Econometrics Seminars Fall 2020
Fridays, 4:00-5:20 pm
Zoom meeting ID’s will be emailed out before each seminar.
Questions? Contact Ruoyao Shi
When available, the papers may be downloaded as pdf files, which can be read or printed using the Acrobat Reader.
| DATE | NAME | TITLE OF PRESENTATION |
|---|---|---|
| 10/02/2020 | Ruoyao Shi (UCR) | |
| 10/09/2020 | Ekaterina Seregina (UCR) | Sparse Portfolio |
| 10/16/2020 | Varlam Kutateladze (UCR) | The Kernel Trick for Nonlinear Factor Modeling |
| 10/23/2020 | Yuanyuan Wan (Univ. of Toronto) | Layered Policy analysis in Program Evaluation using the Marginal Treatment effect |
| 10/30/2020 | Gabriel Vasconcelos (Pontifical Catholic University of Rio de Janeiro – Brazil) | Mean-Variance Efficiency of a Portfolio in Ultra-High Dimensions and Cases of Maximum Out-of-Sample and Constrained Maximum Sharpe Ratios |
| 11/06/2020 | Bruce Hansen (Univ. of Wisconsin Madison) | Regression Kink with Multiple Unknown Thresholds |
| 11/13/2020 | Jiawei Chen (UCI) | An Empirical Model of the Effects of “Bill Shock” Regulation in Mobile Telecommunication Markets |
| 11/20/2020
*11:00 AM |
Toru Kitagawa (Univ. of College London) | Constrained Classification and Policy Learning |
| 11/27/2020 | No Seminar | No Seminar |
| 12/04/2020 | Bo Honoré (Princeton University) | Moment Conditions for Dynamic Panel Logit Models with Fixed Effects |
| 12/11/2020 | Xu Cheng (Univ. of Pennsylvania) | Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models |