Econometrics Lunch

Spring 2022

Location: PCPSE 101
Time: 12:00 - 01:30

Date Speaker Paper Title
03/14/22 Dan Gabriel Anghel Testing for the Superior Forecasting Ability of Trading Rules Under Extensive Data Snooping Effects
03/21/22 Hsin-Yi Lin The quantile effect of macroprudential policy
03/28/22 Xiaoliang Wang Semiparametric Conditional Factor Models:  Estimation and Inference
04/04/22 Stephanie Ettmeier Tax Multipliers:  Do Individuals Make a Difference?
04/11/22 Emilio Borghesan Luck or Pluck?  The Effect of Eliminating the SAT on College Enrollment and College Completion
04/18/22 Kan Xu Learning Across Bandits in High Dimension via Robust Statistics
04/25/22 Boyuan Zhang  


Fall 2021

Location: PCPSE 100
Time: 12:00 - 1:30

Date Speaker Paper Title
September 13, 2021 Frank Diebold Data Disciplining Theory: Arctic Sea Ice Projections, 1980-2100
September 20, 2021 Xu Cheng TBA
September 27, 2021 Xiaoliang Wang TBA
October 4, 2021 Karun Adusumilli TBA
October 18, 2021 Frank Diebold

On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities

November 1, 2021 Amit Gandhi TBA
November 8, 2021 Boyuan Zhang TBA
November 15, 2021 Aaron Mora Melendez TBA
November 29, 2021 Marko Mlikota TBA
December 6, 2021 Wayne Gao TBA


Spring 2021

Zoom *Contact Boyuan Zhang for Zoom link

Date Speaker Paper Title
March 15, 2021 Boyuan Zhang Forecast with Prior Wisdom on the Group Structure
March 29, 2021 Edvard Bakhitov Causal Gradient Boosting: Boosted Instrumental Variable Regression
April 5, 2021 Aaron Mora Melendez Text into FX: Exchange Rate Supervised Topic Extraction
April 19, 2021 Marko Mlikota Estimating Nonlinear Economies Using Approximate Models
April 26, 2021 Di Tian Costly Misallocation:  Endogenous Growth and Asset Prices