Econometrics Lunch

Spring 2022

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

DateSpeakerPaper Title
03/14/22Dan Gabriel AnghelTesting for the Superior Forecasting Ability of Trading Rules Under Extensive Data Snooping Effects
03/21/22Hsin-Yi LinThe quantile effect of macroprudential policy
03/28/22Xiaoliang WangSemiparametric Conditional Factor Models:  Estimation and Inference
04/04/22Stephanie EttmeierTax Multipliers:  Do Individuals Make a Difference?
04/11/22Emilio BorghesanLuck or Pluck?  The Effect of Eliminating the SAT on College Enrollment and College Completion
04/18/22Kan XuLearning Across Bandits in High Dimension via Robust Statistics
04/25/22Boyuan Zhang 


Fall 2021

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

DateSpeakerPaper Title
September 13, 2021Frank DieboldData Disciplining Theory: Arctic Sea Ice Projections, 1980-2100
September 20, 2021Xu ChengTBA
September 27, 2021Xiaoliang WangTBA
October 4, 2021Karun AdusumilliTBA
October 18, 2021Frank DieboldOn the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities
November 1, 2021Amit GandhiTBA
November 8, 2021Boyuan ZhangTBA
November 15, 2021Aaron Mora MelendezTBA
November 29, 2021Marko MlikotaTBA
December 6, 2021Wayne GaoTBA


Spring 2021

Zoom *Contact Boyuan Zhang for Zoom link

DateSpeakerPaper Title
March 15, 2021Boyuan ZhangForecast with Prior Wisdom on the Group Structure
March 29, 2021Edvard BakhitovCausal Gradient Boosting: Boosted Instrumental Variable Regression
April 5, 2021Aaron Mora MelendezText into FX: Exchange Rate Supervised Topic Extraction
April 19, 2021Marko MlikotaEstimating Nonlinear Economies Using Approximate Models
April 26, 2021Di TianCostly Misallocation:  Endogenous Growth and Asset Prices