Econometrics Lunch

Date	Speaker	Paper Title
February 25, 2019
March 4, 2019	Spring Break
March 11, 2019	No Seminar Today
March 18, 2019	Antonio Conti (Bank of Italy visiting Penn)	"Bank capital constraints, lending supply and economic activity"
March 25, 2019	Paul Sangrey	"Identification Robust Inference for Risk Prices in Structural Stochastic Volatility Models"
April 1, 2019	Alejandro Sanchez	"Network peer effects with selection into treatment: Reevaluating microfinance adoption in India"
April 8, 2019	Karun Adusumilli	"Dynamically optimal treatment allocation using Reinforcement Learning"
April 15, 2019	Peng Shao	"Two-Steps Sieve M-Estimation with Group Heterogeneity, with Application to Production Function"
April 22, 2019	Edvard Bakhitov	"Frequentist Shrinkage under Inequality Constraints"
April 29, 2019	Philippe Goulet Coulombe	"Sparse and Dense Time-Varying Parameters Models using Machine Learning"

Date	Speaker	Paper Title
September 16, 2019	Chris Hansen, Chicago Booth	TBA
November 11, 2019	Roger Moon, University of Southern California	TBA

Date	Speaker	Paper Title
September 10, 2018	Frank Schorfheide Minsu Chang (Penn) Xiaohong Chen (Yale)	"Heterogeneity and Aggregate Fluctuations"
September 17, 2018	Paul Sangrey	"Jumps, Realized Densities, and News Premia"
September 24, 2018	Paul Sangrey Minsu Chang	"Smooth Priors and the Curse of Dimensionality: Feasible Multivariate Density Estimation"
October 1, 2018	Alejandro Sanchez	"Impact evaluation using networks: estimating heterogeneous spillover effects"
October 15, 2018	Philippe Goulet Coulombe	"'Dropping Filtering for Machine Learning: Time-Varying Parameters Models the Easy Way"
October 22, 2018	Frank DiTraglia	"Identifying Causal Effects in Network Experiments with Noncompliance"
October 29, 2018	Herman van Dijk (Norwegian Central Bank)	"Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies"
November 5, 2018	Atsushi Inoue	"Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models"
November 12, 2018	Karun Adusumilli	"Dynamically optimal treatment allocation using Reinforcement Learning"
November 19, 2018	Winston Wei Dou	"Conditional Inference for GMM Specification Test with Applications to Asset Pricing Models"
November 26, 2018	Jorge Hansen	"Exploiting term structure dynamics in immunization strategies"
December 3, 2018	Peng Shao	"Two-Steps Sieves Estimator with Latent Group Heterogeneity"