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.
Please contact Jennifer Marschand or 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 2022
| Date | Time | Location | Topic | Speaker | Institution |
|---|---|---|---|---|---|
| Thursday, March 31, 2022 | 1:20 p.m. CT | Harper 3B | Nonparametric Conditional Local Independence Testing | Niels Richard Hansen | University of Copenhagen |
| Thursday, April 7, 2022 | 1:20 p.m. CT | Harper 3B |
Bayes in the Extremes Various Papers on topic can be found here |
Surya Tokdar |
Duke University |
| Thursday, April 14, 2022 | 1:20 p.m. CT | Harper 3B | Inference with Many Weak Instruments | Anna Mikusheva |
MIT |
| Thursday, April 21, 2022 | 1:20 p.m. CT | Harper 3B |
Estimating the Long-Term Effects of Novel Treatments Additional Paper: Double/Debiased Machine Learning for Dynamic Treatment Effects via g-Estimation |
Vasilis Syrgkanis | Microsoft |
| Thursday, April 28, 2022 | 1:20 p.m. CT | Harper 3B | Bridging Factor and Sparse Models | Ricardo Masini | Princeton University |
| Thursday, May 5, 2022 | 1:20 p.m. CT | Harper 3B |
Instrumental Variables in Sparse and Underidentified Settings Paper on sparsity: Identifiability of Sparse Causal Effects using Instrumental Variables Papers on distributional robustness: Distributional Robustness of K-class Estimators and the PULSE |
Jonas Peters | University of Copenhagen |
| Thursday, May 12, 2022 | 1:20 p.m. CT | Harper 3B | Reducibility and Statistical-Computational Gaps from Secret Leakage | Guy Bresler | MIT |
| Thursday, May 19, 2022 | 1:20 p.m. CT | Harper 3B |
Kac's Random Walk and Related Gibbs Samplers: Mixing Times and Applications Associated Papers: Kac's Walk on n-Sphere Mixes in n log n Steps Fast and Memory-optimal Dimension Reduction using Kac's Walk |
Natesh Pillai | Harvard University |
| Thursday, May 26, 2022 | 1:20 p.m. CT | Harper 3B | On the Real-Time Predictive Content of Financial Conditions Indices for Growth | Michael McCracken | Federal Reserve Bank of St Louis |
| Thursday, June 2, 2022 | 1:20 p.m. CT | Harper 3B | Adaptive Normalization for IPW Estimation | Johan Ugander | Stanford |