Econometrics Seminar; Spring 2017

Time: Friday from 3:30 to 5:00PM

Room: SSW 315



March 3: Junwen Lu: “Sieve Estimation of Options Implied State Price Density”;

   Siyi Luo: “Distribution Regression with Selection”.


March 10: Spring Break


March 17: Rasmus Varneskov (Northwestern): “Unified Inference for Nonlinear Factor Models from Panels with Fixed and Large Time Span”.


March 24: Andres Sagner: “Quantile Factor Analysis”

     Yi Zhang: “Inference for Incomplete Large Network”



March 31: Zhongjun Qu (BU): “Uniform Inference on Quantile Effects under Sharp Regression Discontinuity Designs”.



April 7: Tong Li (Vanderbilt): “Quantile Treatment Effects in Difference in Differences Models with Panel Data”.



April 14: Whitney Newey (MIT): “Machine Learning Estimation of Structural Parameters”.



April 21: Krishna Pendakur (Simon Fraser): “Keeping up with Peers in India: A New Social Interactions Model of Perceived Needs”.



April 28: Marcelo Moreira (FGV): TBA