Econometrics Seminars Spring 2024

Tuesday, 2:00-3:20 pm
In-Person Seminars will be held in Sproul 2206.
Zoom meeting ID’s will be emailed out before each seminar.

Questions? Contact Tae-Hwy Lee

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
04/02/2024
Jose Sanchez Gomez (UCR) Detecting hub variables in large Gaussian graphical models
04/08/2024
*Hybrid
*Monday
Seth Pruitt (Arizona State University) Risk Exposures from Risk Disclosures: What They Said and How They Said It
04/09/2024
Pedro Isaac Chavez Lopez (UCR) Sufficient Dimension Reduction in Supervised Forecasting with Many Predictors
04/16/2024
Andrew Chesher (University College London) Robust Analysis of Short Panels
04/23/2024
Alfonso Landeros (UCR) The Proximal Distance Principle for Constrained Estimation
04/26/2024
*Friday
*3:40-5:00pm

Hashem Pesaran (University of Southern California) Identifying and exploiting alpha in linear asset pricing models with strong, semi-strong, and latent factors
Paper Link
Online Supplement Link
04/30/2024
Colin Cameron (UC Davis) Robust Inference for Dyadic Data with Application to the Gravity Model of Trade
05/07/2024
Xinwei Ma (UC San Diego) Mediation Analysis with Mendelian Randomization
05/14/2024 Zhe Fei (UCR) TBA
05/21/2024
Ruoyao Shi (UCR)
05/28/2024
Shujie Ma (UCR) Privacy‐Preserving Community Detection for Locally Distributed Multiple Networks
05/30/2024
*Thursday
Yifei Ding (UCR)
Deep learning for individual heterogeneity with generated regressors by adversarial training
06/04/2024
Amos Golan (American University) TBA