A Structural Break in U.S. GDP?

Friday, November 21 2003 14:30–16:00, Front Conference Room

Chuan Goh (University of California, Berkeley)

Alternative asymptotics for inference regarding population quantiles

Friday, January 16 2004 16:10–17:30, Coach House Conference Room

Xin Li (University of North Carolina)

Identification and Estimation of Treatment Effects in Heckman-Vytlacil Models

Tuesday, January 27 2004 16:10–17:30, Coach House Conference Room

Taisuke Otsu (University of Wisconsin)

Empirical likelihood for quantile regression

Friday, January 30 2004 16:10–17:30, Coach House Conference Room

Jeffrey S Racine (Syracuse University)

Testing the significance of categorical predictor variables in nonparametric regression models

Monday, February 2 2004 16:10–17:30, Coach House Conference Room

Cheng Hsiao (University of Southern California)

Evaluating the Effectiveness of Washington State Repeated Job Search Service

Friday, March 12 2004 14:30–16:00, Coach House Conference Room

Tim Bollerslev (Duke University)

Some Like it Smooth, Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility

Friday, April 2 2004 02:00–03:30, Rotman, room 151

Peng Xu (University of Toronto)

Pricing S&P500 index options with splines

Friday, April 16 2004 14:30–16:00, Coach House Conference Room

Alonso Gomez Albert (University of Toronto)

Conditional Pricing in an Emerging Market

Friday, April 23 2004 14:30–16:00, Coach House Conference Room

Eric Ghysels (University of North Carolina)

Why do absolute returns predict volatility so well?

Friday, September 10 2004 14:00–15:30, Rotman, room 142

Timothy J Vogelsang (Cornell University)

Block Bootstrap Puzzles in HAC Robust Testing: The Sophistication of the Naive Bootstrap (joint with Silvia Goncalves)

Friday, September 17 2004 14:30–16:00, Coach House Conference Room

Donald Andrews (Yale University)

Exactly Distribution-Free Inference in Instrumental Variables Regression with Possibly Weak Instruments

Friday, September 24 2004 14:30–16:00, Coach House Conference Room

Ximing Wu (University of Guelph)

Deconvolution Estimator of Treatment Effect Distribution (joint with Jeffrey Perloff (UC Berkeley))

Friday, October 1 2004 14:10–15:30, Coach House Conference Room

Chuan Goh (Northwestern University)

Bandwidth Selection for Semiparametric Estimators Using the m-out-of-n Bootstrap

Friday, October 15 2004 02:00–03:30, Coach House Conference Room

Herman Bierens (Penn State)

CANCELLED Semi-Nonparametric Modeling of Densities on the Unit Interval, with an Application to the Mixed Proportional Hazard Model

Friday, October 22 2004 14:00–15:30, Coach House Conference Room

John Maheu (University of Toronto)

Learning, Forecasting and Structural Breaks

Friday, October 29 2004 13:30–15:00, Coach House Conference Room

Razvan Sufana (University of Toronto)

Wishart Quadratic Term Structure Models

Friday, November 12 2004 02:00–03:30, Coach House Conference Room

Christian Gourieroux (University of Toronto and ENSAE)

Extended Method of Moments with Application to Derivative Pricing (joint with P., Gagliardini and E. Renault)

Friday, November 19 2004 02:00–03:30, Coach House Conference Room

Eric Jacquier (HEC Montreal)

Optimal Estimation of the Risk Premium for the Long Run and Asset Allocation: A Case of Compounded Estimation Risk

Friday, November 26 2004 02:00–03:30, Coach House Conference Room

Ralf Wilke (ZEW)

Semiparametric Estimation of Consumption Based Equivalence Scales - The Case of Germany

Thursday, December 9 2004 14:00–15:30, Coach House Conference Room

John Chao (University of Maryland)

CANCELLED: Asymptotic Properties of IV Estimators for the Case with a Large Number of Weak Instruments

Monday, December 13 2004 16:10–17:30, Coach House Conference Room

Chun Liu (University of Toronto)

Improving Forecasts of Realized Volatility

Friday, January 7 2005 02:00–03:30, Coach House Conference Room

Arthur Lewbel (Boston College)

Simple Estimators for Hard Problems: Endogeneity in Binary Choice and Sample Selection Models

Friday, March 4 2005 14:10–15:30, Coach House Conference Room

Wei Liu (University of Toronto)

Distributions of Currencies Portfolio Return: A Copula Methodology

Friday, March 11 2005 14:00–15:30, Coach House Conference Room

Mel Stephens (Carnegie Mellon University)

The Consumption Response to Predictable Changes in Discretionary Income: Evidence from the Repayment of Vehicle Loans

Friday, March 18 2005 16:00–17:30, Coach House Conference Room

Carmela Quintos (University of Rochester)

Rank Tests for a Generalized OGARCH System

Friday, April 1 2005 14:00–15:30, Coach House Conference Room

Yanli Wang (University of Toronto)

The effect of dividend initiations on stock returns: A propensity score matching approach

Friday, April 8 2005 14:00–15:30, Coach House Conference Room

Patrik Guggenberger (UCLA)

Subsampling - applications and problems

Wednesday, September 21 2005 16:10–17:30, Sidney Smith, room 5017A

John Chao (University of Maryland)

Asymptotic Properties of IV Estimators for the Case with a Large Number of Weak Instruments

Friday, October 7 2005 14:10–15:30, Sidney Smith, room 5017A

Brian McCaig (Ph.D. Student)

Nonparametric Testing of Stochastic Dominance in Bivariate Distributions (joint with Adonis Yatchew)

Friday, October 14 2005 14:10–15:30, Sidney Smith, room 5017A

(No Econometrics Seminar)

Friday, October 21 2005 00:00–00:00,

Rustam Ibragimov (Harvard University)

Regression Asymptotics Using Martingale Convergence Methods (joint with Peter C. B. Phillips)

Friday, October 28 2005 14:10–15:30, Sidney Smith, room 5017A

Elena Pesavento (Emory University)

Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite-Sample Size

Friday, November 4 2005 14:10–15:30, Sidney Smith, room 5017A

Zhijie Xiao (Boston College)

Robust Rank-Based Tests in Unit Root and Cointegration Models

Friday, November 11 2005 14:10–15:30, Sidney Smith, room 5017A

Christian Gourieroux (University of Toronto)

Domain Restrictions on Interest Rates Implied by No-Arbitrage (joint with A. Monfort)

Friday, November 25 2005 14:00–15:30, Sidney Smith, room 5017A

Andrew J. Patton (London School of Economics and Political Science)

Volatility Forecast Evaluation and Comparison Using Imperfect Volatility Proxies

Monday, December 5 2005 14:10–15:30, Sidney Smith, room 5017A

Yixiao Sun (University of California)

Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing (joint with Peter C. B. Phillips and Sainan Jin)

Friday, March 10 2006 14:10–15:30, Sidney Smith, room 5017A

Chung-Ming Kuan (Institute of Economics)

Consistent Parameter Estimation for Conditional Moment Restrictions

Friday, March 17 2006 14:10–15:30, Sidney Smith, room 5017A

Marcel Voia (Carleton University)

Small sample properties of counterfactual distributions of duration outcome variables obtained using nonlinear DID and semiparametric MPH models

Friday, March 24 2006 14:10–15:30, Sidney Smith, room 5017A

Benoit Perron (Universite de Montrreal)

An Empirical Analysis of Nonstationarity in a Panel of Interest Rates with Factors

Friday, March 31 2006 14:10–15:30, Sidney Smith, room 5017A

Stanislav Anatolyev (New Economic School)

Inference about predictive ability when there are many predictors

Friday, April 28 2006 14:10–15:30, Sidney Smith, room 5017A

Michael Levine (Purdue University)

Variance Estimation for Nonparametric Regression via Difference Sequences (joint seminar with Statistics) (joint with Lawrence D. Brown (University of Pennsylvania))

Thursday, September 14 2006 16:10–17:00, Sidney Smith, room 1074

Marcelo J. Moreira (Harvard University and NBER)

Optimal One-Sided Tests for Instrumental Variables Regression

Friday, September 22 2006 14:10–15:30, Sidney Smith, room 5017A

Christian Gourieroux (University of Toronto)

Dynamic Quantile Models

Friday, September 29 2006 14:10–15:30, Sidney Smith, room 5017A

Chuan Goh (University of Toronto)

Nonparametric Inferences on Conditional Quantile Processes

Friday, October 13 2006 14:00–15:30, Sidney Smith, room 5017A

Katsumi Shimotsu (Queen's University)

Friday, October 27 2006 14:10–15:30, Sidney Smith, room 5017A

Chun Liu (University of Toronto)

Are there structural breaks in realized volatility?

Friday, November 3 2006 14:10–00:00, Sidney Smith, room 5017A

Rene Garcia (University of Montreal)

Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns

Monday, November 6 2006 16:10–17:30, Sidney Smith, room 5017A

Jeffrey Racine (McMaster University)

Consistent Specification Testing of Heteroskedastic Parametric Regression Quantile Models with Mixed Data

Friday, November 10 2006 14:10–15:30, Sidney Smith, room 5017A

Jeroen Rombouts (HEC)

Regime switching GARCH and ACD models

Friday, November 24 2006 14:10–15:30, Sidney Smith, room 5017A

Youngki Shin (University of Rochester)

Local Rank Estimation of Transformation Models with Functional Coefficients

Friday, January 19 2007 16:10–17:30, Sidney Smith, room 5017A

Martin Burda (University of Pittsburgh)

Sieve-based Empirical Likelihood under Semiparametric Conditional Moment Restrictions

Monday, January 22 2007 16:10–17:30, Sidney Smith, room 5017A

Alfred Galichon (Harvard University)

Dilation Bootstrap: A Natural Approach to Inference in Incomplete Models (joint with Marc Henry (Columbia University))

Thursday, February 8 2007 16:10–17:30, Sidney Smith, room 5017A

Azeem M. Shaikh (The University of Chicago)

Inference for Partially Identified Econometric Models (joint with Joseph P. Romano (Department of Statistics, Stanford University))

Friday, March 9 2007 14:10–15:30, Sidney Smith, room 5017A

Debopam Bhattacharya (Dartmouth College)

Inferring Optimal Resource Allocations from Experimental Data

Friday, March 30 2007 14:10–15:30, Sidney Smith, room 5017A

Jonathan B Hill (University of North Carolina)

Extremal Dependence: Nonparametric Characterizations and Robust Asymptotic Theory

Friday, September 21 2007 14:10–15:30, Sidney Smith, room 5017A

Robert A Miller (Carnegie Mellon University)

Identifying and Testing Generalized Moral Hazard Models of Managerial Compensation (joint with George-Levi Gayle)

Friday, October 5 2007 14:10–15:30, Sidney Smith, room 5017A

Edward Vytlacil (Department of Economics, Columbia University)

Evaluating Marginal Policy Changes and the Average Effect of Treatment for Individuals at the Margin (joint with James Heckman)

Friday, October 26 2007 14:10–15:30, Sidney Smith, room 5017A

Joris Pinkse (The Pennsylvania State University)

Weak Identification and Conditional Moment Restrictions (joint with Sung Jae Jun (The Pennsylvania State University))

Friday, November 9 2007 14:10–15:30, Sidney Smith, room 5017A

Shakeeb Khan (Duke University)

Irregular Identification, Support Conditions, and Inverse Weight Estimation (joint with Elie Tamer (Northwestern University))

Thursday, November 22 2007 14:10–15:30, Sidney Smith, room 5017A

Zhongfang He (University of Toronto)

Sequential Monte Carlo Analysis of Structural Breaks: An Application to GARCH Models

Friday, November 23 2007 14:10–15:30, Sidney Smith, room 5017A

Mark Jensen (Federal Reserve Bank of Atlanta)

A Wavelet Based MCMC Method for Nonstationary, Mean-Reverting , Stochastic Volatility

Friday, December 7 2007 14:10–15:30, Sidney Smith, room 5017A

Allan Timmermann (University of California, San Diego)

Which Parts of the Distribution of Stock Returns are Predictable? (joint with Cenesizoglu)

Friday, December 14 2007 14:10–15:30, Rotman, room 134

Jerry Hausman (MIT)

Instrumental Variable Estimation with Heteroskedasticity and Many Instruments (joint with Whitney K. Newey, Tiemen Woutersen, John Chao, Norman Swanson)

Friday, October 3 2008 15:35–17:00, Rotman, room 142

Jack Porter (University of Wisconsin-Madison)

Asymptotics for Statistical Treatment Rules (joint with Keisuke Hirano)

Friday, October 10 2008 14:10–15:30, Sidney Smith, room 5017A

Ron Alquist (Bank of Canada and University of Michigan)

What Do We Learn from the Price of Crude Oil Futures? (joint with Lutz Kilian)

Friday, October 17 2008 14:10–15:30, Sidney Smith, room 5017A

Lynda Khalaf (Carleton University)

TBA

Friday, October 24 2008 14:10–15:30, Sidney Smith, room 5017A

Zhongfang He (University of Toronto)

Forecasting output growth by the yield curve: the role of structural breaks

Friday, October 31 2008 14:10–15:30, Sidney Smith, room 5017A

Lynda Khalaf (Carleton University)

Identification Robust Inference in Multivariate Reduced Rank Regression and Factor Models (joint with Marie-Claude Beaulieu and Jean-Marie Dufour)

Friday, November 7 2008 14:10–15:30, Sidney Smith, room 5017A

Andres Aradillas-Lopez (Princeton University)

Nonparametric Probability Bounds for Events Involving Optimal Choices in a Class of Simultaneous Discrete Choice Models

Friday, November 21 2008 14:10–15:30, Sidney Smith, room 5017A

Andres Aradillas-Lopez (Princeton University)

Nonparametric Probability Bounds for Events Involving Optimal Choices in a Class of Simultaneous Discrete Choice Models

Friday, November 21 2008 14:10–15:30, Sidney Smith, room 5017A

Andryi Norets (Princeton)

Bayesian modeling of joint and conditional distributions by mixtures

Friday, November 28 2008 14:10–15:30, Sidney Smith, room 5017A

Christian Gourieroux (University of Toronto)

Efficiency in Large Dynamic Panel Models with Common Factor (joint with Patrick Gagliardini)

Friday, December 5 2008 14:10–15:30, Sidney Smith, room 5017A

Jin Reynold (University of Toronto)

Modelling Realized Covariances

Friday, December 12 2008 14:10–15:30, Sidney Smith, room 2105

Elie Tamer (Northwestern University)

Median Uncorrelation and Instrumental Regressions (joint with T. Komarova)

Friday, March 13 2009 14:10–15:30, Max Gluskin House, room 106

Petra Todd (University of Pennsylvania)

How Universal School Vouchers Affect Educational and Labor Market Outcomes: Evidence from Chile (joint with David Bravo and Sankar Mukhopadhyay)

Friday, March 27 2009 14:10–15:30, Max Gluskin House, room 106

Dale Poirier (University of California - Irvine)

Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap

Thursday, May 28 2009 14:30–16:00, Max Gluskin House, room 106

Andreas Pick (Dutch Central Bank and Erasmus University of Rotterdam)

Forecasting Random Walks Under Drift Instability (joint with Hashem Pesaran)

Wednesday, September 16 2009 16:10–17:30, Max Gluskin House, room 106

Pravin Trivedi (Indiana University)

Dynamic Cost-offsets of Prescription Drug Expenditures: Panel Data Analysis Using a Copula-based Hurdle Model (joint with Partha Deb and David M. Zimmer)

Friday, September 25 2009 14:10–15:30, Max Gluskin House, room 106

Andrew Ching (University of Toronto (Rotman))

How Much Do Consumers Know about the Quality of Products? Evidence from the Diaper Market (joint with Tulin Erdem and Michael Keane)

Friday, October 2 2009 14:10–15:30, Max Gluskin House, room 106

Matthew Harding (Stanford University)

Estimating the Number of Factors and Lags in High-Dimensional Dynamic Factor Models (joint with K. Krishnan Nair)

Friday, October 16 2009 14:10–15:30, Max Gluskin House, room 106

Tong Li (Vanderbilt University)

Affiliation and Entry in First-Price Auctions with Heterogeneous Bidders (joint with Bingyu Zhang)

Friday, October 30 2009 14:10–15:30, Max Gluskin House, room 106

Christian Gourieroux (University of Toronto)

Approximate Derivative Pricing for Large Class of Homogeneous Assets with Systematic Risk (joint with Patrick Gagliardini)

Friday, November 27 2009 14:10–15:30, Max Gluskin House, room 106

Artem Prokhorov (Concordia University)

Efficient Estimation of Parameters in Marginals in Semiparametric Multivariate Models (joint with Valentyn Panchenko)

Friday, March 19 2010 14:10–15:30, Max Gluskin House, room 106

Stephane Bonhomme (New York University)

Functional Differencing

Friday, March 26 2010 14:10–15:30, Max Gluskin House, room 106

Yong Song (University of Toronto)

Modeling Regime Switching and Structural Breaks with an Infinite Dimension Markov Switching Model

Friday, October 8 2010 14:10–15:30, Max Gluskin House, room 106

Christian Gourieroux (University of Toronto)

Microinformation, Nonlinear Filtering and Granularity (joint with P. Gagliardini and A. Monfort)

Friday, October 15 2010 14:10–15:30, Max Gluskin House, room 106

Radford Neal (Statistics Department, University of Toronto)

MCMC Using Ensembles of States with Applicaton to Gaussian Process Regression

Friday, October 22 2010 14:10–15:30, Max Gluskin House, room 106

Salvador Navarro (University of Wisconsin-Madison)

Identification and Estimation of Time-Varying Treatment Effects: How The Timing of Grade Retention Affects Outcomes (joint with Jane Cooley and Yuya Takahashi)

Friday, October 29 2010 13:10–14:30, Max Gluskin House, room 100

Alberto Abadie (Harvard University)

A General Theory of Matching Estimators (joint with Guido Imbens)

Friday, November 5 2010 14:10–15:30, Max Gluskin House, room 106

Yann Bramoullé (Université Laval)

Do Peers Affect Student Achievement? Evidence from Canada Using Group Size Variation (joint with Vincent Boucher, Habiba Djebbari, Bernard Fortin)

Friday, November 12 2010 14:10–15:30, Max Gluskin House, room 106

Cosma Shalizi (Carnegie Mellon University)

Homophily and Contagion Are Generically Confounded in Observational Social Network Studies (joint with Andrew C. Thomas)

Friday, November 19 2010 16:10–17:30, Max Gluskin House, room 106

Dinghai Xu (University of Waterloo)

A Threshold Stochastic Volatility Model with Realized Volatility

Friday, November 26 2010 14:10–15:30, Max Gluskin House, room 106

Carol Caetano (University of Rochester)

A Discontinuity Test of Endogeneity

Friday, December 3 2010 14:10–15:30, Max Gluskin House, room 106

Yuanyuan Wan (Pennsylvania State University)

An integration-based approach to moment inequality models

Friday, January 28 2011 16:10–17:30, Max Gluskin House, room 106

Haiqing Xu (The Pennsylvania State Universit)

Parametric and Semiparametric Structural Estimation of Hotelling-type Discrete Choice Games in A Single Market with An Increasing Number of Players

Tuesday, February 1 2011 16:10–17:30, Max Gluskin House, room 106

Arnaud Maurel (Duke University)

Inference on a Generalized Roy Model, with an Application to Schooling Decisions in France

Friday, February 4 2011 16:10–17:30, Max Gluskin House, room 106

Koen Jochmans (CORE and Brown University)

CANCELLED

Tuesday, February 8 2011 16:10–17:30, Max Gluskin House, room 106

Matt Taddy (University of Chicago, Booth School of Business)

Inverse Regression for Analysis of Sentiment in Text

Friday, March 18 2011 14:10–15:30, Max Gluskin House, room 106

Gary Koop (University of Strathclyde)

Hierarchical Shrinkage in Time-Varying Parameter Models

Friday, September 16 2011 14:00–15:20, Max Gluskin House, room 106

Xiaohong Chen (Yale University)

Sensitivity Analysis in a Semiparametric Probability Model: A Partial Identification Approach

Friday, September 23 2011 14:00–15:20, Max Gluskin House, room 106

Hedibert Freitas Lopes (University of Chicago Booth School of Business)

Particle Filtering methods for stochastic volatility models

Friday, September 30 2011 14:00–15:20, Max Gluskin House, room 106

Stefan Hoderlein (Boston College)

Semiparametric Estimation of Random Coefficients in Structural Economic Models (joint with Lars Nesheim (UCL) and Anna Simoni (Bocconi))

Friday, October 14 2011 14:00–15:20, Max Gluskin House, room 106

Patrik Guggenberger (UCSD)

Inference when the limiting distribution of the test statistic is discontinuous in the parameter of interest

Friday, October 21 2011 14:00–15:20, Max Gluskin House, room 106

Xin Jin (University of Toronto)

A Bayesian Nonparametric Investigation into the Relationship between Commodity Prices and Exchange Rates

Friday, October 28 2011 14:00–15:20, Max Gluskin House, room 106

Bernard Salanie (Columbia University)

Cupid's Invisible Hand: Social Surplus and Identification in Matching Models (joint with Alfred Galichon)

Friday, November 4 2011 14:00–15:20, Max Gluskin House, room 106

Xiaoxia Shi (University of Wisconsin-Madison)

A Non-degenerate Vuong Test

Friday, November 11 2011 14:00–15:20, Max Gluskin House, room 106

Federico Bugni (Duke University)

Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models (joint with Ivan Canay (Northwestern) and Patrik Guggenberger (UCSD))

Friday, November 18 2011 14:00–15:20, Max Gluskin House, room 106

Paul Karapanagiotidi (University of Toronto)

Improving VAR Forecasts through Wishart Stochastic Volatility

Friday, November 25 2011 14:00–15:20, Max Gluskin House, room 106

Jason Blevins (Ohio State University)

Estimation of Dynamic Discrete Choice Models in Continuous Time

Friday, December 2 2011 14:00–15:20, Max Gluskin House, room 106

Francesca Molinari (Cornell University)

Inference for Best Linear Approximations to Set Identified Functions (joint with Arun Chandrasekhar, Victor Chernozhukov, Paul Schrimpf)

Friday, March 9 2012 14:00–15:20, Max Gluskin House, room 106

Maria Ponomareva (University of Western Ontario)

Identification of Panel Data Models with Endogenous Censoring (joint with Shakeeb Khan and Elie Tamer)

Friday, March 16 2012 14:00–15:20, Max Gluskin House, room 106

Michael Escobar (University of Toronto)

Semiparametric Bayesian Regression with Dirichlet process priors

Friday, March 23 2012 14:00–15:00, Max Gluskin House, room 106

Yingyao Hu (Johns Hopkins University)

Nonparametric Identification Using Instrumental Variables: Sufficient Conditions For Completeness (joint with Ji-Liang Shiu)

Friday, September 21 2012 14:00–15:20, Max Gluskin House, room 106

Arthur Lewbel (Boston College)

Generalized Random Coefficients With Equivalence Scale Applications (joint with Krishna Pendakur)

Friday, October 5 2012 14:00–15:20, Max Gluskin House, room 106

Maximilian Kasy (Harvard University)

Identification in General Triangular Systems

Friday, October 19 2012 14:00–15:20, Max Gluskin House, room 106

Kyoo il Kim (University of Minnesota-Twin Cities)

Identification and Estimation in Discrete Choice Demand Models when Endogenous Variables Interact with the Error (joint with Amit Gandhi and Amil Petrin)

Friday, November 2 2012 14:00–15:20, Max Gluskin House, room 106

Christian Gourieroux (University of Toronto)

Survival of Hedge Funds: Frailty vs Contagion (joint with Serge Darolles and Patrick Gagliardini)

Friday, November 9 2012 14:00–15:20, Max Gluskin House, room 106

Timothy Conley (University of Western Ontario)

Detecting Bidders Groups in Collusive Auctions (joint with Francesco Decarolis)

Friday, November 16 2012 14:00–15:20, Max Gluskin House, room 106

Xun Tang (University of Pennsylvania)

Inference of Bidders' Risk Attitudes in Ascending Auctions with Endogenous Entry (joint with Hanming Fang)

Friday, November 23 2012 14:00–15:20, Max Gluskin House, room 106

Ismael Yacoub Mourifi� (University of Montreal)

Sharp bounds on treatment effects

Tuesday, January 15 2013 16:10–17:30, Max Gluskin House, room 106

Nese Yildiz (University of Rochester)

A Discontinuity Test for Identification in Nonlinear Models with Endogeneity (joint with Carol Caetano and Christoph Rothe)

Friday, March 1 2013 14:00–15:20, Max Gluskin House, room 106

Pradeep Chintagunta (University of Chicago, Booth School of Business)

Service Quality Variability and Termination Behavior (joint with S. Sriram and Puneet Manchanda)

Friday, March 15 2013 14:00–15:20, Max Gluskin House, room 106

Eric Mak (University of Toronto)

Point Identification of Switching Time in a One-Directional Hidden Markov Model: An Application to Maturity Estimation of Young Adults

Friday, May 10 2013 14:10–15:30, Max Gluskin House, room 106

Eugenio Zucchelli (Lancaster University)

A dynamic structural model of health, addiction and smoking (joint with Andrew M. Jones (York), Audrey Laporte (Toronto), and Nigel Rice (York))

Friday, May 17 2013 14:10–15:30, Max Gluskin House, room 106

Joris Pinkse (Pennsylvania State University)

Estimating a Nonparametric Triangular Model with Binary Endogenous Regressors (joint with Sung Jae Jun and Haiqing Xu)

Friday, September 20 2013 14:10–15:30, Max Gluskin House, room 106

Robert Miller (Carnegie Mellon University)

Identifying Dynamic Discrete Choice Models off Short Panels (joint with Peter Arcidiacono)

Friday, October 4 2013 14:10–15:30, Max Gluskin House, room 106

Laura Grigolon (McMaster University)

A discrete choice model for ordered nests

Friday, October 11 2013 14:10–15:30, Max Gluskin House, room 106

Shakeeb Khan (Duke University)

On Uniform Inference in Nonlinear Models with Endogeneity (joint with Denis Nekipelov)

Friday, October 18 2013 14:10–15:30, Max Gluskin House, room 106

Paul Grieco (Pennsylvania State University)

Productivity and Quality in Health Care: Evidence from the Dialysis Industry (joint with Ryan McDevitt)

Friday, October 25 2013 14:10–15:30, Max Gluskin House, room 106

Steven Durlauf (University of Wisconsin at Madison)

Linear Social Interactions Models (joint with Lawrence Blume, William Brock and Rajshri Jayaraman)

Friday, November 1 2013 14:10–15:30, Max Gluskin House, room 106

Mario Samano (HEC Montreal)

Conditional Average Treatment Effects and Decision Making

Friday, November 8 2013 14:00–15:20, Max Gluskin House, room 106

Mathieu Marcoux (University of Toronto)

Bias reduction techniques for two-step semiparametric estimators: application to dynamic discrete choice structural models

Friday, November 15 2013 14:00–15:20, Max Gluskin House, room 106

Juan Carlos Escanciano (Indiana University)

Set Inferences and Sensitivity Analysis in Semiparametric Conditionally IdentifiÂ…ed Models (joint with Lin Zhu (Tsinghua University))

Friday, November 15 2013 16:10–17:30, Max Gluskin House, room 106

Yonghong An (University of Connecticut)

Identifying Structural Models of Committee Decisions with Heterogeneous Tastes and Ideological Bias (joint with Xun Tang)

Friday, November 22 2013 14:00–15:20, Max Gluskin House, room 106

John Maheu (McMaster University)

Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis (joint with Mark Jensen)

Friday, November 29 2013 14:00–15:20, Max Gluskin House, room 106

Qiao Yang (University of Toronto)

TBA

Friday, December 6 2013 14:00–15:20, Max Gluskin House, room 106

Byoung Gun Park (State University of New York - Albany)

Nonparametric Identification and Estimation of the Extended Roy Model

Friday, March 14 2014 14:00–15:20, Max Gluskin House, room 106

Denis Nekipelov (University of California - Berkeley)

Encyption, Disclosure and Inference from Combined Data (joint with Tatiana Komarova)

Friday, March 21 2014 14:00–15:20, Max Gluskin House, room 106

Yuanyuan Wan (University of Toronto)

Testing LATE Assumptions (joint with Ismael Mourifie)

Tuesday, April 15 2014 14:10–15:30, Max Gluskin House, room 100

Marc Henry (Penn State)

Identifying Multi-attribute Hedonic Models (joint with Victor Chernozhukov; Alfred Galichon)

Friday, September 19 2014 14:00–15:20, Max Gluskin House, room 106

Quang Vuong (New York University)

Counterfactual Mapping and Individual Treatment Effects in Nonseprable Models with Discrete Endeogeneity (joint with Haiqing Xu)

Friday, September 26 2014 14:00–15:20, Max Gluskin House, room 106

Nianqing Paul Liu (Shanghai University of Finance and Economics)

Rationalization and Identification of Discrete Games with Correlated Types (joint with Quang Vuong and Haiqing Xu)

Thursday, October 9 2014 14:00–15:20, Max Gluskin House, room 100

John Maheu (Mc Master University)

Bayesian Semiparametric Modeling of Realized Covariance Matrices (joint with Xin Jin)

Friday, October 10 2014 14:00–15:20, Max Gluskin House, room 106

Timothy Amstrong (Yale University)

A Simple Adjustment for Bandwidth Snooping (joint with Michal Kolesar)

Friday, October 17 2014 14:00–15:20, Max Gluskin House, room 106

Alberto Abadie (Harvard University)

Endogenous Stratification in Randomized Experiments (joint with Matthew M. Chingos, Martin R. West)

Friday, October 24 2014 14:00–15:20, Max Gluskin House, room 106

Nikhil Agarwal (MIT)

Identification and estimation in manipulable assignment mechanism (joint with Paulo Somaini)

Friday, October 31 2014 14:00–15:20, Max Gluskin House, room 106

Hiroaki Kaido (Boston University)

Inference for Projections of Identified Sets (joint with Francesca Molinari and Joerg Stoye)

Friday, November 7 2014 14:00–15:20, Max Gluskin House, room 106

Jorge Balat (John Hopkins University)

"Heterogeneous Firms: Skilled-Labor Productivity and Export Destinations" (joint with Irene Brambilla and Yuya Sasaki)

Friday, November 14 2014 14:00–15:20, Max Gluskin House, room 106

David Rivers (Western Of Ontario)

Model Uncertainty and the Effect of Shall-Issue Right-to-Carry Laws on Crime (joint with Steven N. Durlauf and Salvador Navarro)

Friday, November 21 2014 14:00–15:20, Max Gluskin House, room 106

Youngki Shin (Western of Ontario)

Structural Change in Sparsity (joint with Sokbae Lee, Yuan Liao and Myung Hwan Seo)

Friday, November 28 2014 14:00–15:20, Max Gluskin House, room 106

Minchul Shin (University of Pennsylvania)

Bayesian GMM

Thursday, January 15 2015 14:10–15:30, Max Gluskin House, room 106

Jiaying Gu (U of Illinois, Urbana Champaign)

Unobserved heterogeneity in economic models: testing and estimation

Friday, January 16 2015 14:10–15:30, Max Gluskin House, room 106

Jing Tao (University of Wisconsin-Madison)

Inference for Point and Partially Identified Semi-Nonparametric Conditional Moment Models

Tuesday, January 20 2015 14:10–15:30, Max Gluskin House, room 106

Nicholas Mitsakakis (University of Toronto (THETA))

Bayesian regression models for the estimation of net cost of disease using aggregate data

Friday, March 6 2015 14:00–15:20, Max Gluskin House, room 106

Brendan Kline (University of Texas at Austin)

Bayesian inference in a class of partially identified models (joint with Elie Tamer)

Friday, March 13 2015 14:00–15:20, Max Gluskin House, room 106

Konrad Menzel (New York University)

Strategic Network Formation with Many Agents

Friday, March 27 2015 14:00–15:20, Max Gluskin House, room 106

Azeem Shaikh (University of Chicago)

Randomization Tests under an Approximate Symmetry Assumption (joint with Ivan Canay and Joseph Romano)

Friday, April 10 2015 14:00–15:20, Max Gluskin House, room 106

Mathieu Marcoux (U of Toronto)

Test of equilibrium uniqueness in discrete games with a flexible information structure

Friday, April 24 2015 14:00–15:20, Max Gluskin House, room 106

Ismael Mourifie (U of Toronto)

Sharp Bounds in the Roy model (joint with Marc henry and Romuald Meango)

Friday, May 1 2015 14:00–15:20, Max Gluskin House, room 106

Ismael Mourifie (U of Toronto)

Sharp Instrumental Inequalities: Testing IV independence assumption (joint with Desire Kedagni (Penn State University))

Friday, October 2 2015 14:00–15:30, Max Gluskin House, room 106

Qiao Yang (University of Toronto)

Stock Returns and Real Growth: A Bayesian Nonparametric Approach

Friday, October 23 2015 14:00–15:20, Max Gluskin House, room 106

Tong Li (Vanderbilt University)

Quantile Treatment Effects in Difference in Differences Models with Panel Data (joint with Brantly Callaway)

Friday, October 30 2015 14:10–15:30, Max Gluskin House, room 106

Ruli Xiao (Indiana University)

Identification of Dynamic Games with Multiple Equilibria and Unobserved Heterogeneity

Thursday, November 12 2015 13:10–14:30, Max Gluskin House, room 106

Tiemen Woutersen (University of Arizona)

Confidence Sets for Continuous and Discontinuous Functions of Parameters and Testing the Validity of an Instrument

Friday, November 13 2015 14:10–15:30, Max Gluskin House, room 106

Prosper Dovonon (Concordia University)

Robust Estimation with Exponentially Titled Hellinger Distance (joint with Bertille Antoine)

Friday, November 20 2015 14:10–15:30, Max Gluskin House, room 106

Kyungchul Song (University of British Columbia)

Ordering-Free Inference from Locally Dependent Data

Friday, November 27 2015 14:10–15:30, Max Gluskin House, room 106

Alfred Galichon (New York University)

Matching Models with Imperfectly Transferable Utility and Heterogeneous Preferences: Theory and Estimation

Friday, December 4 2015 14:10–15:30, Max Gluskin House, room 106

Alfred Galichon (New York University)

Topics in Equilibrium Transportation

Wednesday, March 16 2016 14:10–15:00, Fields Institute (222 College Street)

Joan Llull (Universitat Autònoma de Barcelona)

Internal Migration in Dual Labor Markets (joint with Robert Miller)

Friday, March 18 2016 12:10–13:30, Max Gluskin House, room 106

Benjamin Connault (University of Pennsylvania)

Hidden Rust Models

Friday, April 8 2016 12:10–13:30, Max Gluskin House, room 100

Elena Manresa (MIT Sloan School of Management)

A Distributional Framework for Matched Employer-Employee Data (joint with Stephane Bonhomme (Chicago) and Thibaut Lamadon (Chicago))

Friday, April 15 2016 14:10–15:30, Max Gluskin House, room 106

Pedro Souza (PUC-Rio)

Estimating Network Effects without Network Data

Friday, April 29 2016 14:00–15:20, Max Gluskin House, room 106

Nathan Yang (McGill University Desautels Faculty of Management)

Dynamic Franchising Decisions (joint with Mitsukuni Nishida (Johns Hopkins))

Friday, May 6 2016 14:00–15:20, Max Gluskin House, room 106

Firmin Tchatoka (The University of Adelaide)

Inconsistency of the bootstrap for the subset Anderson-Rubin test and Bonferroni-based size correction

Friday, May 13 2016 14:00–15:20, Max Gluskin House, room 106

Joerg Stoye (Cornell University)

Confidence Intervals for Projections of Partially Identified Parameters (joint with Hiroaki Kaido and Francesca Molinari)

Friday, September 16 2016 14:10–15:30, Max Gluskin House, room 106

Oeystein Daljord (University of Chicago Booth School of Business)

Identification of the discount factor in dynamic discrete choice models (joint with Jaap Abbring)

Friday, September 23 2016 14:10–15:30, Max Gluskin House, room 106

Bo Honore (Princeton University)   Cancelled

Poor (Wo)man's Bootstrap (joint with Luojia Hu)

Friday, September 30 2016 14:10–15:30, Max Gluskin House, room 106

Joachim Freyberger (University of Wisconsin Madision)

On completeness and consistency in nonparametric instrumental variable models

Friday, October 7 2016 14:10–15:30, Max Gluskin House, room 106

Lutz Kilian (University of Michigan)

A general approach to recovering market expectations from future prices with an application to crude oil (joint with Christiane Baumeister)

Friday, October 14 2016 14:10–15:30, Max Gluskin House, room 106

Remi Daviet (University of Toronto)

Inference with Hamiltonian Sequential Monte Carlo Simulators

Thursday, October 20 2016 13:00–14:00, Max Gluskin House, room 100

Mathieu Marcoux (University of Toronto)

Games with unobservable heterogeneity and multiple equilibria: An application to mobile telecommunications

Friday, October 21 2016 14:10–15:30, Max Gluskin House, room 106

Yuan Liao (Rutgers University)

The factor-Lasso and K-step bootstrap approach for inference in high-dimensional economic applications

Friday, October 28 2016 14:10–15:30, Max Gluskin House, room 106

Christoph Rothe (Columbia University)

Bounds on treatment effects in regression discontinuity designs under manipulation of the running variable, with an application to unemployment insurance in Brazil (joint with Francois Gerard and Miikka Rokkanen)

Friday, November 4 2016 14:10–15:30, Max Gluskin House, room 106

Bentley MacLeod (Columbia University)

Electoral institutions and the performance of public officials: evidence from state supreme courts (joint with Elliott Ash)

Friday, November 18 2016 14:10–15:30, Max Gluskin House, room 106

Yuichi Kitamura (Yale University)

Nonparametric Analysis of Finite Mixtures (joint with Louise Laage)

Friday, December 2 2016 14:10–15:30, Max Gluskin House, room 106

Gaurab Aryal (University of Virginia)

Identifying a model of screening with multidimensional consumer heterogeneity

Friday, December 9 2016 14:10–15:30, Max Gluskin House, room 106

Nail Kashaev (Western University)

Testing for Nash behavior in binary games of complete information

Friday, February 24 2017 14:10–15:30, Max Gluskin House, room 106

Bo Honore (Princeton University)

Poor (Wo)man's Bootstrap (joint with Luojia Hu)

Friday, March 3 2017 14:10–15:30, Max Gluskin House, room 106

Yu Zhu (Bank of Canada)

Using Experiments to Inform Structural Estimation: Robust Inference in First-Price Auctions (joint with Serafin Grundl)

Friday, March 10 2017 14:10–15:30, Max Gluskin House, room 106

Jonathan Beauchamp (University of Toronto)

Controlling for the Compromise Effect Debiases Estimates of Risk Preference Parameters

Friday, March 17 2017 14:10–15:30, Max Gluskin House, room 106

Xu Cheng (University of Pennsylvania)

Averaging GMM Estimator Robust to MisspeciÂ…fication (joint with Zhipeng Liao and Ruoyao Shi)

Friday, March 24 2017 14:10–15:30, Max Gluskin House, room 106

Federico Bugni (Duke University)

Inference under Covariate-Adaptive Randomization (joint with Ivan Canay and Azeem Shaikh)

Friday, April 14 2017 14:10–15:30, Max Gluskin House, room 106

Jakub Kastl (Princeton University)

Quantifying delay externalities in airline networks (joint with Liyu Dou and John Lazarev)

Friday, April 21 2017 14:10–15:30, Max Gluskin House, room 106

Toru Kitagawa (UCL)

Uncertain identification (joint with Raffaella Giacomini, Alessio Volpicella)

Friday, September 15 2017 14:10–15:30, Max Gluskin House, room 106

Brendan Beare (UCSD)

Tail behavior of geometric sums of hidden Markov processes with applications to wealth distributions (joint with Alexis Toda)

Friday, September 22 2017 14:10–15:30, Max Gluskin House, room 106

Serena Ng (Columbia University)

Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data

Friday, October 13 2017 16:10–17:30, Woodsworth College Residence, room 25

Desire Kedagni (Penn State)

Identifying Treatment Effects in the Presence of Confounded Types

Wednesday, October 18 2017 12:10–13:30, Max Gluskin House, room 106

Stephane Bonhomme (U of Chicago)

Discretizing Unobserved Heterogeneity (joint with Thibaut Lamadon, Elena Manresa)

Friday, October 20 2017 14:10–15:30, Max Gluskin House, room 106

Thomas Russell (U of Toronto)

Sharp Bounds on Functionals of the Joint Distribution in the Analysis of Treatment Effects

Friday, October 27 2017 14:10–15:30, Max Gluskin House, room 106

Harry Paarsch (University of Central Florida)

Hui: A Case Study of a Sequential Double Auction of Capital (joint with Timothy P. Hubbard and Will M. Wright)

Wednesday, November 1 2017 12:30–14:00, Max Gluskin House, room 106

Adam Rosen (Duke)

Incomplete English auction models with heterogeneity (joint with Andrew Chesher)

Friday, November 3 2017 14:10–15:30, Max Gluskin House, room 106

Ivana Komunjer (Georgetown University)

A Perturbation Approach to Nonlinear Filtering: The Case of Stochastic Volatility (joint with Natalia Sizova)

Friday, November 17 2017 14:10–15:30, Max Gluskin House, room 106

Christian Gourieroux (U of Toronto)

Econometric Modelling and Transformation Groups (joint with A., Monfort and J.M., Zakoian)

Friday, December 1 2017 14:10–15:30, Max Gluskin House, room 106

Chris Dobronyi (U of Toronto)

A Random Utility Model with Ambiguity

Friday, January 12 2018 14:10–15:30, Max Gluskin House, room 106

Lixiong Li (Penn State)

Sharp Bounds for Structural Parameters and Counterfactuals

Friday, April 13 2018 14:10–15:30, Max Gluskin House, room 106

Andres Aradillas-Lopez (Penn State University)

Inference in a Simultaneous Ordered Response Game with Complete Information (joint with Adam Rosen (Duke))

Monday, June 11 2018 14:10–15:30, Max Gluskin House, room 106

Jann Spiess (Microsoft/Standford GSB)

Optimal Estimation when Researcher and Social Preferences are Misaligned

Friday, September 14 2018 14:10–15:30, Max Gluskin House, room 106

James MacKinnon (Queen's University)

How Cluster-Robust Inference Is Changing Applied Econometrics

Friday, September 28 2018 14:10–15:30, Max Gluskin House, room 106

Linbo Wang (U of Toronto, Statistics)

Bounded, efficient and multiply robust estimation of average treatment effects using instrumental variables (joint with Eric Tchetgen Tchetgen)

Friday, October 12 2018 14:10–15:30, Max Gluskin House, room 106

Guy Tchuente (University of Kent)

Does Obamacare Care: a Fuzzy Difference-in-discontinuities Approach (joint with Hector Galindo and Habib Some)

Thursday, October 18 2018 14:00–15:20, Max Gluskin House, room 106

Simon Lee (Columbia)

Identifying the effect of persuasion (joint with Sung Jae Jun)

Friday, October 26 2018 14:10–15:30, Max Gluskin House, room 106

Ismael Mourifie (U of Toronto)

An Empirical framework for employee-employer matching data (joint with Kory Kroft)

Friday, November 16 2018 14:10–15:30, Max Gluskin House, room 106

Arnaud Maurel (Duke University)

Rationalizing Rational Expectations? Tests and Deviations (joint with Xavier D'Haultfoeuille and Christophe Gaillac)

Friday, November 23 2018 14:10–15:30, Max Gluskin House, room 106

Matias Cattaneo (University of Michigan)

Two-Step Estimation and Inference with Possibly Many Included Covariates (joint with MICHAEL JANSSON and XINWEI MA)

Friday, November 30 2018 14:10–15:30, Max Gluskin House, room 106

Xun Tang (Rice University)

Identification and Estimation of Large Network Games with Private Link Information (joint with Hulya Eraslan)

Friday, December 7 2018 14:10–15:30, Max Gluskin House, room 106

Joon Cho (U of Toronto)

Identification in first-price pure common value auctions with general information structure

Friday, December 14 2018 14:10–15:30, Max Gluskin House, room 106

Maximilian Kasy (Harvard University)

Identification of and correction for publication bias (joint with Isaiah Andrews)

Tuesday, January 22 2019 16:10–17:30, Max Gluskin House, room 106

Max Tabord-Meehan (Northwestern University)

Stratification Trees for Adaptive Randomization in Randomized Controlled Trials

Monday, February 11 2019 16:10–17:30, Max Gluskin House, room 106

Charles Manski (Northwestern Econ)

Treatment Choice with Trial Data: Statistical Decision Theory Should Supplant Hypothesis Testing

Friday, March 1 2019 14:10–15:30, Max Gluskin House, room 106

Andrew Chesher (University College London)

Modelling Simultaneously Determined Discrete Outcomes with Application to Firm Entry and Product Quality Choice (joint with Adam Rosen)

Friday, March 8 2019 14:10–15:30, Max Gluskin House, room 106

Sung Jae Jun (Penn State University)

Testing For Risk Aversion in First Price Sealed Bid Auctions (joint with Federico Zincenko)

Friday, March 15 2019 14:10–15:30, Max Gluskin House, room 106

Kyoo il Kim (Michigan State University)

Control Variables Approach to Estimate Semiparametric Models of Mismeasured Endogenous Regressors with an Application to U.K. Twin Data (joint with Suyong Song)

Friday, March 29 2019 14:10–15:30, Max Gluskin House, room 106

Joseph Groga Bada (U of Toronto)

The Analysis of Contingency Tables: Recent review of log-linear probability models.

Friday, April 5 2019 13:00–14:20, Max Gluskin House, room 106

Yu-wei Hsieh (University of Southern California)

Prediction and Congestion in Two-Sided Markets: Economist versus Machine Matchmakers

Friday, September 20 2019 14:10–15:30, Max Gluskin House, room 106

Roy Allen (Western)

Approximately Quasilinear

Friday, September 27 2019 14:10–15:30, Max Gluskin House, room 106

Jason Blevins (Ohio State University)

Efficient and Convergent Sequential Pseudo-Likelihood Estimation of Dynamic Discrete Games (joint with Adam Dearing)

Friday, October 4 2019 14:10–15:30, Max Gluskin House, room 106

Shoshana Vasserman (Stanford)

Scaling Auctions as Insurance: A Case Study in Infrastructure Procurement (joint with Valentin Bolotnyy)

Friday, October 11 2019 14:10–15:30, Max Gluskin House, room 106

Keisuke Hirano (Penn State)

Analyzing Cross-Validation for Forecasting with Structural Instability (joint with Johnathan Wright)

Friday, October 25 2019 14:10–15:30, Max Gluskin House, room 106

Alexander Torgovitsky (Chicago)

Identification of Causal Effects with Multiple Instruments: Problems and Some Solutions (joint with Magne Mogstad and Christopher Walters)

Friday, November 1 2019 14:10–15:30, Max Gluskin House, room 106

Yunmi Kong (Rice University)

Multidimensional Auctions of Option Values

Friday, November 8 2019 14:10–15:30, Max Gluskin House, room 106

Yuichi Kitamura (Yale)

Methods for Nonparametric Counterfactual Analysis with (or without) Convex Structure

Monday, November 11 2019 14:10–15:30, Max Gluskin House, room 106

Lidia Kosenkova (University of Virginia)

Nonparametric inference in asymmetric first-price auctions with k-rationalizable beliefs

Friday, November 15 2019 14:10–15:30, Max Gluskin House, room 106

Thomas Stringham (U of Toronto)

Fast Bipartite Record Linkage with Record-Specific Weighting Parameters

Friday, November 22 2019 14:10–15:30, Max Gluskin House, room 106

Ismael Mourifie (U of Toronto)

Layered Policy Analysis using Marginal Treatment effect (joint with Yuanyuan Wan)

Thursday, November 28 2019 14:10–15:30, Max Gluskin House, room 106

Christopher Dobronyi (University of Toronto)

Stochastic Revealed Preference: A Non-Parametric Approach

Friday, February 14 2020 14:10–15:30, Max Gluskin House, room 106

Jean-Jacques Forneron (Boston University)   Cancelled

Inference by Stochastic Optimization: A Free-Lunch Bootstrap

Friday, March 20 2020 14:10–15:30, Max Gluskin House, room 106

Bulat Gafarov (UC Davis)   Cancelled

Inference in high-dimensional set-identified affine models

Monday, March 23 2020 09:30–11:00, Max Gluskin House, room 106

Levon Barseghyan (Cornell University)   Cancelled

TBA

Friday, April 3 2020 14:10–15:30, Max Gluskin House, room 106

Francesca Molinari (Cornell)   Cancelled

TBA

Friday, April 3 2020 14:10–15:30, Max Gluskin House, room 106

Elie Tamer (Harvard)   Cancelled

TBA

Friday, April 10 2020 14:10–15:30, Max Gluskin House, room 106

Antoine Djogbenou (York University)   Cancelled

TBA

Friday, April 17 2020 14:10–15:30, Max Gluskin House, room 106

Artem Prokhorov (University of Sydney)   Cancelled

TBA

Wednesday, April 29 2020 14:10–15:30, Max Gluskin House, room 106

Daniel Wilhelm (UCL)   Cancelled

TBA

Thursday, May 14 2020 14:10–15:30, Max Gluskin House, room 106

Florian Gunsilius (University of Michigan)

Distributional Synthetic Controls

Friday, September 25 2020 14:10–15:30, Online

Wayne Gao (University of Pennsylvania)

Two-Stage Maximum Score Estimator (joint with Sheng Xu)

Friday, October 9 2020 14:10–15:30, Online

Yuya Sasaki (Vanderbilt University)

Multiway Cluster Robust Double/Debiased Machine Learning (joint with Harold D. Chiang, Kengo Kato, and Yukun Ma)

Friday, October 16 2020 14:10–15:30, Online

Sukjin Han (University of Bristol)

Optimal Dynamic Treatment Regimes and Partial Welfare Ordering

Friday, October 23 2020 14:10–15:30, Online

Zheng Fang (Texas A&M)

A Projection Framework for Testing Shape Restrictions That Form Convex Cones (joint with Juwon Seo)

Friday, October 30 2020 14:10–15:30, Online

Chris Dobronyi (University of Toronto)

Consumer Theory with Taste Uncertainty and Individual Heterogeneity (joint with Christian Gourieroux)

Friday, November 6 2020 14:10–15:30, Online

Laura Liu (Indiana University)

Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective

Friday, November 13 2020 14:10–15:30, Online

Alex Poirier (Georgetown University)

Assessing Sensitivity to Unconfoundedness: Estimation and Inference (joint with Matthew Masten and Linqi Zhang)

Friday, November 20 2020 14:10–15:30, Online

Daniel Wihelm (UCL)

Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries (joint with Magne Mogstad, Joseph P. Romano, and Azeem M. Shaikh)

Friday, November 27 2020 14:10–15:30, Online

Bulat Gafarov (UC Davis)

Conditional quantile estimators: a small sample theory (joint with Grigory Franguridi and Kaspar Wuthrich)

Friday, December 4 2020 14:10–15:30, Online

Ismael Mourifie (University of Toronto)

Discordant Relaxation of misspecified models (joint with Lixiong Li and Desire Kedagni)

Friday, December 11 2020 14:10–15:30, Online

Arnaud Maurel (Duke University)

Conditional Choice Probability Estimation of Continuous Time Job Search Models (joint with P. Arcidiacono, A. Gyetvai and E. Jardim)

Friday, February 26 2021 14:10–15:30, Online

Antoine Djogbenou (York University)

Misspecification-robust Bootstrap Test in Linear Stochastic Discount Factor Models with Useless Factor (joint with Ulrich Hounyo)

Friday, March 12 2021 14:10–15:30, Online

Pedro H. C. SantAnna (Vanderbilt University)

Uniform Inference on Conditional Treatment Effects in Difference in Differences Designs (joint with Brantly Callaway, Xiaohong Chen, and Sid Kankanala)

Friday, March 19 2021 14:10–15:30, Online

Abhishek Ananth (Emory QTM)

Optimal Treatment Assignment Rules on Networked Populations

Friday, September 17 2021 14:10–15:30, Online

Xavier D’Haultfoeuille (CREST)

Identification and Estimation of Average Marginal Effects in Fixed Effects Logit Models (joint with Laurent Davezies, Louise Laage)

Friday, September 24 2021 14:10–15:30, Online

Yinying Dong (UC Irvine)

"When Can We Ignore Measurement Error in the Running Variable?" (joint with Michal Kolesár)

Friday, October 1 2021 14:10–15:30, Online

Martin Weidner (Oxford)

Bounds on Average Effects in Discrete Choice Panel Data Models (joint with Cavit Pakel)

Friday, October 8 2021 14:10–15:30, Online

Chris Muris (Mc Master)

Dynamic Ordered Panel Logit Models (joint with Martin Weidner and Bo Honore)

Friday, October 15 2021 14:10–15:30, Max Gluskin House, room 106

Cristina Gualdani (Queen Mary University of London)

Partial identification in matching models for the marriage market

Friday, October 22 2021 14:10–15:30, Online

Irene Botosari (Mc Master)

Forecasted Average Treatment Effects (joint with Raffaella Giacomini, Martin Weidner)

Friday, October 29 2021 14:10–15:30, Max Gluskin House, room 106

Soonwoo Kwon (Brown)

Optimal Shrinkage Estimation of Fixed Effects in Linear Panel Data Models

Friday, November 5 2021 02:10–03:30, Online

Yinghua He (Rice)

Leveraging Uncertainties to Infer Preferences: Robust Analysis of School Choice

Friday, November 12 2021 14:10–15:30, Online

Aureo De Paula (UCL)

Spillovers in Social Programme Participation: Evidence from Chile (joint with Pedro Carneiro, Barbara Flores, Emanuela Galasso, Rita Ginja)

Friday, November 26 2021 14:10–15:30, Online

Isaiah Andrews (Harvard University)

Inference on Winners (joint with Toru Kitagawa, Adam McCloskey)

Friday, December 3 2021 11:10–12:30, Online

Francesca Molinari (Cornell)

Discrete choice models with heterogeneous preferences and consideration (joint with Victor Aguiar and Levon Barseghyan)

Friday, December 10 2021 14:10–15:30, Online

Alfred Galichon (NYU)

Matching models for family economics: Part I

Friday, April 1 2022 10:00–12:00, Online

Alfred Galichon (NYU)

Matching models for family economics: Part II

Friday, April 8 2022 10:00–12:00, Online

Dmitry Arkhangelsky (CEMFI)

On Policy Evaluation with Aggregate Time-Series Shocks (joint with Vasily Korovkin)

Friday, April 15 2022 02:00–03:30, Online

Yao Luo (University of Toronto)

Penalized Sieve Estimation of Structural Models (joint with Peijun Sang)

Thursday, April 21 2022 13:00–14:00, Online

Xiaoting Sun (Simon Fraser University)

Identification and Estimation in Many-to-one Two-sided Matching without Transfers (joint with Yinghua He, Shruti Sinha)

Friday, April 22 2022 14:00–15:30, Online

Xiaoxia Shi (Wisconsin Madison)

Semi-Nonparametric Estimation of Random Coefficient Logit Model for Aggregate Demand

Friday, April 29 2022 14:00–15:30, Online

Sean Elliott (U of Toronto)   Cancelled

Long-run default: A mixed frequency approach

Friday, May 6 2022 14:10–15:30, Online

Sean Elliott (U of Toronto)

Long-run default: A mixed frequency approach

Friday, May 20 2022 14:10–15:30, Online

Marinho Bertanha (Notre Dame)

“Permutation Tests at Nonparametric Rates” (joint with EunYi Chung)

Friday, May 27 2022 14:10–15:30, Max Gluskin House, room 106

Eric Mbakop (University of Calgary)

Identification in some discrete choice models: A computational Approach

Friday, September 16 2022 14:10–15:30, Max Gluskin House, room 106

Nikhil Agarwal (MIT)

Demand Analysis under Latent Choice Constraints

Friday, September 23 2022 14:10–15:30, Max Gluskin House, room 106

Nancy Reid (University of Toronto)   Cancelled

TBA

Friday, September 30 2022 14:10–15:30, Max Gluskin House, room 106

Youngki Shin (McMaster)

Statistical Treatment Rules under Social Interaction (joint with Seungjin Han and Julius Owusu)

Friday, September 30 2022 14:10–15:30, Max Gluskin House, room 106

Quinlan Lee (University of Toronto)

Quantifying the Importance of Shocks in Non-linear Multivariate Time Series Models

Friday, October 14 2022 14:10–15:30, Max Gluskin House, room 106

Brendan Kline (UT Austin)

Classical p-values and the Bayesian posterior probability that the hypothesis is approximately true

Friday, October 21 2022 14:10–15:30, Max Gluskin House, room 106

Artem Prokhorov (University of Sydney)

A Machine Learning Attack on Illegal Trading

Friday, October 28 2022 14:10–15:30, Max Gluskin House, room 106

Ivan Canay (Northwestern)

On the Use of Outcome Tests for Detecting Bias in Decision Making

Friday, November 4 2022 14:10–15:30, Max Gluskin House, room 106

Jean-Jacques Forneron (Boston University)

Noisy, Non-Smooth, Non-Convex Estimation of Moment Condition Models

Friday, November 11 2022 14:10–15:30, Max Gluskin House, room 106

Matthew Webb (Carleton University)

Fast and reliable jackknife and bootstrap methods for cluster-robust inference

Friday, November 18 2022 14:10–15:30, Max Gluskin House, room 106

Kirill Ponomarev (University of Chicago)

Selecting Inequalities for Sharp Identification in Models with Set-Valued Predictions

Friday, November 25 2022 14:10–15:30, Max Gluskin House, room 106

Ashesh Rambachan (Microsoft Research/MIT)

Identifying Prediction Mistakes in Observational Data

Friday, December 2 2022 14:10–15:30, Max Gluskin House, room 106

Erhao Xie (Bank of Canada)

Nonparametric Identification and Testing of Quantal Response Equilibrium (joint with Ryan Webb)

Thursday, February 16 2023 13:00–14:00, Max Gluskin House, room 106

John Rehbeck (Ohio State University)   Cancelled

TBA

Friday, March 3 2023 14:10–15:30, Max Gluskin House, room 106

Nancy Reid (University of Toronto)

Partial Likelihood

Friday, March 10 2023 14:10–15:30, Max Gluskin House, room 106

Thomas Parker (University of Waterloo)

Uniform inference for value functions

Friday, March 17 2023 14:10–15:30, Max Gluskin House, room 106

Kevin Song (University of British Columbia)

Synthetic Decomposition for Ex Ante Policy Evaluation (joint with Nathan Canen)

Friday, March 24 2023 14:10–15:30, Max Gluskin House, room 106

Shu Shen (UC Davis)

Panel IV model with dynamic treatment effect

Friday, March 31 2023 14:10–15:30, Max Gluskin House, room 106

Tetsuya Kaji (University of Chicago)

Assessing Heterogeneity in Treatment Effects

Friday, April 7 2023 14:10–15:30, Max Gluskin House, room 106

Federico Bugni (Northwestern University)

Decomposition and Interpretation of Treatment Effects in Setting with Delayed Outcomes

Friday, April 14 2023 14:10–15:30, Max Gluskin House, room 106

Chenyue Liu (University of Toronto)

Nonparametric Identification of Dynamic Treatment Effect

Friday, April 21 2023 14:10–15:30, Max Gluskin House, room 106

Eric Tchetgen Tchetgen (Wharton)

Theory for identification and inference with Synthetic Controls: A proximal causal inference perspective

Monday, May 8 2023 14:10–15:30, Max Gluskin House, room 106

Toru Kitagawa (Brown University)

Policy Choice in Time Series by Empirical Welfare Maximization

Friday, May 19 2023 14:10–15:30, Max Gluskin House, room 106

Timothy Armstrong (University of Southern California)

Adapting to Misspecification (joint with Patrick Kline and Liyang Sun)

Friday, September 22 2023 14:10–15:30, Max Gluskin House, room 106

Kohei Yata (University of Wisconsin–Madison)

Optimal Decision Rules Under Partial Identification

Friday, September 29 2023 14:10–15:30, Max Gluskin House, room 106

Yingyao Hu (Johns Hopkins University)

Revealing Unobservables by Deep Learning: Generative Element Extraction Networks (GEEN) (joint with Yang Liu and Jiaxiong Yao)

Friday, October 6 2023 14:10–15:30, Max Gluskin House, room 106

Michael Pollmann (Duke University)

A Practical Approach To Estimating Treatment Effects With Measurement Error in Confounders Using Repeat Measurements

Friday, October 20 2023 14:10–15:30, Max Gluskin House, room 106

Atom Vayalinkal (University of Toronto)

Many Treatments, Some Discrete Instruments: Choice Models and the Identification of Causal Effects

Friday, November 3 2023 14:10–15:30, Max Gluskin House, room 106

Joaquín Sánchez Garcia (University of Toronto)

A generalization of a model of Roy for partition of labor force via matching and occupational choice (joint with Jeffrey Liang)

Friday, November 17 2023 14:10–15:30, Max Gluskin House, room 106

Mohammad H. Seyedsalehi (University of Toronto)

Empirical Bayes Prediction and Statistical Relevance

Friday, February 16 2024 14:10–15:30, Max Gluskin House, room 106

Ricardo Silva (University College London)

Some thoughts on the use of causal modelling in algorithmic fairness

Friday, March 8 2024 11:00–12:00, 700 University Avenue, room 10031

Kenichi Shimizu (University of Alberta)

Scalable Estimation of Multinomial Response Models with Uncertain Consideration Sets (joint with Siddhartha Chib)

Friday, March 15 2024 14:10–15:30, Max Gluskin House, room 106

Michael Keane (Johns Hopkins University)

TBA

Friday, April 26 2024 14:10–15:30, Max Gluskin House, room 106