Econometrics Seminars

Below are the econometrics seminars scheduled at the School of Economics, University of Sydney. If you would like to find more information or would like to present in our seminars, please contact our seminar coordinator Dakyung Seong  (

2023 Semester 2 (Aug-Nov, 2023)

All the seminars this semester are back to in-person only, and will be held in Social Sciences Building (SSB), University of Sydney.

August 2: Dan Millimet, Southern Methodist University. (SSB 650, 2-3:30pm)

August 16: Ayden Higgins, University of Oxford. (SSB 650, 2-3:30pm)

August 23: Wei Huang, University of Melbourne. (SSB 441, 2-3:30pm)

September 6: Dick Startz, University of California Santa Barbara. (SSB 650, 2-3:30pm)

October 4: Zhenting Sun, Peking University. (SSB 650, 2-3:30pm) -- Cancelled 

October 12: Dacheng Xiu, University of Chicago. (SSB 650, 11am-12:30pm)

October 18: Ho Leung Ip, Charles Sturt University. (SSB 650, 2-3pm)

November 1: Xiaotian Zheng, University of Wollongong. (SSB 650, 2-3pm)

November 22: Yongmiao Hong,  University of Chinese Academy of Sciences. (SSB 650, 2-3:30pm)

November 29: Massimo Franchi, Sapienza University of Rome.

Past seminars

2023 Semester 1

All the seminars this semester are held in-person with Zoom link  available.

March 8: Bonsoo Koo, Monash University. "What Impulse Response Do Instrumental Variables Identify?". 

March 22: James Duffy, University of Oxford. "Cointegration with Occasionally Binding Constraints".

April 5: Hugo Freeman, University College London. "Multidimensional Interactive Fixed-Effects". 

April 26: Jiti Gao, Monash University. "A Unified Approach to Estimating Time-Varying Trends". 

May 10: Hanlin Shang, Macquarie University. "Detecting structural breaks in high-dimensional functional time series". 

May 24: Yanrong Yang, Australian National University. "Eigen-analysis of high-dimensional time series". 

May 31: Fu Ouyang, Queensland University. "High-Dimensional Binary Choice Models with Unknown Heteroskedasticity or Instrumental Variables". 

2022 Semester 2

All the seminars this semester are held in-person with Zoom link available. In the following, "SSB" stands for Social Sciences Building (A02), University of Sydney.

August 2: Colin Cameron, University of California Davis. "Recent Developments in Cluster-Robust Inference". 

August 10: Adam Clements, Queensland University of Technology. "Using Threshold Style Volatility Measures for Estimating HAR Model Coefficients". 

August 24: Nan Zou, Macquarie University. "Bootstrap Massive/Chaotic Data". 

August 25: Tim Christensen, University College London and New York University. "Adaptive Estimation and Uniform Confidence Bands for Nonparametric Structural Functions and Elasticities". 

September 7: Firmin Doko Tchatoka, University of Adelaide. "Relevant Moment Selection Under Mixed Identification Strength". 

September 21: Andrew Patton, Duke University. "Testing Forecast Rationality of Measures of Central Tendency". 

October 12: Won-Ki Seo, University of Sydney. "Inference on nonstationarity and common trends in high-dimensional or functional time series". 

October 27: James Duffy, University of Oxford. "The Cointegrated VAR without Unit Roots". 

November 2: Tang Srisuma, National University of Singapore. "Identification and Estimation of a Search Model: A Procurement Auction Approach" . 

November 16: Thomas Tao Yang, Australian National University. 

2022 Semester 1

March 23: Wooyong Lee, University of Technology Sydney. "Identification and Estimation of Dynamic Random Coefficient Models" [link]. 

March 30: Feng Chen, University of New South Wales. "Renewal Hawkes Processes" [link]. 

April 6: Zhenting Sun, Peking University. "Pairwise Valid Instruments"  [link]. 

April 20: Aurore Delaigle, University of Melbourne. "Estimating a Covariance Function from Fragments of Functional Data" [link]. 

April 27: Dakyung Seong, University of Sydney. "Functional Instrumental Variable Regression with an Application to Estimating the Impact of Immigration on Native Wages" [link].  

May 11: Simon Kwok, University of Sydney. "A Consistent and Robust Test for Autocorrelated Jump Occurrences" [link]. 

May 25: Yichong Zhang, Singapore Management University. "Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations" [link].

2019 Semester 2

August 5: Colin Cameron, UC Davis. "Machine learning in economics".

August 29: Michael Fan, Xiamen University. "Estimation of conditional average treatment effects with high-dimensional data". 

September 5: Morten Ø. Nielsen, Queen’s University. "Wild bootstrap and asymptotic inference with multiway clustering" [link]

September 12: Dick van Dijk, Erasmus University Rotterdam. "Uncertainty and the macroeconomy: A real-time out-of-sample evaluation" [link]

September 16: Arthur Lewbel, Boston College. "Social networks with misclassified or unobserved links" [link]

October 21: Shuping Shi, Macquarie University. "Common bubble detection in large dimensional financial systems" [link]

November 4: Didier Nibbering, Monash University. "Panel forecasting with asymmetric grouping" [link].

November 14: Massimo Franchi, Sapienza Università di Roma. "Autoregressive processes, cointegration and related results" [link]. 

November 18: David Frazier, Monash University.  "Weak instruments in discrete choice models" [link].