ECON 3163HFA: The Econometrics Workshop

 SPRING SEMESTER 2018

Date Speaker Title Location
Thursday, February 8 Yoosoon Chang (Indiana University)

"A New Approach to Regime Switching"
Paper 1, Paper 2

Harvard, Littauer M-15, North Yard

February 15

Domenico Giannone (New York Fed & Harvard)

"Economic Predictions with Big Data: The Illusion of Sparsity" (with Michele Lenza, and Giorgio E. Primiceri)

MIT, E52-432

February 22

Whitney Newey (MIT)

"Cross-Fitting and Fast Remainder Rates for Semiparametric Estimation"

Harvard, Littauer M-15, North Yard

March 1

Lester Mackey (Stanford University & Microsoft)

"Measuring Sample Quality with Kernels"

"Measuring Sample Quality with Stein's Method"

MIT, E52-432

Wednesday,
March 7, 4-5:30PM

Harvard Harris Lecture
Helene Rey (LBS)

"Global Financial Cycles"

Science Center Hall C

March 8

Eric Gautier (Toulouse School of Economics)

"Adaptive Estimation in the Linear Random Coefficients Model When Regressors Have Limited Variation"

Harvard, Littauer M-15, North Yard
March 15

No meeting - Harvard Spring Break

 

March 22
joint with IO
Hansen-Mason Room, 3rd Fl.

Yuichi Kitamura (Yale University)

"Revealed Price Preference: Theory and Empirical Analysis" (joint w/Rahul Deb, John Quah, Joerg Stove)

Harvard, Littauer M-15, North Yard

March 29

No meeting - MIT Spring Break

April 5

David Jaeger (CUNY Graduate Center & NBER)

"Did Reality TV Really Cause a Decline in Teenage Childbearing? A Cautionary Tale of Evaluating Identifying Assumptions" MIT, E52-432
April 12

Mikkel Soelvsten (University of Wisconsin, Madison)

"Leave-out Estimation of Variance Components"

Harvard, Littauer M-15, North Yard

April 19

Michael Wolf (University of Zurich)

"Direct Nonlinear Shrinkage Estimation of Large-Dimensional Covariance Matrices"

Slides: MainTalk.pdf; BonusTalk.pdf

MIT, E52-432

April 26

Stephane Bonhomme (University of Chicago)

"Minimizing Sensitivity to Model Misspecification" Harvard, Littauer M-15, North Yard

 

Course Summary:

Date Details Due