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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.

Spring 2021


Date Time Location Topic Speaker Institution
Thursday, April 1 1:30 P.M. CST  Zoom

Bayesian estimation of nonlinear Hawkes process

(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:

Asymptotics for sketching in least squares regression

Ridge Regression: structure, cross-validation and sketching

Optimal iterative sketching with the subsampled randomized hadamard transform

How to reduce dimension with PCA and random projections?

Sparse sketches with small inversion bias

Edgar Dobriban Wharton
Thursday, April 22  1:30 P.M. CST Zoom

Cyclic permutation test: A nonstandard exact test for linear models

-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
Boston University
 Thursday, May 6 1:30 P.M. CST

Data, decisions and dynamics*

*The paper linked doesn't map directly with the talk, but is the closest available.

Moritz Hardt Berkeley
 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

Predicting classification accuracy when adding new unobserved classes*

*Primarily relating to this paper. Also referencing this paper.

Yuval Benjamini HUJI
 Thursday, May 27 1:30 P.M. CST Zoom Sharp inference on selected subgroups in observational studies Jingshen Wang Berkeley
 Thursday, June 3 1:30 P.M. CST

An automatic finite-sample robustness metric: Can dropping a little data change conclusions?

Rachael Meager