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