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.

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

*11:00 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