Econometrics Seminar

This seminar offers a forum for both external and internal speakers to present their recent work on theoretical and applied econometrics.

Talks generally take place on Thursdays from 15:30 - 16:40 in L7, 3-5, Room S 031.

Everybody is welcome to attend!

Schedule Spring 2018

Date Speaker Title of Talk
Jan 30 (15:30-16:40 in P044) Andreea Enache (Bocconi) Quantile Analysis of "Hazard-Rate" Game Models
Feb 1 (15:30-16:40 in P044) Annika Schücker (DIW Berlin) Penalized Estimation of Panel Vector Autoregressive Models : A Lasso Approach
Feb 5 (15:30-16:40 in P043) Jesper Riis-Vestergaard Sørensen Consistent Specification Testing in Semiparametric and High-Dimensional Moment Models
Feb 7 (13.45-14.40 Uhr in P044) Ekaterina Smetanina (Cambridge) Forecast Evaluation Tests - a New Approach
Feb 22 (15.30 – 16.10) Manfred Deistler (TU Vienna) Generalized Linear Dynamic Factor Models - A Structure Theory
Feb 22 (16.20 – 17.00) Alexander Braumann (TU Braunschweig) Bootstrapping for vector autoregression estimates in generalized dynamic factor models
Mar 8 Philip Heiler (Konstanz) Valid Inference for Treatment Effect Parameters under Irregular Identification and Extreme Propensity Scores
Apr 12 Dimo Bart (Mannheim) Comparative Impulse Response Function Inference for VAR and VARMA Models
Apr 19 Manuel Arellano (CEMFI) Recovering Latent Variables by Matching
May 3 Ruben Hipp (Mannheim) SVAR point estimation for underidentified models
May 17 Mingli Chen (Warwick) Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk
Jun 1 (joint with Heidelberg Mathematics, 9:00 to 11:30, Conference Room 5th floor, Mathematikon, Im Neuenheimer Feld 205, Heidelberg)
Stefan Wager (Stanford) Optimized Regression Discontinuity Designs & Augmented Minimax Linear Estimation