Return to Main Econometrics Workshop Page

Spring 2019

April 4
Tim Armstrong, Yale University; Becker Friedman Research Fellow
"Sensitivity Analysis using Approximate Moment Condition Models"

April 11
Mikkel Soelvsten, University of Wisconsin, Madison
"Leave-Out Estimation of Variance Components"

April 18
Sendhil Mullainathan, Chicago Booth School of Business
"Machine Learning Analysis of Experimental Data: Multiple Hypotheses, Ex Post Analysis and Pre-Analysis Plans"

April 25
Pedro Sant'Anna, Vanderbilt University
"Difference-in-Differences with Multiple Time Periods" and Supplementary Appendix

May 2
Roy Allen, University of Western Ontario
"Counterfactual and Welfare Analysis with Misspecified Quasilinear Utility"

May 9
Marinho Bertanha, University of Notre Dame
"Impossible Inference in Econometrics: Theory and Applications"

May 16
John Rust, Georgetown University
"Semi-parametric instrument-free demand estimation: relaxing optimality and equilibrium assumptions"

May 23
Simon Lee, Columbia University
"An Econometric View of Algorithmic Subsampling"

May 30
Frank Wolak, Stanford University
"Fast, 'Robust,' and Approximately Correct: Estimating Mixed Demand Systems"

June 6
Eric Gautier, University of Toulouse 1 Capitole
"Square-root nuclear norm penalized estimator for panel data models with approximately low-rank unobserved heterogeneity"

Share this page