Econometrics Lunch Seminar
Venue: Zoom
Day: Friday
Time: 11:00 a.m. - 12:30 p.m. EDT
The Econometrics Seminar is organized by Yoonseok Lee and Yulong Wang.
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. .
To be added to the email list for this seminar, or have any questions about attendance please contact Emily O'Brien (eobrie08@syr.edu).
To present a paper, please contact Yoonseok Lee
(ylee41@maxwell.syr.edu) or Yulong Wang (ywang402@maxwell.syr.edu)
Fall 2020
Fall 2020
| Date |
Speaker and Institution |
Title |
|
October 2
|
Wayne Gao
(University of Pennsylvania)
|
"Two-Stage Maximum Score Estimator"
|
| October 16 |
Harold Chiang (UW Madison)
|
"Many Average Partial
Effects: with an Application to Text Regression"
|
| October 23 |
Guanyu Liu (Syracuse)
|
"Estimation and Inference of Average Treatment Effects with Model Averaging" |
| October 30 |
Wenzhen Lin (Syracuse) and Zhe He (Syracuse)
|
Wenzhen Lin: "New tests of the Multinomial and Nested Logit Models with an Application to Residential Mortgage Terminations" and Zhe He: "Bounding Marginal Treatment Effects with an Imperfect Instrument"
|
|
November 13
|
Yuya Sasaki (Vanderbilt)
|
"Unconditional Quantile Regression with High Dimensional Data" |
|
|
|
|
|
|
Fall 2019
Fall 2019
| Date |
Speaker and Institution |
Title |
| September 6 |
Sudipta Sarangi
(Virginia Tech)
|
"Network Formation with Multigraphs and Strategic Complementarities"
|
| September 20 |
Amos Golan
(American University)
|
"Info-Metrics for Modeling and Inference"
|
|
October 11
|
Christoph Breunig
(Emory University)
|
"Simple, Adaptive, Rate-Optimal Testing in Instrumental Variables Models"
|
| October 25 |
Zhongjun Qu
(Boston University)
|
"Sieve Estimation of Option-Implied State Price Density"
|
| November 1 |
Jun Cai
(Syracuse University)
|
"Panel Nonparametric Identification and Estimation of Conditional Heteroskedastic Frontiers"
|
|
|
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Spring 2019
Fall 2018
Spring 2018
Fall 2017
Fall 2017
| Date |
Speaker 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 22 |
Frank DiTraglia
(University of Pennsylvania) |
"Mis-classified, Binary, Endogenous Regressors: Identification and Inference"
(co-authored with Camilo Garcia-Jimeno) |
November 10
426 Eggers Hall |
Chris Parmeter
(University of Miami) |
“Calculating the Number of Parameters
in Multivariate Local Polynomial Regression”
(co-authored with Nadine McCloud) |
| December 1 |
Jun Cai
(Syracuse University) |
"Deconvolution with Laplacian Error and Unknown Scale" |
Spring 2017
Spring 2017
| Date |
Speaker and Institution |
Title |
| February 17 |
Myung Hwan Seo
(Seoul National University) |
"Local M-estimation with Discontinuous Criterion
for Dependent and Limited Observations"
(co-authored with Taisuke Otsu) |
Tuesday
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
Fall 2016
| Date |
Speaker and Institution |
Title |
Thursday
July 28 |
Jaewoo Oh
(Syracuse University) |
"Misspecified 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) |
"NONPARAMETRIC REGRESSION-SPLINE RANDOM EFFECTS MODELS" |
| October 14 |
Youngki Shin
(University of Technology Sydney) |
"Oracle Estimation of a Change Point in High Dimensional Quantile Regression” |
Spring 2016
Spring 2016
| 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" |
Wednesday
April, 20
12:15-1:45 p.m. |
Victor Aguirregabiria
(University of Toronto)
(Joint with Applied Micro Seminar) |
"Estimating the Effects of Deregulation in the Ontario Alcohol Retail Market," |
Fall 2015
Fall 2015
| 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" |