Research Workshops Econometrics and Statistics Colloquium
Faculty and invited speakers present current econometrics and statistics research, with particular emphasis on methods and applications relating to business and economic problems. Meetings are open to all interested faculty and MBA and PhD students.
We have decided that, in accordance with university guidance, and out of concern for our community and guest speakers, we will be hosting our Spring Quarter speaker series virtually.
The health and well-being of the UChicago community and our guests is our top priority, and we appreciate your understanding as we take steps to minimize the risk to the university community. We will post updated information to this page as it becomes available. Please note that the Zoom links for each week will be sent out via the listserv. See below for further information.
Please contact Megan Jennings Quist to be added to the listserv for weekly updates.
When possible, links to the workshop papers are posted to this page for printing. Occasionally, speakers opt not to circulate their papers. Therefore, the link will be unavailable.
|Thursday, April 1||1:30 P.M. CST||Zoom||
(Authors: Deborah Sulem, Vincent Rivoirard and Judith Rousseau)
|Judith Rousseau||University of Oxford|
|Thursday, April 8||1:30 P.M. CST||Zoom||A ReMeDI for Microstructure Noise
||Oliver Linton||Cambridge University|
|Thursday, April 15||1:30 P.M. CST||Zoom
Seminar will be based on a series of papers on Sketching/Random Projections. See specific papers below:
|Thursday, April 22||1:30 P.M. CST||Zoom||
-Additional information referenced from: Asymptotics for high dimensional regression M-estimates: Fixed design results
|Lihua Lei||Stanford University|
|Thursday, April 29||1:30 P.M. CST
||Asynchronous MCMC sampling for sparse Bayesian inference
||Aguêmon Yves Atchadé
|Thursday, May 6||1:30 P.M. CST
*The paper linked doesn't map directly with the talk, but is the closest available.
|Thursday, May 13||1:30 P.M. CST||Zoom||Ancillarity and Semiparametric Efficiency||Bas Werker||Tilburg|
|Thursday, May 20||1:30 P.M. CST||Zoom||Yuval Benjamini||HUJI|
|Thursday, May 27||1:30 P.M. CST||Zoom||Jingshen Wang||Berkeley|
|Thursday, June 3||1:30 P.M. CST