Professor Min Seong Kim presented his work in the econometrics seminar in the Department of Economics at Yale on March 4th. The title of his presentation was “Bootstrap Inference under Cross Sectional Dependence” (joint with Timothy Conley, Silvia Goncalves and Benoit Perron).
Professor Kim is visiting the Economics Department and the Cowles Foundation Econometrics Program at Yale as a visiting associate professor in Spring 2020.
The Department of Economics will be sponsoring a session at the 33rd New England Statistics Symposium (NESS) on May 15–17, 2019.
High Dimensional Econometrics
The technological innovations in information processing and the increased storage capability have made possible to collect very large data sets in various fields of economics and finance.
This session puts together 3 papers that present state-of-the-art techniques to deal with high dimensional issues in econometrics.
List of invited speakers:
(1) Fa Wang, Cass Business School, Fa.Wang@city.ac.uk, “Maximum Likelihood Estimation and Inference for High Dimensional Nonlinear Factor Models with Application to Factor-augmented Regressions”
(2) Yuan Liao, Rutgers Economics, firstname.lastname@example.org, “Inference for Heterogeneous Effects Using Low Rank Estimation”
(3) Min Seong Kim, UConn Economics, email@example.com, “Policy Analysis Using Panel and Multilevel Models with Group Interactive Fixed Effects”
Discussant: Jungbin Hwang, UConn Economics, firstname.lastname@example.org
Session Chair: Chihwa Kao, UConn Economics, email@example.com
Information about the conference may be found online at https://symposium.nestat.org/
Three of our PhD students, Zhonghui Zhang, Huarui Jing, and Rui Sun, will be presenting their research at the New York Camp Econometrics XIV poster session in April:
“Mahalanobis Metric Based Clustering for Fixed Effects Model,” Chihwa Kao (University of Connecticut), Min-Seong Kim (University of Connecticut), and Zhonghui Zhang (University of Connecticut).
“The Robustness Study of Sieve Estimation on Asset Pricing Model,” Huarui Jing (University of Connecticut).
“Bias-Corrected Estimators in the Dynamic Panel Data Model,” Chihwa Kao (University of Connecticut), Long Liu (University of Texas- San Antonio) and Rui Sun (University of Connecticut).
For more information about the conference, see: New York Camp Econometrics XIV