Program

 

Day 1

June 22, 2023

8:15 - 10:00 Registration 

9:00-9:15 Welcome speech

9:15-10:05 Session 1

9:15-9:40 David Pacini (U of Bristol) Bias and Variance of Estimators in the Presence of Hellinger Speedless Points

9:40-10:05 Stanislav Anatolyev (CERGE-EI, NES) Many Instruments under Data Clustering, with Maksim Smirnov

10:05-10:30 Coffee break

10:30-11:30 Keynote lecture Anna Mikusheva (MIT) Linear Regression with Weak Exogeneity, with Mikkel Sølvsten

11:30-12:20 Session 2

11:30-11:55 Thomas Carr (Brown U) Testing Instrument Validity with Covariates, with Toru Kitagawa

11:55-12:20 Zhenhong Huang (U of Hong Kong) Assessing the Strength of many Instruments with the First-stage F and Cragg-Donald Statistics, with Chen Wang and Jianfeng Yao

12:20-13:20 Lunch

13:20-14:20 Poster session

Lorenzo Casini (IMT Lucca) Ill-defined Variables and Instrument Validity, with Alessio Moneta

Federico Crudu (U of Siena) Jackknife Instrumental Variable Inference, with Giovanni Mellace and Zsolt Sándor

Petru Crudu (Ca’ Foscari U of Venice) Long-term Effects of Early Adverse Labour Market Conditions: A Causal Machine Learning Approach

Roberta Di Stefano (Sapienza U of Rome) The Inclusive Synthetic Control Method, with Giovanni Mellace

Anton Skrobotov (St. Petersburg U, RANEPA) New Approaches to Robust Inference on Market (Non-) Efficiency, Volatility Clustering and Nonlinear Dependence, with Rustam Ibragimov  and Rasmus Søndergaard Pedersen

Simon Lloyd (Bank of England) Controls, Not Shocks: Estimating Dynamic Causal Effects in the Face of Confounding Factors, with Ed Manuel

Alexander O. K. Marin (U of Southern Denmark, CPop) The Simultaneous Causal Effects Between Hospital Expenditures and Social Care Expenditures, with Malene Kallestrup-Lamb and Jes Søgaard

Hamdi Raı̈ssi (Instituto de Estadı́stica, PUCV) On the Correlation Analysis of Stocks with Zero Returns

Renan Serenini (Sapienza U of Rome) A Spatial Extension of Synthetic Difference-in-Differences, with Frantisek Masek

14:20-15:10 Session 3

14:20-14:45 Tom Boot (U of Groningen) Identification- and Many Instrument-robust Inference via Invariant Moment Conditions, with Johannes W. Ligtenberg

14:45-15:10 Igor L. Kheifets (U of Klagenfurt) Robust High-Dimensional IV Cointegration Estimation and Inference, with Peter C. B. Phillips

15:10-15:35 Coffee break

15:35-16:25 Session 4

15:35-16:00 Andrea A. Naghi (Erasmus U and Tinbergen Institute) The Value Added of Machine Learning to Causal Inference: Evidence from Revisited Studies, with Anna Baiardi

16:00-16:25 Alejandro Sánchez-Becerra (Emory U QTM) Robust Inference for the Treatment Effect Variance in Experiments Using Machine Learning

20:00-late Workshop dinner at La Compagnia dei Vinattieri (map)

Day 2

June 23, 2023

9:15-10:05 Session 5

9:15-9:40 Ashish Patel (U of Cambridge) Selecting Invalid Instruments to Improve Mendelian Randomization with Two-sample Summary Data, with Francis J. DiTraglia, Verena Zuber and Stephen Burgess

9:40-10:05 Elisabetta De Cao (U of Bologna) Gene-Environment Effects on Female Fertility, with Nicola Barban and Marco Francesconi

10:05-10:30 Coffee break

10:30-11:30 Keynote lecture Jochen Mierau (U of Groningen, Lifelines, U Medical Centre Groningen) Lifestyle, Socioeconomic Differences, and Health Policy

11:30-12:20 Session 6

11:30-11:55 Michael Bates (U of California Riverside) Estimating the Price Elasticity of Gasoline Demand in Correlated Random Coefficient Models with Endogeneity, with Seolah Kim

11:55-12:20 Daniel Gutknecht (Goethe U Frankfurt) Distributional Difference-in-Differences for Underreported Discrete Outcomes, with Cenchen Liu

12:20-13:20 Lunch

13:20-14:20 Break/poster session

14:20-15:10 Session 7

14:20-14:45 Nadja van’t Hoff (U of Southern Denmark) Limited Monotonicity and the Combined Compliers LATE, with Arthur Lewbel and Giovanni Mellace

14:45-15:10 Riccardo D’Adamo (U College London) Auxiliary IV Estimation for Nonlinear Models, with Martin Weidner and Frank Windmeijer

15:10-15:35 Coffee break

15:35-16:25 Session 8

15:35-16:00 Silvia Tiezzi (U of Siena) Egg when Young, Chicken when Old? Time Consistency and Addiction over the Life Cycle, with Luca Piccoli

16:00-16:25 Elena Dal Torrione (Tor Vergata U of Rome) Regression Discontinuity Designs Under Interference, with Tiziano Arduini and Laura Forastiere