Wednesday, December 4, 2019

Penn Econometrics Colloquium this Saturday

The annual Greater New York Metropolitan Area Econometrics Colloquium will be hosted at Penn, this Saturday 12/7/2019. The program is now available and appears below. 

The 14th Greater New York Metropolitan Area Econometrics Colloquium
Conference Venue
Forum 250, 2nd Floor,
133 South 36th Street, Philadelphia, PA, 19104
The Ronald O. Perelman Center for Political Science and Economics (PCPSE)
University of Pennsylvania
Organizing Committee
Karun Adusumilli, Xu Cheng, Frank Diebold, Wayne Gao, Frank Schorfheide
Department of Economics, University of Pennsylvania
Penn Institute for Economic Research
Warren Center for Network and Data Sciences
Each presentation is 20 minutes plus 5 minutes discussion
8:30-9:00Breakfast and Registration
9:00-10:15Session 1. Chair: Wayne Gao
“Adaptation Bounds for Confidence Bands under Self-Similarity” by Timothy Armstrong
“Nonparametric Identification under Independent Component Restrictions” by Ivana Komunjer and Dennis Kristensen
“Local Projection Inference is Simpler and More Robust Than You Think” by José Luis Montiel Olea and Mikkel Plagborg-Møller
10:45-12:00Session 2. Chair: Karun Adusumilli
“Identification through Sparsity in Factor Models” by Simon Freyaldenhoven
“Predictive Properties of Forecast Combination, Ensemble Methods, and Bayesian Predictive Synthesis” by Kosaku Takanashi and Kenichiro McAlinn
“Learning Latent Factors from Diversified Projections and its Applications to Over-Estimated and Weak Factors” by Jianqing Fan and Yuan Liao
1:30-2:45Session 3. Chair: Xu Cheng
“Bootstrap with Cluster-dependence in Two or More Dimensions” by Konrad Menzel
“Robust Inference about Conditional Tail Features: A Panel Data Approach” by Yuya Sasaki and Yulong Wang
“On Binscatter” by Matias Cattaneo, Richard Crump, Max Farrell, and Yingjie Feng
3:15-4:30Session 4. Chair: Frank Schorfheide
“Estimation in Auction Models with Shape Restrictions” by Joris Pinkse and Karl Schurter
“Empirical Framework for Cournot Oligopoly with Private Information” by Gaurab Aryal and Federico Zincenko
“Identification of Structural and Counterfactual Parametersin a Large Class of Structural Econometric Models” by Lixiong Li
4:45-6:00Session 5. Chair: Frank Diebold
“A Short T Interactive Panel Data Model with Fixed Effects” by Jinyong Hahn and Nese Yildiz
“Salvaging Falsified Instrumental Variable Models” by Matthew Masten and Alexandre Poirier
“Bootstrap-Based Inference for Cube Root Asymptotics” by Matias Cattaneo, Michael Jansson, and Kenichi Nagasawa

No comments:

Post a Comment