Research Workshops Econometrics and Statistics Colloquium
Faculty and invited speakers present current econometrics and statistics research, with particular emphasis on methods and applications relating to business and economic problems. Meetings are open to all interested faculty and MBA and PhD students.
The workshop will be held in-person (in HC 3B, unless otherwise noted), with no virtual options. Please contact workshop administrator Mary Kate Stanfa to be added to the listserv for weekly updates.
When possible, links to the workshop papers are posted to this page for printing. Occasionally, speakers opt not to circulate their papers. Therefore, the link will be unavailable.
Spring 2024
| Date | Time | Location | Topic | Speaker | Institution |
|---|---|---|---|---|---|
|
Thursday, March 21st |
1:20pm – 2:30pm | Harper 3B |
Mean-field asymptotics: some recent progress beyond Gaussian data |
Qiyang Han |
Rutgers |
| Thursday, March 28th | 1:20pm – 2:30pm |
Harper 3B |
Hypothesis testing with information asymmetry |
Stephen Bates | MIT |
| Thursday, April 4th | 1:20pm – 2:30pm | Harper 3B |
Robust Sensitivity Analysis for Matched Observational Studies |
Xinran Li | UChicago Stats |
| Thursday, April 11th | 1:20pm – 2:30pm |
Harper 3B |
Minimum Resource Threshold Policy Under Partial Influence | Hyunseung Kang |
Wisconsin |
|
CANCELLED
|
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| Thursday, April 25th | 1:20pm – 2:30pm |
Harper 3B |
Frontiers in Collective Intelligence |
Manuel Cebrian |
Spanish National Research Council |
| Thursday, May 2nd | 1:20pm – 2:30pm |
Harper 3B |
Hierarchical Causal Models |
Dave Blei |
Columbia |
| Thursday, May 9th | 1:20pm – 2:30pm |
Harper 3B |
Overparametrization and the bias-variance dilemma | Johannes Schmidt-Hieber | University of Twente |
| Thursday, May 16th | 1:20pm – 2:30pm |
Harper 3B |
TBD | Jing Lei | Carnegie Mellon |
| Thursday, May 23rd | 1:20pm – 2:30pm |
Harper 3B |
TBD | Nicolás García Trillos | Wisconsin |
| Thursday, May 30th | 1:20pm – 2:30pm |
Harper 3B |
TBD | Michele Modugno | Federal Reserve Board |
Winter 2024
| Date | Time | Location | Topic | Speaker | Institution |
|---|---|---|---|---|---|
| Tuesday, January 16th, 2024 | 1:20pm - 2:30pm | 3A | An Exact Sampler for Inference after Polyhedral Selection |
Sifan Liu | Stanford |
|
Thursday, January 18th, 2024 |
1:20pm - 2:30pm | 3B | Kernel Ridge Regression Inference with Applications to Preference Data | Suhas Vijaykumar | MIT |
| Monday, January 22nd, 2024 | 1:20pm - 2:30pm |
C06 |
Causal Inference under Interference through Designed Markets | Evan Munro | Stanford |
| Tuesday, January 23rd, 2024 | 1:20pm - 2:30pm |
3SW | Infinite-Depth Neural Networks as Depthwise Stochastic Processes | Mufan (Bill) Li | Princeton |
| Thursday, January 25th, 2024 | 1:20pm - 2:30pm |
3B | Empirical Bayes When Estimation Precision Predicts Parameters | Jiafeng Chen | Harvard |
| Friday, January 26th, 2024 | 1:20pm - 2:30pm | 3A | Quasi-Bayes in Latent Variable Models | Sid Kankanala | Yale |
| Thursday, February 1st, 2024 | 1:20pm - 2:30pm |
3B |
Advancing prediction for informed decisions (See here for paper 1, and here for paper 2.) |
Dogyoon Song | Michigan |
| CANCELLED |
CANCELLED |
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| Monday, February 5th, 2024 | 1:20pm - 2:30pm |
C25 | Modeling Interference for Policy Evaluation in Stochastic Systems |
Shuangning Li | Harvard |
| Thursday, February 8th, 2024 | 1:20pm - 2:30pm |
3B |
The Many Facets of Monte Carlo Methods: From Sampling Algorithms to Unbiased Estimators (See here for paper 1, and here for paper 2.) |
Guanyang Wang | Stanford |
Autumn 2023
| Date | Time | Location | Topic | Speaker | Institution |
|---|---|---|---|---|---|
| Thursday, September 28 | 1:20 p.m. – 2:30 p.m. | Harper 3B |
Accurate and scalable large-scale variational inference for mixed models. Co-authors: Giacomo Zanella (Bocconi) and Max Goplerud (Pittsburgh) |
Omiros Papaspiliopoulos | Bocconi |
| Wednesday, October 4 | 1:20 p.m. – 2:30 p.m. | Harper 3SW |
On Potential Exponential Computational Speed-Ups to Solving Dynamic Asset Pricing Models Co-author: Jack Morgan |
Eric Ghysels | UNC Chapel Hill |
| Thursday, October 5 | 1:20 p.m. – 2:30 p.m. | Harper 3B |
Bayesian Pyramids: Identifiable Multilayer Discrete Latent Structure Models for Discrete Data |
Yuqi Gu |
Columbia |
| Thursday, October 12 | 1:20 p.m. – 2:30 p.m. | Harper 3B | Network interventions to reduce hate speech on Twitter |
Eaman Jahani |
UC Berkeley |
| Thursday, October 19 | 1:20 p.m. – 2:30 p.m. | Harper 3B |
Some Insights in Nonparametric Conditional Independence Testing |
Matey Neykov |
Northwestern |
| Thursday, October 26 | 1:20 p.m. – 2:30 p.m. | Harper 3B | Kernel Learning in Ridge Regression “Automatically” Yields Exact Low Rank Solution |
Feng Ruan |
Northwestern |
| Thursday, November 2 | 1:20 p.m. – 2:30 p.m. | Harper 3B | Jann Spiess |
Stanford GSB | |
| Thursday, November 9 | 1:20 p.m. – 2:30 p.m. | Harper 3B |
Cluster Robust Inference in Linear Regression Models with Many Covariates Co-authors: Matias D. Cattaneo, Aibo Gong, and Whitney K. Newey |
Michael Jansson |
UC Berkeley |
| Thursday, November 16 | 1:20 p.m. – 2:30 p.m. | Harper 3B | Bespoke Realized Volatility: Tailored Measures of Risk for Volatility Prediction |
Andrew Patton |
Duke |
| Thursday, November 30 | 1:20 p.m. – 2:30 p.m. | Harper 3B |
Model-based Clustering using Non-parametric Hidden Markov Models |
Elisabeth Gassiat |
Paris-Saclay |
| Thursday, December 7 | 1:20 p.m. – 2:30 p.m. | Harper 3B | Bounding Treatment Effects by Pooling Limited Information across Observations |
Columbia |