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Maxwell School
Maxwell / Department of Economics

Econometrics Lunch

Econometrics LunchVenue: 112 Eggers Hall
Day: Friday
Time: 11:30 a.m. - 1:30 p.m.

Note: Any change to the venue, day, or time will be indicated with the date of the event.

The Econometrics Lunch is organized by Badi Baltagi and Yoonseok Lee. Topics will include theoretical and applied econometrics, with speakers from SU and other universities. Speakers will discuss their own work or important recent contributions to econometrics.

Meetings will be held in 112 Eggers Hall. Presentations start at 12:00 p.m. Please arrive at 11:30 a.m. for lunch.
If you plan to attend, please contact Matthew O'Keefe ( in advance.

To be added to the email list for this seminar please contact Matthew O'Keefe (

To present a paper, please contact Badi Baltagi ( or Yoonseok Lee (

Need driving directions to the economics department? Click here 

Camp Econometrics XII April 7 - 9, 2017  Mirror Lake Inn Resort, Lake Placid, NY     

Revised 9/17 

Fall 2017 Econometrics Lunch Schedule    

DateSpeaker and Institution Title 
September 15 John Jones
(Federal Reserve Bank of Richmond)
"An Estimated Structural Model of Entrepreneurial Behavior"
(co-authored with Sangeeta Pratap) 
September 22Frank DiTraglia
(University of Pennsylvania) 
"Mis-classifi ed, Binary, Endogenous Regressors: Identi fication and Inference"
(co-authored with Camilo Garcia-Jimeno)
November 10
426 Eggers Hall
Chris Parmeter
(University of Miami)
November 17 Shulin Shen
(Syracuse University) 
“Diffusion Index Forecasts and Factor-Augmented Regressions in Nonstationary Time Series”
December 1 Jun Cai
(Syracuse University)
"Deconvolution with Laplacian Error and Unknown Scale"

Spring 2017 Econometrics Lunch Schedule 


 Speaker and Institution

February 17  Myung Hwan Seo 
(Seoul National University)
"Local M-estimation with Discontinuous Criterion for
Dependent and Limited Observations"
(co-authored with Taisuke Otsu)
February 28
3:30-5:00 p.m.
Jeremy Fox
(Rice University)
"Heterogenous Production Functions, Panel Data, and Productivity Dispersion"
(co-authored with Vitor Hadad, Stefan Hoderlein, Amil Petrin, and Bob Sherman)

March 24

 Hyunseok Jung 
(Syracuse University)
"Adaptive lasso estimation of a zero inefficiency stochastic frontier
(ZISF) panel data model"

April 7 - 9

 Camp Econometrics XII
(Lake Placid, NY) 

May 5
 Yoon-Jae Whang
(Seoul National Univ.; visiting Yale Univ.)
"Inference on Distribution Functions under Measurement Error"
(co-authored with Karun Adusumilli and Taisuke Otsu)

Fall 2016 Econometrics Lunch Schedule

 Date Speaker and Institution  Title
July 28 
 Jaewoo Oh
(Syracuse University)
 "Misspecifified Recovery or Recovery of the Long-term Risk: Evidences from the Gaussian Affine Term Structure"
Wednesday October 5
1:30-3:30 p.m. 
Jeff S. Racine
(McMaster University) 
October 14 Youngki Shin
 (University of Technology Sydney)
"Oracle Estimation of a Change Point in High Dimensional Quantile Regression”

Spring 2016 Econometrics Lunch Schedule

 Date Speaker and Institution  Title
  April 1 Joris Pinkse
(Penn State)
"Counterfactual Prediction in Complete Information Games:
Point Prediction under Partial Identification"
(by Sung Jae Jun and Joris Pinkse)
 April 8 -10  Camp Econometrics  
April 15 Jean-Marie Dufour
(McGill University)
"Rank-Robust Wald-Type Tests: A Regularization Approach"
April, 20
12:15-1:45 p.m.
Victor Aguirregabiria
(University of Toronto)
(Joint with Economics Department Seminar)
"Estimating the Effects of Deregulation in the Ontario Alcohol Retail Market," 

     Fall 2015 Econometrics Lunch Schedule

 Date  Speaker and Institution Title 
 Thursday September 3  Kei Hirano
(University of Arizona)
"Forecasting with Model Uncertainty: Representations and Risk Reduction"
 September 25  Jae Woo Oh
(Syracuse University)
 "On the Over-Detection Probability of the Number of Factors"
 October 2  Shulin Shen
(Syracuse University)
 "Diffusion Index Forecasts and Factor-Augmented Regressions in Nonstationary Time Series"
 October 23 Antonio F. Galvao
(University of Iowa)
 "Measurement Errors in Quantile Regression Models"
October 30  Fa Wang
(Syracuse University)
 "Estimating and testing high dimensional factor models with multiple changes"
  November 6 Ismael Mourifié 
(University of Toronto)
"Sharp Instrumental Inequalities: Testing IV independence assumption"
 November 20  Bin Peng
(Syracuse University)
 "Testing Cross-Sectional Dependence in Large Panel Data Models
with Serial Correlation"

 Spring 2015 Econometrics Lunch Schedule

Date   Speaker and Institution Title 
 March 6  Jorg Stoye
(Cornell University)
"Inference for Projections of Partially Identified Parameters,"
[co-authored with Hiroaki Kaido (BU) and Francesca Molinari (Cornell)]
 April 3 Christoph Rothe
(Columbia University)
Robust Confidence Intervals for
Average Treatment Effects Under Limited Overlap
 April 10-12 Camp Econometrics
(Bolton Landing, NY)

Fall 2014 Econometrics Lunch Schedule  

Speaker and Institution Title
 September 12  Andreas Steinmayr
(University of St. Gallen
Visiting PostDoc @ Harris School of Public Policy
University of Chicago)
"When a Random Sample is Not Random. Bounds on the Effect of Migration on Household Members Left Behind" 
 September 19  In Choi   "Unit Root Tests for Dependent and Heterogeneous Micropanels"
October 3 Franco Peracchi
(University of Rome Tor Vergata) 
"Testing for Time-invariant Unobserved Heterogeneity in
Generalized Linear Models for Panel Data" 
 October 17 Antonio Galvao (CANCELED) Uniformly Semiparametric Efficient Estimation of Treatment Effects with a Continuous Treatment.
October 24 Richard Baillie
(Michigan State University)
"Local Deviations from Uncovered Interest Parity:
Kernel Smoothing Functions and the Role of Fundamentals
Time Variation in the Standard Forward Premium Regression:
Some new Models and Tests
October 31 Sokbae "Simon" Lee
(Seoul National University
Visiting @ Columbia University)
 "Structural Change in Sparsity" 

Spring 2014 Econometrics Lunch Schedule

Date   Speaker and Institution  Title 
March 7 Whitney Newey
"Individual Heterogeneity and Average Welfare"
March 21 Byoung Park
(SUNY Albany)
Nonparametric Identification and Estimation of the Extended Roy Model
April 4 - 6 Camp Econometrics
(Watkins Glen, NY) 

April 18 Bin Chen
(University of Rochester)
"Nonparametric Testing for Smooth Structural Changes in Panel Data Models"

Fall 2013 Econometrics Lunch Schedule

 Date   Speaker and Institution  Title 
September 13 James MacKinnon
(Queen's Univeristy)
Wild bootstrap for wildly different cluster sizes
October 11 Patrik Guggenberger
(Penn State)
 On the Size-Corrected Subset LM Test for a Hypothesis on the Coefficient of an Exogenous Variable in the Linear IV Model
November 8 Kajal Lahiri
(SUNY Albany)
"Birthweight and Academic Achievement in Childhood"
December 13 Emir Malikov
(SUNY Binghamton)
Are All U.S. Credit Unions Alike? A Generalized Model Of Heterogeneous Technologies With Endogenous Switching and Fixed Effects"

Spring 2013 Econometrics Lunch Schedule

Date  Speaker and Institution Title
March 1 Dan Black
(University of Chicago)
Predictive inference using latent variables with covariates
March 6  
Xiaodong Liu
(University of Colorado)
Multivariate choice and identification of social interactions
March 22 Dan Millimet
(Southern Methodist)
Dynamic panel data models with irregular spacing
April 4 
Graham Elliot
Testing the predictive ability of persistent regressors
April 5 - 7 Camp Econometrics
(Lake George, NY) 

April 26 Mehmet Caner
(NC State)
Hybrid generalized empirical likelihood estimators: 
Instrument selection with adaptive lasso

 Fall 2012 Econometrics Lunch Schedule

Date Speaker and Institution Title 
October 19  Thanasis Stengos
(University of Guelph)   
Structural Threshold Regression
October 26   Mark Wohar
(University of Nebraska-Omaha)   
The contribution of economic fundamentals to movements in exchange rates
November 2  Paul Wilson
(Clemson University) 
When bias kills the variance:
central limit theorems for DEA and FDH eficiency scores
November 16 Deniz Ozabaci
(SUNY Binghamton) 
Gradients via oracle estimation for additive nonparametric regression
with application to returns to schooling

Spring 2012 Econometrics Lunch Schedule

Date   Speaker and Institution   Title  
February 10  Herman Beirens
(Penn State)  
Semi-nonparametric modeling and estimation of first-price auction models
with auction-specific heterogeneity 

February 24 Guido Kuerstiener
(Georgetown Univeristy)  
Limit theory for panel data models with
cross sectional dependence and sequential exogeneity
March 30    William Greene
Survey on spatial discrete choice models  
April 13 - 15    Camp Econometrics
(Cooperstown, NY) 

Fall 2011 Econometrics Lunch Schedule

Date Speaker and Institution   Title  
September 23 Lutz  Kilian
(University of Michigan) 
The role of inventories and speculative trading in the global market for crude oil
October 21 Artem Prokhorov
(Concordia University)
Efficient estimation in marginals in semiparametric multivariate models
November 4 Scott Atkinson
(University of Georgia) 
Inference in Two-Step Panel Data Models with Instruments and Time-Invariant Regressors: Bootstrap versus Analytic Estimators
December 9  Alfonso Flores-Lagunes
(SUNY Binghamton)  
Bounds on average and quantile treatment effects of job corp training on wages 

Spring 2011 Econometrics Lunch Schedule

Date   Speaker and Institution Title
January 28 Stefan Hoderlein
(Boston College)
Nonparametric identification in nonseparable panel data models
with generalized fixed effects 
February 11 Jihai Yu
(University of Kentucky) 
Spatial panels: random components vs. fixed effects
March 11 Benoit Perron
(University of Montreal) 
Bootstrapping factor-augmented regressison models  
April 1 Giuseppe Arbia
Studying firms agglomeration in space with point pattern analysis
April 9 - 10  Camp Econometrics
(Lake Placid, NY)

April 15 Kirill Evdokimov
(Princeton University)   
Indentification and estimation of a nonparametric panel data model
with unobservered hetergeneity

Fall 2010 Econometrics Lunch Schedule

Date Speaker and Institution Title
September 17 Dukpa Kim
(University of Virginia)
Likelihood ratio based test for the exogeneity and relevence of instrumental variables
October 1 Cheng Hsiao
A panel data approach for program evaluation - measuring the impact of political and economic integration of Hong Kong with Mainland China
October 2 Camp Econometrics
October 15 Shakeeb Khan
(Duke University)
Inference on panel data models with endogenous censoring

Spring 2010 Econometrics Lunch Schedule

Date Speaker and Institution Title
February 5 Yongmiao Hong
(Cornell University) 
Autoregressive conditional models for interval-valued time series data
February 12 Ted Juhl
(University of Kansas)
A test for slope heterogeneity in fixed effects models
February 19 Carlos Lamarche
(University of Oklahoma)
Penalized quantile regression estimation for a model
with endogenous individual effects
February 26 James Ziliak
(University of Kentucky)
Estimating labor supply at the extensive and intensive margins: 
evidence from tax and welfare reforms
March 5 Jan Kiviet
(University of Amsterdam)
Comparing the asymptotic and empirical (un)conditional distributions of
OLS and IV in a linear static simultaneous equation

April 9  Bryan Graham
Identification and estimation of 'irregular' correlated random coefficiencts models using panel data 
April 30
James Ziliak 
(University of Kentucky)
Estimating labor supply at the extensive and intensive margins:
evidence from tax and welfare reforms

Fall 2009 Econometrics Lunch Schedule

Date  Speaker and Institution Title
September 18 Jeffrey LaFrance
(Washington State)
Aggregation and arbitrage in joint production
October 16 Shiferaw Gurmu
(Georgia State)
Bayesian Analysis of Zero-inflated Count and Ordered Response Models
November 13 Mo Xiao
(University of Arizona)
Who Thinks about the Competition:
Managerial Ability and Strategic Entry in US Local Telephone Markets
December 4 Qi Li
(Texas A&M)
Nonparametric/semiparametric estimation of econometric models
with non-stationary data

Spring 2009 Econometrics Lunch Schedule

 Date Speaker and Institution  Title 
January 30 Marcel Voia
(Carleton University) 
The impact of initial financial state on firm duration across entry cohorts 
February 6 John Rust
(University of Maryland) 
How to Sell Your House: Theory and Evidence 
February 27 Timothy Conely
(University of Chicago) 
Plausibly Exogenous 
March 20 Ivan Fernandez-Val
(Boston University)
Identification and Estimation of Marginal Effects in Nonlinear Panel Data 
April 3 Camp Econometrics 

April 24 Essie Maasoumi
(Emory University) 
An Entropy-based Test of Asymmetry for Discrete and Continuous Processes 
May 1  Whitney Newey
Identification and Estimation of Triangular Simultaneous Equations Models without Additivity 

Fall 2008 Econometrics Lunch Schedule

Speaker and Institution
September 12
Jeffrey S. Racine 
(McMaster University)
Constrained nonparametrc kernel regression: estimation and inference
October 3Lung-Fei Lee 
(Ohio State)
Estimation of spatial autoregressive panel data models with fixed effects
October 17
Rui Huang 
Variety: consumer choice and welfare 
November 7
Jerry Hausman 
Properties of the CUE estimator and a modification with moments
Instrumental variable estimation with heteroskedasticity and many instruments
November 14
Qu Feng 
(Syracuse University)
On testing for cross-sectional dependence in panel data models