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All seminars in Econometrics

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Friday, 5 October 2001 14:30–16:00
Econometrics
Jun Yang (University of Toronto)
An empirical investigation of the effects of macroeconomic variables on default risk
Coach House Conference Room Organizer: Alex Maynard
 
Friday, 12 October 2001 14:30–16:00
Econometrics
Marine Carrasco (University of Rochester)
Tests for unit-root versus Threshold specification with an application to the PPP
Coach House Conference Room Organizer: Alex Maynard
 
Friday, 19 October 2001 2:30– 0:00
Econometrics
Yu Cheng (University of Toronto)
The Stock Market Wealth Effect on Consumption: A wavelet time series analysis
Coach House Conference Room Organizer: Alex Maynard
 
Friday, 26 October 2001 14:30–16:00
Econometrics
Russell Davidson (Queens University)
The Power of Bootstrap and Asymptotic Tests (with James MacKinnon)
Coach House Conference Room Organizer: Alex Maynard
 
Friday, 2 November 2001 14:30–16:00
Econometrics
Christian Gourieroux (University of Toronto and ENSAE)
Memory and infrequent breaks: the example of stochastic unit root models
Coach House Conference Room Organizer: Alex Maynard
 
Friday, 16 November 2001 14:30–16:00
Econometrics
Richard Baillie (Michigan State University)
High frequency analysis of the forward premium anomaly
Coach House Conference Room Organizer: Alex Maynard
 
Friday, 23 November 2001 14:30–16:00
Econometrics
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.
Coach House Conference Room Organizer: Alex Maynard
 
Friday, 7 December 2001 14:30–16:00
Econometrics
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
Coach House Conference Room Organizer: Alex Maynard
 
Friday, 14 December 2001 14:30–16:00
Econometrics
Alex Maynard (University of Toronto)
Bias, persistence, and the Forward Premium Anomaly: How bad is it?
Coach House Conference Room Organizer: Alex Maynard
 
Thursday, 10 January 2002 16:10–17:30
Econometrics
Robert R. de Jong (Michigan State)
A robust version of the KPSS test, based on indicators
Coach House Conference Room Organizer: Alex Maynard
 
Friday, 25 January 2002 16:10–17:30
Econometrics
Yixiao Sun (Yale)
Modelling Panel Clusters with Applications to Convergence Clubs
Coach House Conference Room Organizer: Adonis Yatchew
 
Tuesday, 29 January 2002 16:10–17:30
Econometrics
Simon Lee (Iowa)
Semiparametric Estimation of a Panel Data Proportional Hazards Model with Fixed Effects
Coach House Conference Room Organizer: Adonis Yatchew
 
Friday, 22 March 2002 16:10–17:30
Econometrics
Rene Garcia (University of Montreal)
Empirical Assessment of Intertemporal Option Priceing Model with Latent Variables
Coach House Conference Room Organizer: Alex Maynard
 
Friday, 5 April 2002 4:10– 5:00
Econometrics
Serena Ng (Johns Hopkins)
A panic attack on unit roots and cointegration
Woodsworth, room 120 Organizer: Alex Maynard
 
Friday, 19 April 2002 14:30–16:00
Econometrics
John Maheu (University of Toronto)
Can GARCH Models Capture the Long-Range Dependence in Financial Market Volatility?
Coach House Conference Room Organizer: Alex Maynard
 
Friday, 3 May 2002 14:30–16:00
Econometrics
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)
Coach House Conference Room Organizer: Alex Maynard
 
Friday, 11 October 2002 14:30–16:00
Econometrics
Shakeeb Khan (University of Rochester)
Pairwise Comparison Estimation of Censored Transformation ModelsPairwise Comparison Estimation of Censored Transformation Models
(joint with Elie Tamer)
Coach House Conference Room Organizer: Alex Maynard
 
Friday, 25 October 2002 14:30–16:00
Econometrics
Roger Koenker (University of Illinois)
How to be Pessimistic: Choquet Risk and Portfolio Optimization
Sidney Smith, room 1072 Organizer: Alex Maynard
 
Friday, 1 November 2002 14:30–16:00
Econometrics
Samuel Thompson (Harvard University)
Optimal versus robust inference in nearly integrated non Gaussian models.
Coach House Conference Room Organizer: Alex Maynard
 
Friday, 15 November 2002 14:30–16:00
Econometrics
Adonis Yatchew (University of Waterloo)
Dynamic Nonparametric State Price Density Estimation Using Constrained Least Squares and the Bootstrap
(joint with Wolfgang Hardle)
Coach House Conference Room Organizer: Alex Maynard
 
Wednesday, 20 November 2002 9:30–11:00
Econometrics/Macroeconomics
Gregory Chow (Princeton University)
The Lagrange method of dynamic optimization with applications to macroeconomics and finance
Front Conference Room Organizer: Alex Maynard
 
Wednesday, 20 November 2002 14:30–16:00
Econometrics
Eric Renault (Université de Montréal)
Interactive and Recursive Estimation in Structural Non-adaptive Models
Front Conference Room Organizer: Alex Maynard
 
Friday, 22 November 2002 14:30–16:00
Econometrics
Micheal Stutzer (University of Colorado)
A Simple Large Deviations Approach to Investment Modelling and Estimation
(joint with Yuichi Kitamura)
Coach House Conference Room Organizer: Alex Maynard
 
Friday, 29 November 2002 14:30–16:00
Econometrics
Jun Yang (University of Toronto)
Modeling the Evolution of Credit Spreads
Coach House Conference Room Organizer: Alex Maynard
 
Friday, 6 December 2002 14:30–16:00
Econometrics
Christian Gourieroux (University of Toronto and ENSAE)
Structural Laplace Transform and Compound Autoregressive Models
(joint with Serge Darolles and Joann Jasiak)
Coach House Conference Room Organizer: Alex Maynard
 
Thursday, 16 January 2003 16:10–17:30
Econometrics
Francesca Molinari (Northwestern)
Identification of Probability Distributions with Misclassified Data
Coach House Conference Room Organizer: Angelo Melino
 
Thursday, 23 January 2003 16:10–17:30
Econometrics
Mingliang Li (UC Irvine)
Duration Analysis: An Application to the Timing of High School Dropout Decisions
Coach House Conference Room Organizer: Adonis Yatchew
 
Friday, 24 January 2003 16:10–17:30
Econometrics
Yingyao Hu (Johns Hopkins)
Estimation of Nonlinear Models with Measurement Error Using Marginal Information
Coach House Conference Room Organizer: Gordon Anderson
 
Thursday, 30 January 2003 16:10–17:30
Econometrics
Sergio Firpo (Berkeley)
Efficient Semiparametric Estimation of Quantile Treatment Effects
Coach House Conference Room Organizer: Gordon Anderson
 
Friday, 4 April 2003 14:30–16:00
Econometrics
Raymond Kan (University of Toronto)
Hansen-Jagannathan Distance: Geometry and Exact Distribution
(joint with Guofu Zhou)
Coach House Conference Room Organizer: Alex Maynard
 
Friday, 18 April 2003 14:30–16:00
Econometrics
Douglas Hodgson (University of Quebec at Montreal)
Asset Pricing Theory and the Valuation of Canadian Paintings
(joint with Keith P. Vorkink)
Coach House Conference Room Organizer: Alex Maynard
 
Friday, 26 September 2003 14:30–16:00
Econometrics
Thanasis Stengos (University of Guelph)
Non-parametric Specification Testing of Non-nested Econometric Models
Coach House Conference Room Organizer: John Maheu
 
Friday, 10 October 2003 14:30–16:00
Econometrics
Christian Gourieroux (University of Toronto)
Spread Term Structure and Default Correlation
Coach House Conference Room Organizer: John Maheu
 
Friday, 17 October 2003 14:30–16:00
Econometrics
Ian Crawford (Institute for Fiscal Studies)
Nonparametric Testing and Identification in Consumer Characteristics Models
Coach House Conference Room Organizer: John Maheu
 
Friday, 31 October 2003 14:30–16:00
Econometrics
John Knight (University of Western Ontario)
Efficient Estimation of Markov Processes Where the Transition Density is Unknown
Coach House Conference Room Organizer: John Maheu
 
Friday, 14 November 2003 14:30–16:00
Econometrics
Keisuke Hirano (University of Miami)
Limits of Experiments for Estimation and Treatment Assignment
Coach House Conference Room Organizer: John Maheu
 
Friday, 21 November 2003 14:30–16:00
Econometrics
Jean-Francois Richard (University of Pittsburgh)
A Structural Break in U.S. GDP?
Front Conference Room Organizer: John Maheu
 
Friday, 16 January 2004 16:10–17:30
Econometrics
Chuan Goh (University of California, Berkeley)
Alternative asymptotics for inference regarding population quantiles
Coach House Conference Room Organizer: Martin J. Osborne
 
Tuesday, 27 January 2004 16:10–17:30
Econometrics
Xin Li (University of North Carolina)
Identification and Estimation of Treatment Effects in Heckman-Vytlacil Models
Coach House Conference Room Organizer: Adonis Yatchew
 
Friday, 30 January 2004 16:10–17:30
Econometrics
Taisuke Otsu (University of Wisconsin)
Empirical likelihood for quantile regression
Coach House Conference Room Organizer: Adonis Yatchew
 
Monday, 2 February 2004 16:10–17:30
Econometrics
Jeffrey S Racine (Syracuse University)
Testing the significance of categorical predictor variables in nonparametric regression models
Coach House Conference Room Organizer: Gordon Anderson
 
Friday, 12 March 2004 14:30–16:00
Econometrics
Cheng Hsiao (University of Southern California)
Evaluating the Effectiveness of Washington State Repeated Job Search Service
Coach House Conference Room Organizer: John Maheu
 
Friday, 2 April 2004 2:00– 3:30
Econometrics
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
Rotman, room 151 Organizer: John Maheu
 
Friday, 16 April 2004 14:30–16:00
Econometrics
Peng Xu (University of Toronto)
Pricing S&P500 index options with splines
Coach House Conference Room Organizer: John Maheu
 
Friday, 23 April 2004 14:30–16:00
Econometrics
Alonso Gomez Albert (University of Toronto)
Conditional Pricing in an Emerging Market
Coach House Conference Room Organizer: John Maheu
 
Friday, 10 September 2004 14:00–15:30
Econometrics
Eric Ghysels (University of North Carolina)
Why do absolute returns predict volatility so well?
Rotman, room 142 Organizer: John Maheu
 
Friday, 17 September 2004 14:30–16:00
Econometrics
Timothy J Vogelsang (Cornell University)
Block Bootstrap Puzzles in HAC Robust Testing: The Sophistication of the Naive Bootstrap
(joint with Silvia Goncalves)
Coach House Conference Room Organizer: Alex Maynard
 
Friday, 24 September 2004 14:30–16:00
Econometrics
Donald Andrews (Yale University)
Exactly Distribution-Free Inference in Instrumental Variables Regression with Possibly Weak Instruments
Coach House Conference Room Organizer: Alex Maynard
 
Friday, 1 October 2004 14:10–15:30
Econometrics
Ximing Wu (University of Guelph)
Deconvolution Estimator of Treatment Effect Distribution
(joint with Jeffrey Perloff (UC Berkeley))
Coach House Conference Room Organizer: Chuan Goh
 
Friday, 15 October 2004 2:00– 3:30
Econometrics
Chuan Goh (Northwestern University)
Bandwidth Selection for Semiparametric Estimators Using the m-out-of-n Bootstrap
Coach House Conference Room Organizer: Chuan Goh
 
Friday, 22 October 2004 14:00–15:30
Econometrics
Herman Bierens (Penn State)
CANCELLED Semi-Nonparametric Modeling of Densities on the Unit Interval, with an Application to the Mixed Proportional Hazard Model
Coach House Conference Room Organizer: John Maheu
 
Friday, 29 October 2004 13:30–15:00
Econometrics
John Maheu (University of Toronto)
Learning, Forecasting and Structural Breaks
Coach House Conference Room Organizer: John Maheu
 
Friday, 12 November 2004 2:00– 3:30
Econometrics
Razvan Sufana (University of Toronto)
Wishart Quadratic Term Structure Models
Coach House Conference Room Organizer: Alex Maynard
 
Friday, 19 November 2004 2:00– 3:30
Econometrics
Christian Gourieroux (University of Toronto and ENSAE)
Extended Method of Moments with Application to Derivative Pricing
(joint with P., Gagliardini and E. Renault)
Coach House Conference Room Organizer: Alex Maynard
 
Friday, 26 November 2004 2:00– 3:30
Econometrics
Eric Jacquier (HEC Montreal)
Optimal Estimation of the Risk Premium for the Long Run and Asset Allocation: A Case of Compounded Estimation Risk
Coach House Conference Room Organizer: John Maheu
 
Thursday, 9 December 2004 14:00–15:30
Econometrics
Ralf Wilke (ZEW)
Semiparametric Estimation of Consumption Based Equivalence Scales - The Case of Germany
Coach House Conference Room Organizer: John Maheu
 
Monday, 13 December 2004 16:10–17:30
Econometrics
John Chao (University of Maryland)
CANCELLED: Asymptotic Properties of IV Estimators for the Case with a Large Number of Weak Instruments
Coach House Conference Room Organizer: Alex Maynard
 
Friday, 7 January 2005 2:00– 3:30
Econometrics
Chun Liu (University of Toronto)
Improving Forecasts of Realized Volatility
Coach House Conference Room Organizer: John Maheu
 
Friday, 4 March 2005 14:10–15:30
Econometrics
Arthur Lewbel (Boston College)
Simple Estimators for Hard Problems: Endogeneity in Binary Choice and Sample Selection Models
Coach House Conference Room Organizer: Alex Maynard
 
Friday, 11 March 2005 14:00–15:30
Econometrics
Wei Liu (University of Toronto)
Distributions of Currencies Portfolio Return: A Copula Methodology
Coach House Conference Room Organizer: John Maheu
 
Friday, 18 March 2005 16:00–17:30
Econometrics
Mel Stephens (Carnegie Mellon University)
The Consumption Response to Predictable Changes in Discretionary Income: Evidence from the Repayment of Vehicle Loans
Coach House Conference Room Organizer: Michael Baker
 
Friday, 1 April 2005 14:00–15:30
Econometrics
Carmela Quintos (University of Rochester)
Rank Tests for a Generalized OGARCH System
Coach House Conference Room Organizer: Alex Maynard
 
Friday, 8 April 2005 14:00–15:30
Econometrics
Yanli Wang (University of Toronto)
The effect of dividend initiations on stock returns: A propensity score matching approach
Coach House Conference Room Organizer: John Maheu
 
Wednesday, 21 September 2005 16:10–17:30
Econometrics
Patrik Guggenberger (UCLA)
Subsampling - applications and problems
Sidney Smith, room 5017A Organizer: Alex Maynard
 
Friday, 7 October 2005 14:10–15:30
Econometrics
John Chao (University of Maryland)
Asymptotic Properties of IV Estimators for the Case with a Large Number of Weak Instruments
Sidney Smith, room 5017A Organizer: Alex Maynard
 
Friday, 14 October 2005 14:10–15:30
Econometrics
Brian McCaig (Ph.D. Student)
Nonparametric Testing of Stochastic Dominance in Bivariate Distributions
(joint with Adonis Yatchew)
Sidney Smith, room 5017A Organizer: Adonis Yatchew
 
Friday, 21 October 2005 0:00– 0:00
Econometrics
(No Econometrics Seminar)
Organizer: Alex Maynard
 
Friday, 28 October 2005 14:10–15:30
Econometrics
Rustam Ibragimov (Harvard University)
Regression Asymptotics Using Martingale Convergence Methods
(joint with Peter C. B. Phillips)
Sidney Smith, room 5017A Organizer: Chuan Goh
 
Friday, 4 November 2005 14:10–15:30
Econometrics
Elena Pesavento (Emory University)
Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite-Sample Size
Sidney Smith, room 5017A Organizer: Chuan Goh
 
Friday, 11 November 2005 14:10–15:30
Econometrics
Zhijie Xiao (Boston College)
Robust Rank-Based Tests in Unit Root and Cointegration Models
Sidney Smith, room 5017A Organizer: Alex Maynard
 
Friday, 25 November 2005 14:00–15:30
Econometrics
Christian Gourieroux (University of Toronto)
Domain Restrictions on Interest Rates Implied by No-Arbitrage
(joint with A. Monfort)
Sidney Smith, room 5017A Organizer: Alex Maynard
 
Monday, 5 December 2005 14:10–15:30
Econometrics
Andrew J. Patton (London School of Economics and Political Science)
Volatility Forecast Evaluation and Comparison Using Imperfect Volatility Proxies
Sidney Smith, room 5017A Organizer: Chuan Goh
 
Friday, 10 March 2006 14:10–15:30
Econometrics
Yixiao Sun (University of California)
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing
(joint with Peter C. B. Phillips and Sainan Jin)
Sidney Smith, room 5017A Organizer: Chuan Goh
 
Friday, 17 March 2006 14:10–15:30
Econometrics
Chung-Ming Kuan (Institute of Economics)
Consistent Parameter Estimation for Conditional Moment Restrictions
Sidney Smith, room 5017A Organizer: Alex Maynard
 
Friday, 24 March 2006 14:10–15:30
Econometrics
Marcel Voia (Carleton University)
Small sample properties of counterfactual distributions of duration outcome variables obtained using nonlinear DID and semiparametric MPH models
Sidney Smith, room 5017A Organizer: Alex Maynard
 
Friday, 31 March 2006 14:10–15:30
Econometrics
Benoit Perron (Universite de Montrreal)
An Empirical Analysis of Nonstationarity in a Panel of Interest Rates with Factors
Sidney Smith, room 5017A Organizer: Alex Maynard
 
Friday, 28 April 2006 14:10–15:30
Econometrics
Stanislav Anatolyev (New Economic School)
Inference about predictive ability when there are many predictors
Sidney Smith, room 5017A Organizer: Chuan Goh
 
Thursday, 14 September 2006 16:10–17:00
Econometrics
Michael Levine (Purdue University)
Variance Estimation for Nonparametric Regression via Difference Sequences (joint seminar with Statistics)
(joint with Lawrence D. Brown (University of Pennsylvania))
Sidney Smith, room 1074 Organizer: Chuan Goh
 
Friday, 22 September 2006 14:10–15:30
Econometrics
Marcelo J. Moreira (Harvard University and NBER)
Optimal One-Sided Tests for Instrumental Variables Regression
Sidney Smith, room 5017A Organizer: Chuan Goh
 
Friday, 29 September 2006 14:10–15:30
Econometrics
Christian Gourieroux (University of Toronto)
Dynamic Quantile Models
Sidney Smith, room 5017A Organizer: John Maheu
 
Friday, 13 October 2006 14:00–15:30
Econometrics
Chuan Goh (University of Toronto)
Nonparametric Inferences on Conditional Quantile Processes
Sidney Smith, room 5017A Organizer: Chuan Goh
 
Friday, 27 October 2006 14:10–15:30
Econometrics
Katsumi Shimotsu (Queen's University)
Sidney Smith, room 5017A Organizer: Chuan Goh
 
Friday, 3 November 2006 14:10– 0:00
Econometrics
Chun Liu (University of Toronto)
Are there structural breaks in realized volatility?
Sidney Smith, room 5017A Organizer: John Maheu
 
Monday, 6 November 2006 16:10–17:30
Econometrics
Rene Garcia (University of Montreal)
Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns
Sidney Smith, room 5017A Organizer: Angelo Melino
 
Friday, 10 November 2006 14:10–15:30
Econometrics
Jeffrey Racine (McMaster University)
Consistent Specification Testing of Heteroskedastic Parametric Regression Quantile Models with Mixed Data
Sidney Smith, room 5017A Organizer: Chuan Goh
 
Friday, 24 November 2006 14:10–15:30
Econometrics
Jeroen Rombouts (HEC)
Regime switching GARCH and ACD models
Sidney Smith, room 5017A Organizer: John Maheu
 
Friday, 19 January 2007 16:10–17:30
Econometrics
Youngki Shin (University of Rochester)
Local Rank Estimation of Transformation Models with Functional Coefficients
Sidney Smith, room 5017A Organizer: Angelo Melino
 
Monday, 22 January 2007 16:10–17:30
Econometrics
Martin Burda (University of Pittsburgh)
Sieve-based Empirical Likelihood under Semiparametric Conditional Moment Restrictions
Sidney Smith, room 5017A Organizer: Victor Aguirregabiria
 
Thursday, 8 February 2007 16:10–17:30
Econometrics
Alfred Galichon (Harvard University)
Dilation Bootstrap: A Natural Approach to Inference in Incomplete Models
(joint with Marc Henry (Columbia University))
Sidney Smith, room 5017A Organizer: Chuan Goh
 
Friday, 9 March 2007 14:10–15:30
Econometrics
Azeem M. Shaikh (The University of Chicago)
Inference for Partially Identified Econometric Models
(joint with Joseph P. Romano (Department of Statistics, Stanford University))
Sidney Smith, room 5017A Organizer: Chuan Goh
 
Friday, 30 March 2007 14:10–15:30
Econometrics
Debopam Bhattacharya (Dartmouth College)
Inferring Optimal Resource Allocations from Experimental Data
Sidney Smith, room 5017A Organizer: Chuan Goh
 
Friday, 21 September 2007 14:10–15:30
Econometrics
Jonathan B Hill (University of North Carolina)
Extremal Dependence: Nonparametric Characterizations and Robust Asymptotic Theory
Sidney Smith, room 5017A Organizer: John Maheu
 
Friday, 5 October 2007 14:10–15:30
Econometrics
Robert A Miller (Carnegie Mellon University)
Identifying and Testing Generalized Moral Hazard Models of Managerial Compensation
(joint with George-Levi Gayle)
Sidney Smith, room 5017A Organizer: Victor Aguirregabiria
 
Friday, 26 October 2007 14:10–15:30
Econometrics
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)
Sidney Smith, room 5017A Organizer: Victor Aguirregabiria
 
Friday, 9 November 2007 14:10–15:30
Econometrics
Joris Pinkse (The Pennsylvania State University)
Weak Identification and Conditional Moment Restrictions
(joint with Sung Jae Jun (The Pennsylvania State University))
Sidney Smith, room 5017A Organizer: Chuan Goh
 
Thursday, 22 November 2007 14:10–15:30
Econometrics
Shakeeb Khan (Duke University)
Irregular Identification, Support Conditions, and Inverse Weight Estimation
(joint with Elie Tamer (Northwestern University))
Sidney Smith, room 5017A Organizer: Chuan Goh
 
Friday, 23 November 2007 14:10–15:30
Econometrics
Zhongfang He (University of Toronto)
Sequential Monte Carlo Analysis of Structural Breaks: An Application to GARCH Models
Sidney Smith, room 5017A Organizers: John Maheu and John Maheu
 
Friday, 7 December 2007 14:10–15:30
Econometrics
Mark Jensen (Federal Reserve Bank of Atlanta)
A Wavelet Based MCMC Method for Nonstationary, Mean-Reverting , Stochastic Volatility
Sidney Smith, room 5017A Organizer: John Maheu
 
Friday, 14 December 2007 14:10–15:30
Econometrics
Allan Timmermann (University of California, San Diego)
Which Parts of the Distribution of Stock Returns are Predictable?
(joint with Cenesizoglu)
Rotman, room 134 Organizer: John Maheu
 
Friday, 3 October 2008 15:35–17:00
Econometrics
Jerry Hausman (MIT)
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments
(joint with Whitney K. Newey, Tiemen Woutersen, John Chao, Norman Swanson)
Rotman, room 142 Organizer: Martin Burda
 
Friday, 10 October 2008 14:10–15:30
Econometrics
Jack Porter (University of Wisconsin-Madison)
Asymptotics for Statistical Treatment Rules
(joint with Keisuke Hirano)
Sidney Smith, room 5017A Organizer: Martin Burda
 
Friday, 17 October 2008 14:10–15:30
Econometrics
Ron Alquist (Bank of Canada and University of Michigan)
What Do We Learn from the Price of Crude Oil Futures?
(joint with Lutz Kilian)
Sidney Smith, room 5017A Organizer: Martin Burda
 
Friday, 24 October 2008 14:10–15:30
Econometrics
Lynda Khalaf (Carleton University)
TBA
Sidney Smith, room 5017A Organizer: Martin Burda
 
Friday, 31 October 2008 14:10–15:30
Econometrics
Zhongfang He (University of Toronto)
Forecasting output growth by the yield curve: the role of structural breaks
Sidney Smith, room 5017A Organizer: Martin Burda
 
Friday, 7 November 2008 14:10–15:30
Econometrics
Lynda Khalaf (Carleton University)
Identification Robust Inference in Multivariate Reduced Rank Regression and Factor Models
(joint with Marie-Claude Beaulieu and Jean-Marie Dufour)
Sidney Smith, room 5017A Organizer: Martin Burda
 
Friday, 21 November 2008 14:10–15:30
Econometrics
Andres Aradillas-Lopez (Princeton University)
Nonparametric Probability Bounds for Events Involving Optimal Choices in a Class of Simultaneous Discrete Choice Models
Sidney Smith, room 5017A Organizer: Victor Aguirregabiria
 
Friday, 21 November 2008 14:10–15:30
Econometrics
Andres Aradillas-Lopez (Princeton University)
Nonparametric Probability Bounds for Events Involving Optimal Choices in a Class of Simultaneous Discrete Choice Models
Sidney Smith, room 5017A Organizer: Victor Aguirregabiria
 
Friday, 28 November 2008 14:10–15:30
Econometrics
Andryi Norets (Princeton)
Bayesian modeling of joint and conditional distributions by mixtures
Sidney Smith, room 5017A Organizer: Martin Burda
 
Friday, 5 December 2008 14:10–15:30
Econometrics
Christian Gourieroux (University of Toronto)
Efficiency in Large Dynamic Panel Models with Common Factor
(joint with Patrick Gagliardini)
Sidney Smith, room 5017A Organizer: Martin Burda
 
Friday, 12 December 2008 14:10–15:30
Econometrics
Jin Reynold (University of Toronto)
Modelling Realized Covariances
Sidney Smith, room 2105 Organizer: Martin Burda
 
Friday, 13 March 2009 14:10–15:30
Econometrics
Elie Tamer (Northwestern University)
Median Uncorrelation and Instrumental Regressions
(joint with T. Komarova)
Max Gluskin House, room 106 Organizers: Victor Aguirregabiria and Martin Burda
 
Friday, 27 March 2009 14:10–15:30
Econometrics
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)
Max Gluskin House, room 106 Organizers: Victor Aguirregabiria and Martin Burda
 
Thursday, 28 May 2009 14:30–16:00
Econometrics
Dale Poirier (University of California - Irvine)
Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap
Max Gluskin House, room 106 Organizers: Gordon Anderson and Martin Burda
 
Wednesday, 16 September 2009 16:10–17:30
Econometrics/Financial economics
Andreas Pick (Dutch Central Bank and Erasmus University of Rotterdam)
Forecasting Random Walks Under Drift Instability
(joint with Hashem Pesaran)
Max Gluskin House, room 106 Organizers: Martin Burda and Andreas Park
 
Friday, 25 September 2009 14:10–15:30
Econometrics
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)
Max Gluskin House, room 106 Organizer: Martin Burda
 
Friday, 2 October 2009 14:10–15:30
Econometrics
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)
Max Gluskin House, room 106 Organizers: Victor Aguirregabiria and Martin Burda
 
Friday, 16 October 2009 14:10–15:30
Econometrics
Matthew Harding (Stanford University)
Estimating the Number of Factors and Lags in High-Dimensional Dynamic Factor Models
(joint with K. Krishnan Nair)
Max Gluskin House, room 106 Organizer: Martin Burda
 
Friday, 30 October 2009 14:10–15:30
Econometrics
Tong Li (Vanderbilt University)
Affiliation and Entry in First-Price Auctions with Heterogeneous Bidders
(joint with Bingyu Zhang)
Max Gluskin House, room 106 Organizer: Martin Burda
 
Friday, 27 November 2009 14:10–15:30
Econometrics
Christian Gourieroux (University of Toronto)
Approximate Derivative Pricing for Large Class of Homogeneous Assets with Systematic Risk
(joint with Patrick Gagliardini)
Max Gluskin House, room 106 Organizer: Martin Burda
 
Friday, 19 March 2010 14:10–15:30
Econometrics
Artem Prokhorov (Concordia University)
Efficient Estimation of Parameters in Marginals in Semiparametric Multivariate Models
(joint with Valentyn Panchenko)
Max Gluskin House, room 106 Organizer: Martin Burda
 
Friday, 26 March 2010 14:10–15:30
Econometrics
Stephane Bonhomme (New York University)
Functional Differencing
Max Gluskin House, room 106 Organizers: Victor Aguirregabiria and Martin Burda
 
Friday, 8 October 2010 14:10–15:30
Econometrics
Yong Song (University of Toronto)
Modeling Regime Switching and Structural Breaks with an Infinite Dimension Markov Switching Model
Max Gluskin House, room 106 Organizer: Martin Burda
 
Friday, 15 October 2010 14:10–15:30
Econometrics
Christian Gourieroux (University of Toronto)
Microinformation, Nonlinear Filtering and Granularity
(joint with P. Gagliardini and A. Monfort)
Max Gluskin House, room 106 Organizer: Martin Burda
 
Friday, 22 October 2010 14:10–15:30
Econometrics
Radford Neal (Statistics Department, University of Toronto)
MCMC Using Ensembles of States with Applicaton to Gaussian Process Regression
Max Gluskin House, room 106 Organizer: Martin Burda
 
Friday, 29 October 2010 13:10–14:30
Econometrics
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)
Max Gluskin House, room 100 Organizers: Victor Aguirregabiria and Martin Burda
 
Friday, 5 November 2010 14:10–15:30
Econometrics
Alberto Abadie (Harvard University)
A General Theory of Matching Estimators
(joint with Guido Imbens)
Max Gluskin House, room 106 Organizers: Victor Aguirregabiria and Martin Burda
 
Friday, 12 November 2010 14:10–15:30
Econometrics
Yann Bramoullé (Université Laval)
Do Peers Affect Student Achievement? Evidence from Canada Using Group Size Variation
(joint with Vincent Boucher, Habiba Djebbari, Bernard Fortin)
Max Gluskin House, room 106 Organizer: Martin Burda
 
Friday, 19 November 2010 16:10–17:30
Empirical microeconomics/Econometrics
Cosma Shalizi (Carnegie Mellon University)
Homophily and Contagion Are Generically Confounded in Observational Social Network Studies
(joint with Andrew C. Thomas)
Max Gluskin House, room 106 Organizers: Gustavo Bobonis and Martin Burda
 
Friday, 26 November 2010 14:10–15:30
Econometrics
Dinghai Xu (University of Waterloo)
A Threshold Stochastic Volatility Model with Realized Volatility
Max Gluskin House, room 106 Organizers: Martin Burda and John Maheu
 
Friday, 3 December 2010 14:10–15:30
Econometrics
Carol Caetano (University of Rochester)
A Discontinuity Test of Endogeneity
Max Gluskin House, room 106 Organizers: Victor Aguirregabiria and Robert McMillan
 
Friday, 28 January 2011 16:10–17:30
Econometrics
Yuanyuan Wan (Pennsylvania State University)
An integration-based approach to moment inequality models
Max Gluskin House, room 106 Organizer: Victor Aguirregabiria
 
Tuesday, 1 February 2011 16:10–17:30
Econometrics
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
Max Gluskin House, room 106 Organizer: John Maheu
 
Friday, 4 February 2011 16:10–17:30
Econometrics
Arnaud Maurel (Duke University)
Inference on a Generalized Roy Model, with an Application to Schooling Decisions in France
Max Gluskin House, room 106 Organizer: Gordon Anderson
 
Tuesday, 8 February 2011 16:10–17:30
Econometrics
Koen Jochmans (CORE and Brown University)
CANCELLED
Max Gluskin House, room 106 Organizer: Martin Burda
 
Friday, 18 March 2011 14:10–15:30
Econometrics
Matt Taddy (University of Chicago, Booth School of Business)
Inverse Regression for Analysis of Sentiment in Text
Max Gluskin House, room 106 Organizer: Martin Burda
 
Friday, 16 September 2011 14:00–15:20
Econometrics
Gary Koop (University of Strathclyde)
Hierarchical Shrinkage in Time-Varying Parameter Models
Max Gluskin House, room 106 Organizer: John Maheu
 
Friday, 23 September 2011 14:00–15:20
Econometrics
Xiaohong Chen (Yale University)
Sensitivity Analysis in a Semiparametric Probability Model: A Partial Identification Approach
Max Gluskin House, room 106 Organizers: Victor Aguirregabiria and Martin Burda
 
Friday, 30 September 2011 14:00–15:20
Econometrics
Hedibert Freitas Lopes (University of Chicago Booth School of Business)
Particle Filtering methods for stochastic volatility models
Max Gluskin House, room 106 Organizer: Martin Burda
 
Friday, 14 October 2011 14:00–15:20
Econometrics
Stefan Hoderlein (Boston College)
Semiparametric Estimation of Random Coefficients in Structural Economic Models
(joint with Lars Nesheim (UCL) and Anna Simoni (Bocconi))
Max Gluskin House, room 106 Organizers: Martin Burda and Yuanyuan Wan
 
Friday, 21 October 2011 14:00–15:20
Econometrics
Patrik Guggenberger (UCSD)
Inference when the limiting distribution of the test statistic is discontinuous in the parameter of interest
Max Gluskin House, room 106 Organizers: Martin Burda and John Maheu
 
Friday, 28 October 2011 14:00–15:20
Econometrics
Xin Jin (University of Toronto)
A Bayesian Nonparametric Investigation into the Relationship between Commodity Prices and Exchange Rates
Max Gluskin House, room 106 Organizer: John Maheu
 
Friday, 4 November 2011 14:00–15:20
Econometrics/Empirical microeconomics
Bernard Salanie (Columbia University)
Cupid's Invisible Hand: Social Surplus and Identi fication in Matching Models
(joint with Alfred Galichon)
Max Gluskin House, room 106 Organizers: Martin Burda, Yosh Halberstam, and Aloysius Siow
 
Friday, 11 November 2011 14:00–15:20
Econometrics
Xiaoxia Shi (University of Wisconsin-Madison)
A Non-degenerate Vuong Test
Max Gluskin House, room 106 Organizers: Martin Burda and Yuanyuan Wan
 
Friday, 18 November 2011 14:00–15:20
Econometrics
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))
Max Gluskin House, room 106 Organizers: Martin Burda and Yuanyuan Wan
 
Friday, 25 November 2011 14:00–15:20
Econometrics
Paul Karapanagiotidi (University of Toronto)
Improving VAR Forecasts through Wishart Stochastic Volatility
Max Gluskin House, room 106 Organizer: Martin Burda
 
Friday, 2 December 2011 14:00–15:20
Econometrics
Jason Blevins (Ohio State University)
Estimation of Dynamic Discrete Choice Models in Continuous Time
Max Gluskin House, room 106 Organizers: Victor Aguirregabiria and Martin Burda
 
Friday, 9 March 2012 14:00–15:20
Econometrics
Francesca Molinari (Cornell University)
Inference for Best Linear Approximations to Set Identified Functions
(joint with Arun Chandrasekhar, Victor Chernozhukov, Paul Schrimpf)
Max Gluskin House, room 106 Organizers: Martin Burda and Yuanyuan Wan
 
Friday, 16 March 2012 14:00–15:20
Econometrics
Maria Ponomareva (University of Western Ontario)
Identification of Panel Data Models with Endogenous Censoring
(joint with Shakeeb Khan and Elie Tamer)
Max Gluskin House, room 106 Organizer: Martin Burda
 
Friday, 23 March 2012 14:00–15:00
Econometrics
Michael Escobar (University of Toronto)
Semiparametric Bayesian Regression with Dirichlet process priors
Max Gluskin House, room 106 Organizer: Martin Burda
 
Friday, 21 September 2012 14:00–15:20
Econometrics
Yingyao Hu (Johns Hopkins University)
Nonparametric Identification Using Instrumental Variables: Sufficient Conditions For Completeness
(joint with Ji-Liang Shiu)
Max Gluskin House, room 106 Organizer: Yuanyuan Wan
 
Friday, 5 October 2012 14:00–15:20
Econometrics
Arthur Lewbel (Boston College)
Generalized Random Coefficients With Equivalence Scale Applications
(joint with Krishna Pendakur)
Max Gluskin House, room 106 Organizers: Victor Aguirregabiria and Yuanyuan Wan
 
Friday, 19 October 2012 14:00–15:20
Econometrics
Maximilian Kasy (Harvard University)
Identification in General Triangular Systems
Max Gluskin House, room 106 Organizer: Yuanyuan Wan
 
Friday, 2 November 2012 14:00–15:20
Econometrics
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)
Max Gluskin House, room 106 Organizer: Yuanyuan Wan
 
Friday, 9 November 2012 14:00–15:20
Econometrics
Christian Gourieroux (University of Toronto)
Survival of Hedge Funds: Frailty vs Contagion
(joint with Serge Darolles and Patrick Gagliardini)
Max Gluskin House, room 106 Organizer: Yuanyuan Wan
 
Friday, 16 November 2012 14:00–15:20
Econometrics
Timothy Conley (University of Western Ontario)
Detecting Bidders Groups in Collusive Auctions
(joint with Francesco Decarolis)
Max Gluskin House, room 106 Organizer: Yuanyuan Wan
 
Friday, 23 November 2012 14:00–15:20
Econometrics
Xun Tang (University of Pennsylvania)
Inference of Bidders' Risk Attitudes in Ascending Auctions with Endogenous Entry
(joint with Hanming Fang)
Max Gluskin House, room 106 Organizers: Martin Burda and Yuanyuan Wan
 
Tuesday, 15 January 2013 16:10–17:30
Econometrics
Ismael Yacoub Mourifi� (University of Montreal)
Sharp bounds on treatment effects
Max Gluskin House, room 106 Organizer: Yuanyuan Wan
 
Friday, 1 March 2013 14:00–15:20
Econometrics
Nese Yildiz (University of Rochester)
A Discontinuity Test for Identification in Nonlinear Models with Endogeneity
(joint with Carol Caetano and Christoph Rothe)
Max Gluskin House, room 106 Organizers: Martin Burda and Yuanyuan Wan
 
Friday, 15 March 2013 14:00–15:20
Econometrics
Pradeep Chintagunta (University of Chicago, Booth School of Business)
Service Quality Variability and Termination Behavior
(joint with S. Sriram and Puneet Manchanda)
Max Gluskin House, room 106 Organizers: Martin Burda and Yuanyuan Wan
 
Friday, 10 May 2013 14:10–15:30
Econometrics
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
Max Gluskin House, room 106 Organizer: Victor Aguirregabiria
 
Friday, 17 May 2013 14:10–15:30
Econometrics
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))
Max Gluskin House, room 106 Organizer: Victor Aguirregabiria
 
Friday, 20 September 2013 14:10–15:30
Econometrics
Joris Pinkse (Pennsylvania State University)
Estimating a Nonparametric Triangular Model with Binary Endogenous Regressors
(joint with Sung Jae Jun and Haiqing Xu)
Max Gluskin House, room 106 Organizer: Yuanyuan Wan
 
Friday, 4 October 2013 14:10–15:30
Econometrics
Robert Miller (Carnegie Mellon University)
Identifying Dynamic Discrete Choice Models off Short Panels
(joint with Peter Arcidiacono)
Max Gluskin House, room 106 Organizers: Andrew Ching and Yuanyuan Wan
 
Friday, 11 October 2013 14:10–15:30
Econometrics
Laura Grigolon (McMaster University)
A discrete choice model for ordered nests
Max Gluskin House, room 106 Organizers: Victor Aguirregabiria and Yuanyuan Wan
 
Friday, 18 October 2013 14:10–15:30
Econometrics
Shakeeb Khan (Duke University)
On Uniform Inference in Nonlinear Models with Endogeneity
(joint with Denis Nekipelov)
Max Gluskin House, room 106 Organizer: Yuanyuan Wan
 
Friday, 25 October 2013 14:10–15:30
Econometrics
Paul Grieco (Pennsylvania State University)
Productivity and Quality in Health Care: Evidence from the Dialysis Industry
(joint with Ryan McDevitt)
Max Gluskin House, room 106 Organizer: Yuanyuan Wan
 
Friday, 1 November 2013 14:10–15:30
Econometrics
Steven Durlauf (University of Wisconsin at Madison)
Linear Social Interactions Models
(joint with Lawrence Blume, William Brock and Rajshri Jayaraman)
Max Gluskin House, room 106 Organizers: Victor Aguirregabiria and Yuanyuan Wan
 
Friday, 8 November 2013 14:00–15:20
Econometrics
Mario Samano (HEC Montreal)
Conditional Average Treatment Effects and Decision Making
Max Gluskin House, room 106 Organizer: Yuanyuan Wan
 
Friday, 15 November 2013 14:00–15:20
Econometrics
Mathieu Marcoux (University of Toronto)
Bias reduction techniques for two-step semiparametric estimators: application to dynamic discrete choice structural models
Max Gluskin House, room 106 Organizer: Yuanyuan Wan
 
Friday, 15 November 2013 16:10–17:30
Econometrics
Juan Carlos Escanciano (Indiana University)
Set Inferences and Sensitivity Analysis in Semiparametric Conditionally Identifi…ed Models
(joint with Lin Zhu (Tsinghua University))
Max Gluskin House, room 106 Organizer: Victor Aguirregabiria
 
Friday, 22 November 2013 14:00–15:20
Econometrics
Yonghong An (University of Connecticut)
Identifying Structural Models of Committee Decisions with Heterogeneous Tastes and Ideological Bias
(joint with Xun Tang)
Max Gluskin House, room 106 Organizer: Yuanyuan Wan
 
Friday, 29 November 2013 14:00–15:20
Econometrics
John Maheu (McMaster University)
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis
(joint with Mark Jensen)
Max Gluskin House, room 106 Organizers: Martin Burda and Yuanyuan Wan
 
Friday, 6 December 2013 14:00–15:20
Econometrics
Qiao Yang (University of Toronto)
TBA
Max Gluskin House, room 106 Organizer: Yuanyuan Wan
 
Friday, 14 March 2014 14:00–15:20
Econometrics
Byoung Gun Park (State University of New York - Albany)
Nonparametric Identification and Estimation of the Extended Roy Model
Max Gluskin House, room 106 Organizers: Ismael Mourifié and Yuanyuan Wan
 
Friday, 21 March 2014 14:00–15:20
Econometrics
Denis Nekipelov (University of California - Berkeley)
Encyption, Disclosure and Inference from Combined Data
(joint with Tatiana Komarova)
Max Gluskin House, room 106 Organizer: Yuanyuan Wan
 
Tuesday, 15 April 2014 14:10–15:30
Econometrics
Yuanyuan Wan (University of Toronto)
Testing LATE Assumptions
(joint with Ismael Mourifie)
Max Gluskin House, room 100 Organizers: Ismael Mourifié and Yuanyuan Wan
 
Friday, 19 September 2014 14:00–15:20
Econometrics
Marc Henry (Penn State)
Identifying Multi-attribute Hedonic Models
(joint with Victor Chernozhukov; Alfred Galichon)
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 26 September 2014 14:00–15:20
Econometrics
Quang Vuong (New York University)
Counterfactual Mapping and Individual Treatment Effects in Nonseprable Models with Discrete Endeogeneity
(joint with Haiqing Xu)
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Thursday, 9 October 2014 14:00–15:20
Econometrics
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)
Max Gluskin House, room 100 Organizers: Yao Luo and Yuanyuan Wan
 
Friday, 10 October 2014 14:00–15:20
Econometrics
John Maheu (Mc Master University)
Bayesian Semiparametric Modeling of Realized Covariance Matrices
(joint with Xin Jin)
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 17 October 2014 14:00–15:20
Econometrics
Timothy Amstrong (Yale University)
A Simple Adjustment for Bandwidth Snooping
(joint with Michal Kolesar)
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 24 October 2014 14:00–15:20
Econometrics
Alberto Abadie (Harvard University)
Endogenous Stratification in Randomized Experiments
(joint with Matthew M. Chingos, Martin R. West)
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 31 October 2014 14:00–15:20
Econometrics
Nikhil Agarwal (MIT)
Identification and estimation in manipulable assignment mechanism
(joint with Paulo Somaini)
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 7 November 2014 14:00–15:20
Econometrics
Hiroaki Kaido (Boston University)
Inference for Projections of Identified Sets
(joint with Francesca Molinari and Joerg Stoye)
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 14 November 2014 14:00–15:20
Econometrics
Jorge Balat (John Hopkins University)
"Heterogeneous Firms: Skilled-Labor Productivity and Export Destinations"
(joint with Irene Brambilla and Yuya Sasaki)
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 21 November 2014 14:00–15:20
Econometrics
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)
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 28 November 2014 14:00–15:20
Econometrics
Youngki Shin (Western of Ontario)
Structural Change in Sparsity
(joint with Sokbae Lee, Yuan Liao and Myung Hwan Seo)
Max Gluskin House, room 106 Organizers: Ismael Mourifié and Yuanyuan Wan
 
Thursday, 15 January 2015 14:10–15:30
Econometrics
Minchul Shin (University of Pennsylvania)
Bayesian GMM
Max Gluskin House, room 106 Organizer: Eduardo Souza-Rodrigues
 
Friday, 16 January 2015 14:10–15:30
Econometrics
Jiaying Gu (U of Illinois, Urbana Champaign)
Unobserved heterogeneity in economic models: testing and estimation
Max Gluskin House, room 106 Organizer: Yuanyuan Wan
 
Tuesday, 20 January 2015 14:10–15:30
Econometrics
Jing Tao (University of Wisconsin-Madison)
Inference for Point and Partially Identified Semi-Nonparametric Conditional Moment Models
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 6 March 2015 14:00–15:20
Econometrics
Nicholas Mitsakakis (University of Toronto (THETA))
Bayesian regression models for the estimation of net cost of disease using aggregate data
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 13 March 2015 14:00–15:20
Econometrics
Brendan Kline (University of Texas at Austin)
Bayesian inference in a class of partially identified models
(joint with Elie Tamer)
Max Gluskin House, room 106 Organizers: Martin Burda and Ismael Mourifié
 
Friday, 27 March 2015 14:00–15:20
Econometrics
Konrad Menzel (New York University)
Strategic Network Formation with Many Agents
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 10 April 2015 14:00–15:20
Econometrics
Azeem Shaikh (University of Chicago)
Randomization Tests under an Approximate Symmetry Assumption
(joint with Ivan Canay and Joseph Romano)
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 24 April 2015 14:00–15:20
Econometrics
Mathieu Marcoux (U of Toronto)
Test of equilibrium uniqueness in discrete games with a flexible information structure
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 1 May 2015 14:00–15:20
Econometrics
Ismael Mourifie (U of Toronto)
Sharp Bounds in the Roy model
(joint with Marc henry and Romuald Meango)
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 2 October 2015 14:00–15:30
Econometrics
Ismael Mourifie (U of Toronto)
Sharp Instrumental Inequalities: Testing IV independence assumption
(joint with Desire Kedagni (Penn State University))
Max Gluskin House, room 106 Organizers: Ismael Mourifié and Yuanyuan Wan
 
Friday, 23 October 2015 14:00–15:20
Econometrics
Qiao Yang (University of Toronto)
Stock Returns and Real Growth: A Bayesian Nonparametric Approach
Max Gluskin House, room 106 Organizers: Ismael Mourifié and Yuanyuan Wan
 
Friday, 30 October 2015 14:10–15:30
Econometrics
Tong Li (Vanderbilt University)
Quantile Treatment E ffects in Di fference in Di fferences Models with Panel Data
(joint with Brantly Callaway)
Max Gluskin House, room 106 Organizers: Ismael Mourifié and Yuanyuan Wan
 
Thursday, 12 November 2015 13:10–14:30
Industrial organization/Econometrics
Ruli Xiao (Indiana University)
Identification of Dynamic Games with Multiple Equilibria and Unobserved Heterogeneity
Max Gluskin House, room 106 Organizers: Yao Luo and Junichi Suzuki
 
Friday, 13 November 2015 14:10–15:30
Econometrics
Tiemen Woutersen (University of Arizona)
Confidence Sets for Continuous and Discontinuous Functions of Parameters and Testing the Validity of an Instrument
Max Gluskin House, room 106 Organizers: Ismael Mourifié and Yuanyuan Wan
 
Friday, 20 November 2015 14:10–15:30
Econometrics
Prosper Dovonon (Concordia University)
Robust Estimation with Exponentially Titled Hellinger Distance
(joint with Bertille Antoine)
Max Gluskin House, room 106 Organizers: Ismael Mourifié and Yuanyuan Wan
 
Friday, 27 November 2015 14:10–15:30
Econometrics
Kyungchul Song (University of British Columbia)
Ordering-Free Inference from Locally Dependent Data
Max Gluskin House, room 106 Organizers: Ismael Mourifié and Yuanyuan Wan
 
Friday, 4 December 2015 14:10–15:30
Econometrics
Alfred Galichon (New York University)
Matching Models with Imperfectly Transferable Utility and Heterogeneous Preferences: Theory and Estimation
Max Gluskin House, room 106 Organizers: Ismael Mourifié and Yuanyuan Wan
 
Wednesday, 16 March 2016 14:10–15:00
Economic theory/Econometrics
Alfred Galichon (New York University)
Topics in Equilibrium Transportation
Fields Institute (222 College Street) Organizers: Ismael Mourifié and Xianwen Shi
 
Friday, 18 March 2016 12:10–13:30
Econometrics
Joan Llull (Universitat Autònoma de Barcelona)
Internal Migration in Dual Labor Markets
(joint with Robert Miller)
Max Gluskin House, room 106 Organizers: Ismael Mourifié and Yuanyuan Wan
 
Friday, 8 April 2016 12:10–13:30
Econometrics
Benjamin Connault (University of Pennsylvania)
Hidden Rust Models
Max Gluskin House, room 100 Organizers: Ismael Mourifié and Yuanyuan Wan
 
Friday, 15 April 2016 14:10–15:30
Econometrics
Elena Manresa (MIT Sloan School of Management)
A Distributional Framework for Matched Employer-Employee Data
(joint with Stephane Bonhomme (Chicago) and Thibaut Lamadon (Chicago))
Max Gluskin House, room 106 Organizers: Victor Aguirregabiria, Ismael Mourifié, and Yuanyuan Wan
 
Friday, 29 April 2016 14:00–15:20
Econometrics
Pedro Souza (PUC-Rio)
Estimating Network Effects without Network Data
Max Gluskin House, room 106 Organizers: Ismael Mourifié and Yuanyuan Wan
 
Friday, 6 May 2016 14:00–15:20
Econometrics
Nathan Yang (McGill University Desautels Faculty of Management)
Dynamic Franchising Decisions
(joint with Mitsukuni Nishida (Johns Hopkins))
Max Gluskin House, room 106 Organizers: Victor Aguirregabiria and Yuanyuan Wan
 
Friday, 13 May 2016 14:00–15:20
Econometrics
Firmin Tchatoka (The University of Adelaide)
Inconsistency of the bootstrap for the subset Anderson-Rubin test and Bonferroni-based size correction
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 16 September 2016 14:10–15:30
Econometrics
Joerg Stoye (Cornell University)
Confidence Intervals for Projections of Partially Identified Parameters
(joint with Hiroaki Kaido and Francesca Molinari)
Max Gluskin House, room 106 Organizers: Jiaying Gu and Yuanyuan Wan
 
Friday, 23 September 2016 14:10–15:30
Econometrics
Oeystein Daljord (University of Chicago Booth School of Business)
Identification of the discount factor in dynamic discrete choice models
(joint with Jaap Abbring)
Max Gluskin House, room 106 Organizers: Jiaying Gu and Yuanyuan Wan
 
Friday, 30 September 2016 14:10–15:30
Econometrics
Bo Honore (Princeton University)   Cancelled
Poor (Wo)man's Bootstrap
(joint with Luojia Hu)
Max Gluskin House, room 106 Organizers: Jiaying Gu and Yuanyuan Wan
 
Friday, 7 October 2016 14:10–15:30
Econometrics
Joachim Freyberger (University of Wisconsin Madision)
On completeness and consistency in nonparametric instrumental variable models
Max Gluskin House, room 106 Organizers: Jiaying Gu and Yuanyuan Wan
 
Friday, 14 October 2016 14:10–15:30
Econometrics
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)
Max Gluskin House, room 106 Organizers: Jiaying Gu and Yuanyuan Wan
 
Thursday, 20 October 2016 13:00–14:00
Econometrics
Remi Daviet (University of Toronto)
Inference with Hamiltonian Sequential Monte Carlo Simulators
Max Gluskin House, room 100 Organizers: Jiaying Gu and Yuanyuan Wan
 
Friday, 21 October 2016 14:10–15:30
Econometrics
Mathieu Marcoux (University of Toronto)
Games with unobservable heterogeneity and multiple equilibria: An application to mobile telecommunications
Max Gluskin House, room 106 Organizers: Victor Aguirregabiria, Jiaying Gu, and Yuanyuan Wan
 
Friday, 28 October 2016 14:10–15:30
Econometrics
Yuan Liao (Rutgers University)
The factor-Lasso and K-step bootstrap approach for inference in high-dimensional economic applications
Max Gluskin House, room 106 Organizers: Jiaying Gu and Yuanyuan Wan
 
Friday, 4 November 2016 14:10–15:30
Econometrics
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)
Max Gluskin House, room 106 Organizers: Jiaying Gu and Yuanyuan Wan
 
Friday, 18 November 2016 14:10–15:30
Econometrics/Empirical microeconomics
Bentley MacLeod (Columbia University)
Electoral institutions and the performance of public officials: evidence from state supreme courts
(joint with Elliott Ash)
Max Gluskin House, room 106 Organizers: Jiaying Gu and Yuanyuan Wan
 
Friday, 2 December 2016 14:10–15:30
Econometrics
Yuichi Kitamura (Yale University)
Nonparametric Analysis of Finite Mixtures
(joint with Louise Laage)
Max Gluskin House, room 106 Organizers: Jiaying Gu and Yuanyuan Wan
 
Friday, 9 December 2016 14:10–15:30
Econometrics
Gaurab Aryal (University of Virginia)
Identifying a model of screening with multidimensional consumer heterogeneity
Max Gluskin House, room 106 Organizers: Jiaying Gu and Yuanyuan Wan
 
Friday, 24 February 2017 14:10–15:30
Econometrics
Nail Kashaev (Western University)
Testing for Nash behavior in binary games of complete information
Max Gluskin House, room 106 Organizers: Jiaying Gu and Yuanyuan Wan
 
Friday, 3 March 2017 14:10–15:30
Econometrics
Bo Honore (Princeton University)
Poor (Wo)man's Bootstrap
(joint with Luojia Hu)
Max Gluskin House, room 106 Organizers: Jiaying Gu and Yuanyuan Wan
 
Friday, 10 March 2017 14:10–15:30
Econometrics
Yu Zhu (Bank of Canada)
Using Experiments to Inform Structural Estimation: Robust Inference in First-Price Auctions
(joint with Serafin Grundl)
Max Gluskin House, room 106 Organizers: Jiaying Gu and Yao Luo
 
Friday, 17 March 2017 14:10–15:30
Econometrics
Jonathan Beauchamp (University of Toronto)
Controlling for the Compromise Effect Debiases Estimates of Risk Preference Parameters
Max Gluskin House, room 106 Organizers: Victor Aguirregabiria and Jiaying Gu
 
Friday, 24 March 2017 14:10–15:30
Econometrics
Xu Cheng (University of Pennsylvania)
Averaging GMM Estimator Robust to Misspeci…fication
(joint with Zhipeng Liao and Ruoyao Shi)
Max Gluskin House, room 106 Organizers: Jiaying Gu and Yuanyuan Wan
 
Friday, 14 April 2017 14:10–15:30
Econometrics
Federico Bugni (Duke University)
Inference under Covariate-Adaptive Randomization
(joint with Ivan Canay and Azeem Shaikh)
Max Gluskin House, room 106 Organizers: Jiaying Gu and Yuanyuan Wan
 
Friday, 21 April 2017 14:10–15:30
Econometrics
Jakub Kastl (Princeton University)
Quantifying delay externalities in airline networks
(joint with Liyu Dou and John Lazarev)
Max Gluskin House, room 106 Organizers: Jiaying Gu and Yuanyuan Wan
 
Friday, 15 September 2017 14:10–15:30
Econometrics
Toru Kitagawa (UCL)
Uncertain identification
(joint with Raffaella Giacomini, Alessio Volpicella)
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 22 September 2017 14:10–15:30
Econometrics
Brendan Beare (UCSD)
Tail behavior of geometric sums of hidden Markov processes with applications to wealth distributions
(joint with Alexis Toda)
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 13 October 2017 16:10–17:30
Econometrics
Serena Ng (Columbia University)
Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data
Woodsworth College Residence, room 25 Organizers: Dwayne Benjamin and Angelo Melino
 
Wednesday, 18 October 2017 12:10–13:30
Econometrics
Desire Kedagni (Penn State)
Identifying Treatment Effects in the Presence of Confounded Types
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 20 October 2017 14:10–15:30
Econometrics
Stephane Bonhomme (U of Chicago)
Discretizing Unobserved Heterogeneity
(joint with Thibaut Lamadon, Elena Manresa)
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 27 October 2017 14:10–15:30
Econometrics
Thomas Russell (U of Toronto)
Sharp Bounds on Functionals of the Joint Distribution in the Analysis of Treatment Effects
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Wednesday, 1 November 2017 12:30–14:00
Econometrics
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)
Max Gluskin House, room 106 Organizers: Victor Aguirregabiria and Ismael Mourifié
 
Friday, 3 November 2017 14:10–15:30
Econometrics
Adam Rosen (Duke)
Incomplete English auction models with heterogeneity
(joint with Andrew Chesher)
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 17 November 2017 14:10–15:30
Econometrics
Ivana Komunjer (Georgetown University)
A Perturbation Approach to Nonlinear Filtering: The Case of Stochastic Volatility
(joint with Natalia Sizova)
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 1 December 2017 14:10–15:30
Econometrics
Christian Gourieroux (U of Toronto)
Econometric Modelling and Transformation Groups
(joint with A., Monfort and J.M., Zakoian)
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 12 January 2018 14:10–15:30
Econometrics
Chris Dobronyi (U of Toronto)
A Random Utility Model with Ambiguity
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 13 April 2018 14:10–15:30
Econometrics
Lixiong Li (Penn State)
Sharp Bounds for Structural Parameters and Counterfactuals
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Monday, 11 June 2018 14:10–15:30
Econometrics
Andres Aradillas-Lopez (Penn State University)
Inference in a Simultaneous Ordered Response Game with Complete Information
(joint with Adam Rosen (Duke))
Max Gluskin House, room 106 Organizer: Victor Aguirregabiria
 
Friday, 14 September 2018 14:10–15:30
Econometrics
Jann Spiess (Microsoft/Standford GSB)
Optimal Estimation when Researcher and Social Preferences are Misaligned
Max Gluskin House, room 106 Organizers: Ismael Mourifié and Yuanyuan Wan
 
Friday, 28 September 2018 14:10–15:30
Econometrics
James MacKinnon (Queen's University)
How Cluster-Robust Inference Is Changing Applied Econometrics
Max Gluskin House, room 106 Organizers: Ismael Mourifié and Yuanyuan Wan
 
Friday, 12 October 2018 14:10–15:30
Econometrics
Linbo Wang (U of Toronto, Statistics)
Bounded, efficient and multiply robust estimation of average treatment effects using instrumental variables
(joint with Eric Tchetgen Tchetgen)
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Thursday, 18 October 2018 14:00–15:20
Econometrics
Guy Tchuente (University of Kent)
Does Obamacare Care: a Fuzzy Difference-in-discontinuities Approach
(joint with Hector Galindo and Habib Some)
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 26 October 2018 14:10–15:30
Econometrics
Simon Lee (Columbia)
Identifying the effect of persuasion
(joint with Sung Jae Jun)
Max Gluskin House, room 106 Organizers: Ismael Mourifié and Yuanyuan Wan
 
Friday, 16 November 2018 14:10–15:30
Econometrics
Ismael Mourifie (U of Toronto)
An Empirical framework for employee-employer matching data
(joint with Kory Kroft)
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 23 November 2018 14:10–15:30
Econometrics
Arnaud Maurel (Duke University)
Rationalizing Rational Expectations? Tests and Deviations
(joint with Xavier D'Haultfoeuille and Christophe Gaillac)
Max Gluskin House, room 106 Organizers: Ismael Mourifié and Yuanyuan Wan
 
Friday, 30 November 2018 14:10–15:30
Econometrics
Matias Cattaneo (University of Michigan)
Two-Step Estimation and Inference with Possibly Many Included Covariates
(joint with MICHAEL JANSSON and XINWEI MA)
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 7 December 2018 14:10–15:30
Econometrics
Xun Tang (Rice University)
Identification and Estimation of Large Network Games with Private Link Information
(joint with Hulya Eraslan)
Max Gluskin House, room 106 Organizers: Ismael Mourifié and Yuanyuan Wan
 
Friday, 14 December 2018 14:10–15:30
Econometrics
Joon Cho (U of Toronto)
Identification in first-price pure common value auctions with general information structure
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Tuesday, 22 January 2019 16:10–17:30
Empirical microeconomics/Econometrics
Maximilian Kasy (Harvard University)
Identification of and correction for publication bias
(joint with Isaiah Andrews)
Max Gluskin House, room 106 Organizer: Robert McMillan
 
Monday, 11 February 2019 16:10–17:30
Econometrics
Max Tabord-Meehan (Northwestern University)
Stratification Trees for Adaptive Randomization in Randomized Controlled Trials
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 1 March 2019 14:10–15:30
Econometrics
Charles Manski (Northwestern Econ)
Treatment Choice with Trial Data: Statistical Decision Theory Should Supplant Hypothesis Testing
Max Gluskin House, room 106 Organizers: Ismael Mourifié and Yuanyuan Wan
 
Friday, 8 March 2019 14:10–15:30
Econometrics
Andrew Chesher (University College London)
Modelling Simultaneously Determined Discrete Outcomes with Application to Firm Entry and Product Quality Choice
(joint with Adam Rosen)
Max Gluskin House, room 106 Organizers: Ismael Mourifié and Yuanyuan Wan
 
Friday, 15 March 2019 14:10–15:30
Econometrics
Sung Jae Jun (Penn State University)
Testing For Risk Aversion in First Price Sealed Bid Auctions
(joint with Federico Zincenko)
Max Gluskin House, room 106 Organizers: Ismael Mourifié and Yuanyuan Wan
 
Friday, 29 March 2019 14:10–15:30
Econometrics
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)
Max Gluskin House, room 106 Organizer: Yao Luo
 
Friday, 5 April 2019 13:00–14:20
Econometrics
Joseph Groga Bada (U of Toronto)
The Analysis of Contingency Tables: Recent review of log-linear probability models.
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 20 September 2019 14:10–15:30
Econometrics/Empirical microeconomics
Yu-wei Hsieh (University of Southern California)
Prediction and Congestion in Two-Sided Markets: Economist versus Machine Matchmakers
Max Gluskin House, room 106 Organizers: Jiaying Gu, Yosh Halberstam, David Price, and Aloysius Siow
 
Friday, 27 September 2019 14:10–15:30
Econometrics
Roy Allen (Western)
Approximately Quasilinear
Max Gluskin House, room 106 Organizer: Jiaying Gu
 
Friday, 4 October 2019 14:10–15:30
Econometrics
Jason Blevins (Ohio State University)
Efficient and Convergent Sequential Pseudo-Likelihood Estimation of Dynamic Discrete Games
(joint with Adam Dearing)
Max Gluskin House, room 106 Organizer: Jiaying Gu
 
Friday, 11 October 2019 14:10–15:30
Econometrics/Industrial organization
Shoshana Vasserman (Stanford)
Scaling Auctions as Insurance: A Case Study in Infrastructure Procurement
(joint with Valentin Bolotnyy)
Max Gluskin House, room 106 Organizers: Jiaying Gu and Yao Luo
 
Friday, 25 October 2019 14:10–15:30
Econometrics
Keisuke Hirano (Penn State)
Analyzing Cross-Validation for Forecasting with Structural Instability
(joint with Johnathan Wright)
Max Gluskin House, room 106 Organizer: Jiaying Gu
 
Friday, 1 November 2019 14:10–15:30
Econometrics
Alexander Torgovitsky (Chicago)
Identification of Causal Effects with Multiple Instruments: Problems and Some Solutions
(joint with Magne Mogstad and Christopher Walters)
Max Gluskin House, room 106 Organizer: Jiaying Gu
 
Friday, 8 November 2019 14:10–15:30
Econometrics
Yunmi Kong (Rice University)
Multidimensional Auctions of Option Values
Max Gluskin House, room 106 Organizer: Jiaying Gu
 
Monday, 11 November 2019 14:10–15:30
Econometrics
Yuichi Kitamura (Yale)
Methods for Nonparametric Counterfactual Analysis with (or without) Convex Structure
Max Gluskin House, room 106 Organizer: Jiaying Gu
 
Friday, 15 November 2019 14:10–15:30
Econometrics
Lidia Kosenkova (University of Virginia)
Nonparametric inference in asymmetric first-price auctions with k-rationalizable beliefs
Max Gluskin House, room 106 Organizer: Yao Luo
 
Friday, 22 November 2019 14:10–15:30
Econometrics
Thomas Stringham (U of Toronto)
Fast Bipartite Record Linkage with Record-Specific Weighting Parameters
Max Gluskin House, room 106 Organizer: Jiaying Gu
 
Thursday, 28 November 2019 14:10–15:30
Econometrics
Ismael Mourifie (U of Toronto)
Layered Policy Analysis using Marginal Treatment effect
(joint with Yuanyuan Wan)
Max Gluskin House, room 106 Organizer: Jiaying Gu
 
Friday, 14 February 2020 14:10–15:30
Econometrics
Christopher Dobronyi (University of Toronto)
Stochastic Revealed Preference: A Non-Parametric Approach
Max Gluskin House, room 106 Organizer: Jiaying Gu
 
Friday, 20 March 2020 14:10–15:30
Econometrics
Jean-Jacques Forneron (Boston University)   Cancelled
Inference by Stochastic Optimization: A Free-Lunch Bootstrap
Max Gluskin House, room 106 Organizer: Jiaying Gu
 
Monday, 23 March 2020 9:30–11:00
Econometrics
Bulat Gafarov (UC Davis)   Cancelled
Inference in high-dimensional set-identified affine models
Max Gluskin House, room 106 Organizer: Jiaying Gu
 
Friday, 3 April 2020 14:10–15:30
Econometrics
Levon Barseghyan (Cornell University)   Cancelled
TBA
Max Gluskin House, room 106 Organizer: Jiaying Gu
 
Friday, 3 April 2020 14:10–15:30
Econometrics
Francesca Molinari (Cornell)   Cancelled
TBA
Max Gluskin House, room 106 Organizer: Jiaying Gu
 
Friday, 10 April 2020 14:10–15:30
Econometrics
Elie Tamer (Harvard)   Cancelled
TBA
Max Gluskin House, room 106 Organizer: Jiaying Gu
 
Friday, 17 April 2020 14:10–15:30
Econometrics
Antoine Djogbenou (York University)   Cancelled
TBA
Max Gluskin House, room 106 Organizer: Jiaying Gu
 
Wednesday, 29 April 2020 14:10–15:30
Econometrics
Artem Prokhorov (University of Sydney)   Cancelled
TBA
Max Gluskin House, room 106 Organizers: Martin Burda and Jiaying Gu
 
Thursday, 14 May 2020 14:10–15:30
Econometrics
Daniel Wilhelm (UCL)   Cancelled
TBA
Max Gluskin House, room 106 Organizer: Jiaying Gu
 
Friday, 25 September 2020 14:10–15:30
Econometrics
Florian Gunsilius (University of Michigan)
Distributional Synthetic Controls
Online Organizer: Yuanyuan Wan
 
Friday, 9 October 2020 14:10–15:30
Econometrics
Wayne Gao (University of Pennsylvania)
Two-Stage Maximum Score Estimator
(joint with Sheng Xu)
Online Organizer: Yuanyuan Wan
 
Friday, 16 October 2020 14:10–15:30
Econometrics
Yuya Sasaki (Vanderbilt University)
Multiway Cluster Robust Double/Debiased Machine Learning
(joint with Harold D. Chiang, Kengo Kato, and Yukun Ma)
Online Organizer: Yuanyuan Wan
 
Friday, 23 October 2020 14:10–15:30
Econometrics
Sukjin Han (University of Bristol)
Optimal Dynamic Treatment Regimes and Partial Welfare Ordering
Online Organizer: Yuanyuan Wan
 
Friday, 30 October 2020 14:10–15:30
Econometrics
Zheng Fang (Texas A&M)
A Projection Framework for Testing Shape Restrictions That Form Convex Cones
(joint with Juwon Seo)
Online Organizer: Yuanyuan Wan
 
Friday, 6 November 2020 14:10–15:30
Econometrics
Chris Dobronyi (University of Toronto)
Consumer Theory with Taste Uncertainty and Individual Heterogeneity
(joint with Christian Gourieroux)
Online Organizer: Yuanyuan Wan
 
Friday, 13 November 2020 14:10–15:30
Econometrics
Laura Liu (Indiana University)
Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective
Online Organizer: Yuanyuan Wan
 
Friday, 20 November 2020 14:10–15:30
Econometrics
Alex Poirier (Georgetown University)
Assessing Sensitivity to Unconfoundedness: Estimation and Inference
(joint with Matthew Masten and Linqi Zhang)
Online Organizer: Yuanyuan Wan
 
Friday, 27 November 2020 14:10–15:30
Econometrics
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)
Online Organizer: Yuanyuan Wan
 
Friday, 4 December 2020 14:10–15:30
Econometrics
Bulat Gafarov (UC Davis)
Conditional quantile estimators: a small sample theory
(joint with Grigory Franguridi and Kaspar Wuthrich)
Online Organizer: Yuanyuan Wan
 
Friday, 11 December 2020 14:10–15:30
Econometrics
Ismael Mourifie (University of Toronto)
Discordant Relaxation of misspecified models
(joint with Lixiong Li and Desire Kedagni)
Online Organizer: Yuanyuan Wan
 
Friday, 26 February 2021 14:10–15:30
Econometrics
Arnaud Maurel (Duke University)
Conditional Choice Probability Estimation of Continuous Time Job Search Models
(joint with P. Arcidiacono, A. Gyetvai and E. Jardim)
Online Organizer: Yuanyuan Wan
 
Friday, 12 March 2021 14:10–15:30
Econometrics
Antoine Djogbenou (York University)
Misspecification-robust Bootstrap Test in Linear Stochastic Discount Factor Models with Useless Factor
(joint with Ulrich Hounyo)
Online Organizer: Yuanyuan Wan
 
Friday, 19 March 2021 14:10–15:30
Econometrics
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)
Online Organizer: Yuanyuan Wan
 
Friday, 17 September 2021 14:10–15:30
Econometrics
Abhishek Ananth (Emory QTM)
Optimal Treatment Assignment Rules on Networked Populations
Online Organizer: Ismael Mourifié
 
Friday, 24 September 2021 14:10–15:30
Econometrics
Xavier D’Haultfoeuille (CREST)
Identification and Estimation of Average Marginal Effects in Fixed Effects Logit Models
(joint with Laurent Davezies, Louise Laage)
Online Organizers: Jiaying Gu and Ismael Mourifié
 
Friday, 1 October 2021 14:10–15:30
Econometrics
Yinying Dong (UC Irvine)
"When Can We Ignore Measurement Error in the Running Variable?"
(joint with Michal Kolesár)
Online Organizers: Ismael Mourifié and Yuanyuan Wan
 
Friday, 8 October 2021 14:10–15:30
Econometrics
Martin Weidner (Oxford)
Bounds on Average Effects in Discrete Choice Panel Data Models
(joint with Cavit Pakel)
Online Organizers: Jiaying Gu and Ismael Mourifié
 
Friday, 15 October 2021 14:10–15:30
Econometrics
Chris Muris (Mc Master)
Dynamic Ordered Panel Logit Models
(joint with Martin Weidner and Bo Honore)
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 22 October 2021 14:10–15:30
Econometrics
Cristina Gualdani (Queen Mary University of London)
Partial identification in matching models for the marriage market
Online Organizer: Ismael Mourifié
 
Friday, 29 October 2021 14:10–15:30
Econometrics
Irene Botosari (Mc Master)
Forecasted Average Treatment Effects
(joint with Raffaella Giacomini, Martin Weidner)
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 5 November 2021 2:10– 3:30
Econometrics
Soonwoo Kwon (Brown)
Optimal Shrinkage Estimation of Fixed Effects in Linear Panel Data Models
Online Organizers: Jiaying Gu and Ismael Mourifié
 
Friday, 12 November 2021 14:10–15:30
Econometrics
Yinghua He (Rice)
Leveraging Uncertainties to Infer Preferences: Robust Analysis of School Choice
Online Organizer: Ismael Mourifié
 
Friday, 26 November 2021 14:10–15:30
Econometrics
Aureo De Paula (UCL)
Spillovers in Social Programme Participation: Evidence from Chile
(joint with Pedro Carneiro, Barbara Flores, Emanuela Galasso, Rita Ginja)
Online Organizers: Ismael Mourifié and Yuanyuan Wan
 
Friday, 3 December 2021 11:10–12:30
Empirical microeconomics/Econometrics
Isaiah Andrews (Harvard University)
Inference on Winners
(joint with Toru Kitagawa, Adam McCloskey)
Online Organizers: Carolina Arteaga, Robert McMillan, Ismael Mourifié, Clementine Van Effenterre, and Roman Zarate
 
Friday, 10 December 2021 14:10–15:30
Econometrics
Francesca Molinari (Cornell)
Discrete choice models with heterogeneous preferences and consideration
(joint with Victor Aguiar and Levon Barseghyan)
Online Organizer: Ismael Mourifié
 
Friday, 1 April 2022 10:00–12:00
Econometrics
Alfred Galichon (NYU)
Matching models for family economics: Part I
Online Organizers: Jiaying Gu and Ismael Mourifié
 
Friday, 8 April 2022 10:00–12:00
Econometrics
Alfred Galichon (NYU)
Matching models for family economics: Part II
Online Organizer: Ismael Mourifié
 
Friday, 15 April 2022 2:00– 3:30
Econometrics
Dmitry Arkhangelsky (CEMFI)
On Policy Evaluation with Aggregate Time-Series Shocks
(joint with Vasily Korovkin)
Online Organizers: Jiaying Gu, Jiaying Gu, and Ismael Mourifié
 
Thursday, 21 April 2022 13:00–14:00
Industrial organization/Econometrics
Yao Luo (University of Toronto)
Penalized Sieve Estimation of Structural Models
(joint with Peijun Sang)
Online Organizer: Yao Luo
 
Friday, 22 April 2022 14:00–15:30
Econometrics
Xiaoting Sun (Simon Fraser University)
Identification and Estimation in Many-to-one Two-sided Matching without Transfers
(joint with Yinghua He, Shruti Sinha)
Online Organizers: Jiaying Gu and Ismael Mourifié
 
Friday, 29 April 2022 14:00–15:30
Econometrics
Xiaoxia Shi (Wisconsin Madison)
Semi-Nonparametric Estimation of Random Coefficient Logit Model for Aggregate Demand
Online Organizers: Jiaying Gu and Ismael Mourifié
 
Friday, 6 May 2022 14:10–15:30
Econometrics
Sean Elliott (U of Toronto)   Cancelled
Long-run default: A mixed frequency approach
Online Organizer: Jiaying Gu
 
Friday, 20 May 2022 14:10–15:30
Econometrics
Sean Elliott (U of Toronto)
Long-run default: A mixed frequency approach
Online Organizer: Jiaying Gu
 
Friday, 27 May 2022 14:10–15:30
Econometrics
Marinho Bertanha (Notre Dame)
“Permutation Tests at Nonparametric Rates”
(joint with EunYi Chung)
Max Gluskin House, room 106 Organizer: Ismael Mourifié
 
Friday, 16 September 2022 14:10–15:30
Econometrics
Eric Mbakop (U Calgary)
TBA
Max Gluskin House, room 106 Organizer: Jiaying Gu
 
316 seminars found