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December 7th, Thursday
Drinks reception at Christie's Bistro: 18:00 - 20:00
Registration of attendance will be open during the reception
December 8th, Friday
Registration of attendance: from 8:45
Welcome address: 9:10 - 9:20
9:20 – 9:45
9:45 – 10:10
10:10 – 10:35
10:35 – 11:00
Session 1. Chair: Jasmin Fliegner
Linear Regression with Weak Exogeneity, Mikkel Sølvsten
Conformant and Efficient Estimation of Discrete Choice Demand Models, Joris Pinkse
Coordinated Testing for Identification Failure and Correct Model Specification Bertille Antoine
Plausible GMM via Avenue Bayes, Weining Wang
Tea and coffee break
11:30 – 12:15
Keynote talk. Chair: Tatiana Komarova
Testing for Identification in Potentially Misspecified Linear GMM
Frank Kleibergen
Poster Presentations and Lunch
Multivariate Ordered Discrete Response Models, Tatiana Komarova
Inference with High-dimensional Weak Instruments and the New Keynesian Phillips Curve, Max-Sebastian Dovì
Consistent Statistical Identification of SVARs under (Co-)Heteroskedasticity of Unknown Form, Shu Wang
Simultaneous Confidence Bands for the PIT Histogram, Malte Knüppel
Limited Monotonicity and the Combined Compliers LATE, Giovanni Mellace
Identifying Causal Effects of Treatments with Variable Intensity using Multiple Instrumental Variables, Nadja van 't Hoff
Doubly Robust Estimation of Local Average Treatment Effects Using Inverse Probability Weighted Regression Adjustment, S. Derya Uysal
The Cross Section of Household Preferences and the Marginal Propensity to Consume: Evidence from High-frequency Data, Andreas Tryphonides
14:00 – 14:25
14:25 – 14:50
14:50 – 15:15
15:15 – 15:40
Session 2. Chair: Karim Chalak
How Much Should We Trust Observational Estimates? Accumulating Evidence Using Randomised Controlled Trials with Imperfect Compliance, Jasmin Fliegner
Robust Welfare Analysis under Individual Heterogeneity, Raghav Malhotra
Estimation and Inference for a Class of Semiparametric Quantile Regression Models with Missing Observations, Francesco Bravo
Individualized Treatment Allocation in Sequential Network Games, Guanyi Wang
Tea and coffee break
16:10 – 16:35
16:35 – 17:00
17:00 – 17:25
Session 3. Chair: Kyle Kuang
Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications, Marko Mlikota
Breaks in the Phillips Curve: Evidence from Panel Data, Simon Smith
Estimation of Average Derivatives of Latent Regressors: with an Application to Inference on Buffer-Stock Saving, Hao Dong
17:35 – 18:20
The Econometrics Journal Lecture . Chair: Karim Chalak
Production Function Estimation Using Subjective Expectations Data
Aureo de Paula
December 9th, Saturday
9:00 – 9:25
9:25 – 9:50
09:50 – 10:15
10:15 – 10:40
Session 4. Chair: Kyle Kuang
Identifying News Shocks from Forecasts, Philip Barrett
Cointegration with Occasionally Binding Constraints, James Duffy
Specification Tests for non-Gaussian Structural Vector Autoregressions, Dante Amengual
Measures of Fragility for Tail Risk Models,Manuela Pedio
Tea and coffee break
11:10 – 11:55
Econometric Theory Lecture. Chair: Dennis Kristensen
Has the Phillips Curve Flattened and Why?
Barbara Rossi
Poster Presentations and Lunch
Identification and Estimation of a Dynamic Multi-Object Auction Model, Samuel Altmann
Quantile Local Projections: Identification, Smooth Estimation, and Inference, Josef Ruzicka
Asset Pricing, Forecasting and Trading - Influencer Structure in Large-Scale Vector AutoRegressive Models, Kexin Zhang
Fixed Effects Quantile Regression via Deconvolutional Differencing in Short Panels, Martin Mugnier
Marginal Effects for Probit and Tobit with Endogeneity, Andrei Zeleneev
One-step Nonparametric Instrumental Regression Using Smoothing Splines, Pascal Lavergne
Identification and Estimation of Multidimensional Screening, Federico Zincenko
Moderating the Mediation Bootstrap for Causal Inference, Kees Jan Van Garderen
The Term Structure of Judgement: Interpreting Survey Disagreement, Žymantas Budrys
13:40 – 14:10
14:10 – 14:40
14:40 – 15:10
Session 5. Chair: Jasmin Fliegner
Heterogeneity, Uncertainty and Learning: Semiparametric Identification and Estimation, Paul Diegert
Identification Analysis in Models with Unrestricted Latent Variables: Fixed Effects and Initial Conditions,
Andrew Chesher
Nonparametric Identification and Estimation with Non-Classical Errors-in-Variables, Kirill Evdokimov
Tea and coffee break
15:50 – 16:35
Keynote talk. Chair: Frank Kleibergen
Identification in Latent Factor Models
Ivana Komunjer
Closing remarks
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