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Below you can find information on our past meetings. These are sorted by semester and date:
Feb, 19: Whitney Newey
Current Econometric Research: What is hot and what is not?
Mar, 04: Ivan Fernandez-Val
Analytical Bias Correction for GMM in Panel Data Models
Mar, 18: Catherine MA Thomas (Harvard) and Stephen Fong-Ming Lin (Harvard)
When do Multinational Firms Outsource? Evidence from the Hotel Industry
Apr, 08: Jerry Hausman and Guido Kuersteiner
GLS meets Differences in Differences
Apr, 15: Debopam Bhattacharaya (Dartmouth College)
Panel Data M-estimation with Non-ignorable Attrition using Auxiliary Data
Apr, 22: Whitney Newey
Weak Instruments and Many Instruments
Apr, 29: Anne Hall
Estimating the Demand for Prescription Drug Benefits by Medicare Beneficiaries
May, 06: Michael Anderson
You Lose and Hour but Do Criminals Gain One?
May, 13: Andrew J. Healy
Do People in Developing Countries Listen to the West too much? An Experiment with Thai Students
Sept, 16: Whitney Newey
Weak and Many Instruments
Sept, 23: Herman Bennett
Fiscal and Monetary Policy Biases under Lack of Coordination
Oct, 7: Laura Chioda (Berkeley)
Conditional Inference for Instrumental Variables Regression
Oct, 14: Ivan Fernandez-Val
Estimation of Marginal Effects in Binary Choice Panel Data Models with Fixed Effects
Oct, 21: Yi Qian (Harvard)
Does National Patent Protection Stimulate Domestic Farmaceutical Innovation?
Oct, 28: Cynthia Lin (Harvard)
A Spatial Econometric Approach to Measuring Air Pollution Externalities
Nov, 4: Lesley Chiou
Empirical Analysis of Retail Competition: Spatial Differentiation at Wal-Mart, Amazon.com, and their Competitors
Nov, 18: Jacques Huguenin
Asymmetric Information in Hospital Services Utilization: The Role of Supplementary Insurance
Dec, 9: Peter Hinrichs
Affirmative Action in College Admissions
Feb, 10: Whitney Newey
GMM with Many Weak Moment Conditions
Feb, 17: Cynthia Lin (Harvard)
An Econometric Model of the Multi-Stage Investment Timing Game in Offshore Petroleum Production
Mar, 31: Tom Stoker
IV Bias with Censored Regressors
Apr, 14: Ivan Fernandez-Val
Estimation of Structural Parameters and Marginal Effects in Binary Choice Panel Data Models with Fixed Effects
April, 21: Alexis Diamond (Harvard)
Reliable Quantile Effect Estimation in Observational Studies
Apr, 28: Peter Hinrichs
Do People Suffer from the Sunk Cost Fallacy?
Econometrics Lunch Seminar: Archive
Sept, 15: Stephen Ryan
Identification and Estimation of Discrete Games of Complete Information (with Patrick Bajari and Han Hong)
Sept, 22: Jerry Hausman
Weak Instruments with Conditional Heteroskedasticity
Sept, 29: Paul Schrimpf
An Empirical Study of the Effect of Progressive Taxes on Education
Oct, 6: Patricia Cortes
The Effect of Low-Skilled Immigration on US Prices
Oct, 13: Graham Elliott
A Control Variable Approach to Standard Inference for Regression with Near-Unit Roots
Oct, 20: Michael Anderson
The Effects of Social Status on Health: Evidence from Whitehall
Oct, 27: Xavier Gabaix
On the Asymptotic, Exact and Conservative Approaches to the Inference about the Tail Index (with Rustam Ibragimov, Harvard)
Nov, 3: Victor Aguirregabiria (BU)
Another Look at the Identification of Dynamic Discrete Decision Processes
Nov, 10: Alfred Galichon (Harvard)
Functional Estimation and the Empirical Process: Applications to Specification Tests
Nov, 17: Victor Chernozhukov
Estimation and Inference on Parameter Sets in a Class of Econometric Models
Dec, 1: Graham Elliott
Confidence Sets for the Date of a Single Break in Linear Time Series Regression (with Ulrich Muller)
Dec, 8: Matthew Harding and Jerry Hausman
Using a Laplace Approximation to Estimate the Random Coefficients Logit Model by Non- linear Least Squares.
Dec, 15: Guido Kuersteiner (BU)
Bandwidth choice for bias estimators in dynamic non-linear panel models (with Jinyong Hahn)
Feb, 16: Alex Edmans (Sloan)
Sports Sentiment and Stock Returns (with Diego Garcia and Oyvind Norli)
Feb, 23: Arthur Lewbel (BC)
Simple Endogenous Binary Choice and Selection Panel Model Estimators
Mar, 02: Debopam Bhattacharya (Dartmouth)
Asymptotic Inference on optimal matching from experimental data
Mar, 09: Marc Henry (Columbia)
Inference in Incomplete Models
Mar, 16: Alessandro Bucciol (Padua/MIT)
Optimal Asset Allocation based on Expected Utility Maximization in the Presence of Inequality Constraints (with R. Miniaci)
Mar, 23: Pierre Perron (BU)
Estimating and Testing Structural Changes in Multivariate Regressions
Apr, 06: Ariel Pakes (Harvard)
Theoretical and Empirical Work on Imperfectly Competitive Markets
Apr, 13: Paul Schrimpf
Testing for Fixed Interactive vs Random Interactive Effects
Apr, 20: Anna Mikusheva (Harvard)
Uniform Inferences in Autoregressive Models
May, 04: Matthew Harding
Structural Estimation of Large Dimensional Factor Models
May, 11: James Stock (Harvard)
A Note on Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression
May, 18: Ivan Fernandez-Val (BU)
Bias Corrections for Two-Step Fixed Effects Panel Data Estimators (with F. Vella)
Sept, 14: Matthew C. Harding
Applications of Random Matrix Theory to Economics, Finance and Political Science
Background papers:
Explaining the Single Factor Bias of APT Models in Finite Samples
Agreement beyond Polarization: Spectral Analysis of Congressional Roll Call Votes
Sept, 28: Oleg Rytchkov (Sloan)
Filtering Out Expected Dividends and Expected Returns
Oct, 5: Victor Chernozhukov
Quantile Curves without Crossing
Oct, 19: Randall Lewis
Alternatives to Tobit under Non-normality: A Monte-Carlo Comparison
Oct, 26: Alfred Galichon (Harvard)
A Methodology for Constructing Confidence Regions with Partially Identified Models (joint with M. Henry).
Nov, 2: Matthew C. Harding
Structural Estimation of Large Dimensional Factor Models: Uncovering the Impact of Global Factors on the US Economy
Nov, 9: Olivier Scaillet (HEC Geneva)
False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas
Nov, 16: Geert Dhaene (Leuven)
Jackknife Bias Reduction for Nonlinear Dynamic Panel Data Models with Fixed Effects
(Revised Extended Abstract available here)
Nov, 30: Jinchi Lv (Princeton)
High-Dimensional Covariance Matrix Estimation using a Factor Model (with Jianqing Fan and Yingying Fan)
Dec, 7: Anna Miikusheva (Harvard)
Robust Confidence Sets in the Presence of Weak Instruments
Dec, 14: Peter Hinrichs
The Effects of Attending a Diverse College