2017-2018 Schedule

For more information about the UCI Econometrics Colloquium please contact Professors Yingying Dong and Matthew Harding. Monday seminars will be held in SSPB 3218. Thursday seminars will be held in Donald Bren Hall 6011.

Spring 2018

April 9: Marcelo Moreira (Fundação Getulio Vargas)
Paper: “Optimal Invariant Tests in an Instrumental Variables Regression With Heteroskedastic and Autocorrelated Errors”, joint with G. Ridder
April 26: Nicholas Polson (University of Chicago Booth School of Business)
Paper:  TBA
Note: This seminar is organized jointly with the UCI Statistics Department
May 7: Jeffrey Wooldridge (Michigan State University)
Paper: TBA
May 21: Alex Torgovitsky (University of Chicago)
Paper: TBA
 May 28: Xun Tang (Rice University)
Paper: TBA

Winter 2018

February 27: Alwyn Young (London School of Economics)
Paper:”Consistency without Inference:  Instrumental Variables in Practical Application”
March 21: Matias Cattaneo (University of Michigan)
Paper: “Two-Step Estimation and Inference with Possibly Many Included Covariates”, joint with M. Jansson and X. Ma

Fall 2017

October 9: Organizational meeting (30 minutes)
October 16: Yoonseok Lee (Syracuse University)
Paper: “Depth-Weighted Estimation of Panel Data Models” joint with D. Sul
October 26: Ivan Fernandez-Val (Boston University)
Paper: “Network and Panel Quantile Effects Via Distribution Regression” joint with V. Chernozhukov and M. Weidner
Note: This seminar is organized jointly with the UCI Statistics Department
October 30: Mehmet Caner (Ohio State University)
Paper: “A Relaxed Approach to Estimating Large Portfolios” joint with E. Ulasan, L. Callot and A. Onder
November 2: M. Hashem Pesaran (USC)
Paper: “A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models” joint with A. Chudik and G. Kapetanios
Note: This seminar is organized jointly with the UCI Statistics Department
November 6: Jessie Li (UC Santa Cruz)
Paper: “Constrained and Penalized Estimation using MCMC” joint with Ron Gallant, Han Hong and Michael Leung
November 27: Alexandre Belloni (Duke University)
Paper: “Inference with High-Dimensional Controls and Parameters of Interest”