Econometrics Seminars Winter 2026
Tuesday, 2:00-3:20 pm (unless otherwise is noted with *)
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 |
|---|---|---|
| 1/6/2026 *Zoom (2:00-3:20pm) | Ekaterina Seregina, Colby College | A Nonlinear Target-Factor Model with Attention Mechanism for Mixed-Frequency Data |
| 1/9/2026 10:00am to 11:00am | Ali Mehrabani, University of Kansas (Joint with Macroeconomics) | Identifying Latent Group Structures in Spatial Panel Models with Common Shocks. |
| 1/9/2026 2:00pm to 3:20pm | Shahnaz Parsaeian University of Kansas (Joint with Macroeconomics) | Mixed Frequency Panel Regressions with Sparsity and Heterogeneity. |
| 1/13/2026 | Grigory Franguridi, USC | Generalized method of moments with partially missing data |
| 1/20/2026 | No Seminar | |
| 1/27/2026 | Han Hong, Stanford | The ROC Curve and Statistical Allocations Paper 1 Paper 2 |
| 2/3/2026 *Zoom (3:30-4:50pm) | Fuwei Jiang, Xiamen University | Market Risk Premium: A Single Optimal Predictive Factor in High Dimension |
| 2/10/2026 *Zoom (3:30-4:50pm) | Xuan Leng, Xiamen University | Reinforced Tail Quantile Regression |
| 2/17/2026 | Whitney Newey, MIT | Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data |
| 2/24/2026 *Zoom (3:30-4:50pm) | Yundong Tu, Peking University | Shattering Break Barriers: Inferential Theory for Group Factor Models Subject to Disruptive Breaks |
| 2/27/2026 *Friday | M. Hashem Pesaran, USC and Cambridge
(Joint with Macroeconomics)
|
The Output Convergence Debate Revisited: Lessons from recent developments in the analysis of panel data models |
| 3/3/2026 | No Seminar | |
| 3/10/2026 | No Seminar | |