Spring 2024
Seminar starts at 12:30 pm or 9:00 am, depending on the speaker’s schedule.
Date |
Time/Location |
Presenter / Paper Title |
|---|---|---|
| March 8 | 12:30pm-1:50pm /
Herbst (Previously Oak) 337 |
Antonio Galvao (Michigan State University)
“Quantile Approach to Intertemporal Consumption with Multiple Assets“ |
| March 22 | 12:30pm-1:50pm /
Herbst 337 |
Xiye Yang (Rutgers University) – supported by Art Wright Fund
“Influence Function: Local Robustness and Efficiency” |
| March 29 | 12:30pm-1:50pm /
Herbst 337 |
Andrii Babii (UNC-Chapel Hill) |
| May 3 | 12:30pm-1:50pm /
Herbst 337 |
Ke-Li Xu (Indiana University) |
Fall 2023
Seminar starts at 1:25 pm or 9:30 am, depending on the speaker’s schedule.
Date |
Time/Location |
Presenter / Paper Title |
||
|---|---|---|---|---|
| Oct 6th | 1:25pm-2:45pm /
Herbst 337 |
Ye Lu (University of Sydney)
“Maximum Approximated Likelihood Estimation for Semiparametric Factor Copula Models” |
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| Oct 20th | 1:25pm-2:45pm /
Webex |
Hyukjun Kwon (Rutgers University)
“Inference for Low-rank Models without Rank Estimation” |
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| Oct 27th | 1:25pm-2:45pm /
Herbst 337 |
Davide Viviano (Harvard University)
“Policy Targeting under Network Interference“ |
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| Dec 1st | 1:25pm-2:45pm /
Herbst 337 & Webex |
Jiaqi Wang (University of Connecticut)
“Financial Application of Marcenko-Pastur Law with Time Dependency” |
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Spring 2023
Seminar starts at 12:30 pm or 9:00 am, depending on the speaker’s schedule.
Date |
Time/Location |
Presenter / Paper Title |
||
|---|---|---|---|---|
| Feb 10th | 12:30pm-1:50pm /
Webex |
Jackson Lautier (University of Connecticut)
“On the Convergence of Credit Risk in Current Consumer Automobile Loans” |
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| Mar 3rd | 12:30pm-1:50pm /
Webex |
Brantly Callaway (University of Georgia) | ||
| Mar 10th | 12:30pm-1:50pm /
Herbst 337 |
Brendan K. Beare (University of Sydney)
“Determination of Pareto exponents in economic models driven by Markov multiplicative processes “ & “Wealth distribution and optimal taxation with idiosyncratic investment risk” Sponsored by Ivy Liu MSQE fund |
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| March 31st | 12:30pm-1:50pm /
Webex |
Hanbat Jeong (Ohio State University)
“Dynamic network interaction models with robust decision-making” |
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| April 7th | 9:00am-10:20am/
Webex |
Ryo Okui (University of Tokyo)
“Latent group structure in linear panel data models with endogenous regressors” |
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Fall 2022
Seminar starts at 1:30 pm or 9:30 am, depending on the speaker’s schedule.
Date |
Time/Location |
Presenter / Paper Title |
||
|---|---|---|---|---|
| Sep 16th | 1:00pm-2:20pm /
In-person at Herbst 337 |
Yuya Sasaki (Vanderbilt University) – supported by Ivy Liu MSQE Fund
“Standard Errors for Two-Way Clustering with Serially Correlated Time Effects”
|
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| Oct 7th | 1:30pm-2:50pm /
In-person at Herbst 337 |
Dong Hwan Oh (Federal Reserve Board) – supported by Art Wright Fund
“Better the Devil You Know: Improved Forecasts from Imperfect Models” |
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| Oct 21st | 9:30am-10:40am/
Webex |
Wenjie Wang (Nanyang Technological University)
“Wild Bootstrap Inference for Instrumental Variables Regressions with Weak and Few Clusters” |
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| Nov 4th | 1:30pm-2:50pm /
In-person at Herbst 337 |
Simon Freyaldenhoven (Federal Reserve Bank of Philadelphia) – supported by Art Wright Fund
“Identification Through Sparsity in Factor Models: the l1-rotation criterion” |
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| Nov 11th | 1:30pm-2:50pm /
Webex |
Xin Liu (Washington State University)
“Panel Quantile Regression with Time-Invariant Rank” |
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| Dec 2nd | 1:30pm-2:50pm /
Webex |
Graduate student talk: Ruohan Huang (Job Market Candidate)
“L1-Penalized Estimation and Inference for Misspecified GMM with Spurious Factors” |
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| Dec 9th | 12:30pm-1:30pm /
Webex |
Graduate student talk: Ziyun Wu (Job Market Candidate)
“Adversarial Generalized Methods of Moments in Asset Pricing” |
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| Dec 9th | 1:30pm-2:30pm /
Webex |
Graduate student talk: Xuejian Gong (Job Market Candidate)
“Data Driven Distributionally Robust Optimization in Estimation of Login Model” |
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Spring 2022
Seminar (Online) starts at 1:00 pm
Date |
Time/Location |
Presenter / Paper Title |
||
|---|---|---|---|---|
| February 25th | 1:00pm-2:20pm /
Webex Herbst 337 |
Lina Lu (Federal Reserve Bank of Boston)
“Quantile Connectedness of the U.S. Interbank Liquidity Risk Network”
|
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| March 25 | 1:00pm-2:20pm /
Webex Herbst 337 |
Doosoo Kim (Ryerson University)
“Uniformly Efficient Semiparametric Difference-in-differences Estimation of Quantile Treatment Effect” |
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| April 15 | 1:00pm-2:20pm /
Webex Herbst 337 |
Ulrich Hounyo (University at Albany, SUNY)
“Misspecification-Robust Bootstrap t-Test for Irrelevant Factor in Linear Stochastic Discount Factor Models” |
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Fall 2021
Seminar (Online) starts at 1:00 pm
Date |
Time/Location |
Presenter / Paper Title |
||
|---|---|---|---|---|
| October 8th | 9:30am – 10:50am /
Webex Herbst 337 |
Donggyu Kim (College of Business at KAIST)
“Factor and Idiosyncratic VAR-Itô Volatility Models for Heavy-Tailed High-Frequency Financial Data” |
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| October 29th | 1:00pm-2:20pm /
Webex Herbst 337 |
Alessandro Casini (University of Rome Tor Vergata)
“Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models“ |
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| November 19th | 1:00pm-2:20pm /
Webex Herbst 337 |
Jungjun Choi (Rutgers University)
“Inferenc for Low-rank Estimation with Application to Treatment Effect Estimation” |
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| December 1st | 2:00pm-3:20pm /
Webex Herbst 337 |
Zhenhao Gong (University of Connecticut)
“Improved Inference for Interactive Fixed Effects Model with Cross-sectional Dependence“ |
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| December 8th | 2:00pm-3:20pm /
Webex Herbst 337 |
Dingxian Cao (University of Connecticut)
“Inference study on non-stationary Panel AR(P)’s impulse response function” |
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Spring 2021
Seminar (Online) starts at 1:00 pm
Date |
Time/Location |
Presenter / Paper Title |
||
|---|---|---|---|---|
| March 24th
ECONOMICS & STATISTICS JOINT COLLOQUIUM |
4:00pm-5:00pm /
Webex |
Andrii Babii (University of North Carolina, Chapel Hill)
“High-dimensional Granger causality tests with an application to VIX and news” |
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| April 2nd | 1:00pm-2:20pm /
Webex Herbst 337 |
Marina Khismatullina (University of Bonn) “Nonparametric comparison of epidemic time trends: the case of COVID-19″ |
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| April 30th | 10:00am-11:30am/
Webex Herbst 337 |
Jungyoon Lee (Royal Holloway, University of London)
“Consistent Misspecification Testing in Spatial Autoregressive Models” |
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Fall 2020
Seminar (Online) starts at 1:00 pm
Date |
Time/Location |
Presenter / Paper Title |
||
|---|---|---|---|---|
| Sep 18th | 1:00pm-2:20pm / | Yao Zheng (Department of Statistics at UConn) /
High-dimensional low-rank tensor autoregressive time series modelling
|
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| Dec 4th | 1:00pm-2:20pm / | Ruonan Xu (Department of Economics at Rutgers University)/
Asymptotic Properties of M-estimators with Finite Populations under Cluster Sampling and Cluster Assignment |
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Spring 2020
Lunch starts at 12:30pm noon
Date |
Time/Location |
Presenter / Paper Title
|
||
|---|---|---|---|---|
| March 13th | 12:30pm-1:50pm / Herbst 337 | Lina Lu (Federal Reserve Bank of Boston) / TBA
(Canceled and to be rescheduled in Fall semester) |
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| March 27th | 12:30pm-1:50pm / Herbst 337 | Yao Zheng (Department of Statistics at UConn) / TBA
(Canceled and to be rescheduled in Fall semester) |
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| May 1st | 12:30pm-1:50pm / Herbst 337 | Alex Maynard (University of Guelph) / TBA
(Canceled and to be rescheduled in Fall semester) |
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Fall 2019
Lunch starts at 12:30pm noon
Date |
Time/Location |
Presenter |
Paper Title |
|
|---|---|---|---|---|
| Oct 4th | 1:10pm~2:30pm/
Herbst 337 |
Sokbae “Simon” Lee
(Columbia University) |
”An Econometric Perspective of Algorithmic Sampling” ” |
|
| Oct 23th | 3:00pm-4:30pm/Herbst 337 | Liyu Dou
(Chinese University of Hong Kong) |
“Optimal HAR Inference” | |
| Oct 25th | 1:10pm~2:30pm/
Herbst 337 |
Zhonghui Zhang
(University of Connecticut) |
Graduate students presentations
|
“Mahalanobis Metric Based Clustering for Fixed Effects Model” |
| Nov 8th | 1:10pm~2:30pm/
Herbst 337 |
Rui Sun
(University of Connecticut) |
Graduate students presentations | “Bias-Corrected FE Estimator with Exogenous Variables and Heteroskedasticity in Dynamic Panel Models” |
| Nov 15th | 1:10pm~2:00pm/
Herbst 337 |
Huarui Jing
(University of Connecticut) |
Graduate students presentations | 4th year presentation |
Spring 2019
Lunch starts at 12:00 noon
Date |
Time/Location |
Presenter |
Paper Title |
|---|---|---|---|
| Feb 1st | 12:30pm~1:50pm/
Herbst 337 |
Myung Hwan Seo
(Seoul National University) |
”Factor-Driven Two-Regime Regression ” |
| March 8th | 12:30pm~1:50pm/
Herbst 337 |
Byunghoon Kang
(Lancaster University) |
” Criteria Based Model Averaging ” |
| March 29th | 12:30pm~1:50pm/
Herbst 337 |
David Kreutter
(Kreutter Life Sciences Consulting, LLC) |
Invited talk for MSQE students
“Careers in Data Analytics” |
| April 19th | 12:30pm~1:50pm/
Herbst 337 |
Atsushi Inoue
(Vanderbilt University) |
” “The uniform validity of impulse response inference in autoregressions.” ” |
| May 3rd | 12:30pm~1:50pm/
Herbst 337 |
Yoonseok Lee
(Syracuse University) |
” Nonparametric Sample Splitting ” |
Fall 2018
Lunch starts at 12:00 noon
Date |
Time/Location |
Presenter |
Paper Title |
|---|---|---|---|
| Oct 12th | 12:30pm~1:50pm/
Herbst 337 |
Juwon Seo
(National University of Singapore) |
” Randomization Tests for Equality in Dependence Structure ” |
| Oct 17th
(Wed.) |
2:00pm-3: 50pm/
Herbst 337 |
Liangjun SU
(Singapore Management University) |
” Estimation and Inference for Three-Dimensional Factor Models ” |
| Oct 24th
(Wed.) |
2:00pm-3: 50pm/
Herbst 337 |
Qu Feng
(Nanyang Technological University, Singapore) |
” Structural breaks in heterogeneous panels ” |
| Nov 30th | 12:30pm~1:50pm/
Herbst 337 |
Yinchu Zhu
(University of Oregon) |
“An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls” |
| Dec 5th
(Wed.) |
2:00pm-3: 50pm/
Herbst 337 |
Rui Sun (UCONN) /
Zhonghui Zhang (UCONN) |
“Bias-Corrected Estimators in the Dynamic Panel Data Model”/”Mahalanobis Metric Based Clustering for Fixed Effects Model” |
Spring 2018
All seminars are held in Herbst 337 unless otherwise noted.
Lunch starts at 12:00 noon
Date |
Time |
Presenter |
Paper Title |
|---|---|---|---|
| 2/09/2018 | 12:20 – 1:50 |
Yoosoon Chang
(Indiana University Bloomington)
|
“U.S. Monetary-Fiscal Regime Changes in the Presence of Endogenous Feedback in Policy Rules” |
| 2/23/2018 | 12:20 – 1:50 |
(MIT)
|
“Identification of and correction for publication bias” |
| 3/2/2018 | 12:20 – 1:50 |
Kyungchul (Kevin) Song
( University of British Columbia) |
“Ordering-Free Inference from Locally Dependent Data” |
| 3/11~3/17, 2018 |
Spring Recess
|
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| 4/20/2018 | 12:20 – 1:50 | Christian B. Hansen ( The University of Chicago Booth School of Business) |
“Targeted Undersmoothing“ |
| 5/4/2018 | 12:20 – 1:50 | Benoit Perron (University of Montreal ) | “Bootstrapping factor models with cross sectional dependence“ |
Fall 2017
All seminars are held in Herbst 337 unless otherwise noted.
Lunch starts at 12:00 noon
Date |
Time |
Presenter |
Paper/Presentation Title |
|---|---|---|---|
| 9/22/2017 | 12:30 – 2:00 |
Yulong Wang
(Syracuse University) |
“Inference in the Threshold Model” |
| 9/29/2017 | 12:30 – 2:00 |
(University of Waterloo)
|
“Think Outside the Data Envelopment – an Extreme Value Approach of Efficiency Analysis”” |
| 10/13/2017 | 12:30 – 2:00 |
David Kaplan
(University of Missouri) |
“Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations” |
| 10/27/2017 | 12:30 – 2:00 |
(University of Wisconsin – Madison)
|
“Robust estimation under many instruments” |
| 11/3/2017 | 12:30 – 2:00 | “Quantilograms under Strong Dependence“ | |
| 11/10/2017 | 12:30 – 2:00 |
Dr. Arun Bhattacharya
(Director, Commercial Assessments and Forecasting at Pfizer)
|
Invited talk for MSQE students
“Big Data Analysis in Industry and Business: What, How, and Why” |
| 11/17/2017 | 12:30-2:00 |
(University at Albany – SUNY)
|
“Forecast Combination for Binary Targets” |
Microeconomics Workshops | Labor, Development & Health Economics Workshops | Macroeconomics Workshops