August 15th (Thursday)

Reception and Breakfast (8:00-9:00 AM)

Innovations in Panel Data: Theory and Applications (9:10 AM - Noon)

  • Geert Ridder (USC): Estimation and Inference in Panel Data with Non-Ignorable Attrition
  • Yassine Sbai-Sassi (NYU): A Linear Regression Model for Undirected Dyadic Data with Interactive Individual Effects
  • Andrei Zeleneev (UCL): Endogeneity in Panel and Network Models: Identification without IV

Lunch (12:10-1:40 PM)

Advanced Econometric Methods: Estimation and Inference (1:50-3:30 PM)

  • Marcelo J. Moreira (FGV): Inference Based on the Continuously Updated Estimator and the Conditional Likelihood Ratio Test
  • Tim Armstrong (USC): Adapting to Misspecifications

Games and Empirical Models: Identification and Estimation (4:00-5:40 PM)

  • Alfred Galichon (NYU): Repeated Matching Games: An Empirical Framework
  • Lucas Lima (PUC Rio): Flexible Demand Estimation and Zero Market Shares

Dinner at Assador Steakhouse (starting at 6:30 PM)

 


 

August 16th (Friday)

Breakfast (7:45-8:20 AM)

Statistical Tests and Methods (8:20-10:00 AM)

  • Giuseppe Cavaliere (Bologna): Bootstrap Diagnostic Tests
  • Guillaume Poliot (Chicago): An Exact t-Test

Innovations in Panel Data: Theory and Applications (10:30 AM - 12:10 PM)

  • Joao Victor Issler (FGV): An Arbitrage-Free Approach to Asset Pricing Using Panel Data
  • Christiane Baumeister (Notre Dame): Uncovering Disaggregated Oil Market Dynamics: A Full Information Approach to Granular Instrumental Variables

Lunch (12:20-1:50 PM)

Advanced Statistical Models and Inference Techniques (2:00-3:40 PM)

  • Peter Hansen (UNC): Convolution-t Distributions
  • Daniel Wilhelm (Munich): Inference for Rank-Rank Regression

Machine Learning and Advanced Estimation in Economics (4:10-5:50 PM)

  • Mahrad Sharifvaghefi (Pittsburgh): Variable Selection in Linear Regressions with Possibly All Covariates Highly Correlated
  • Alberto Abadie (MIT): Doubly Robust Inference in Latent Factor Models for Causal Inference

Cocktail for Speakers and Participants at FGV/EPGE (starting at 6:00 PM)

 

 


 

June 20th

Reception and Breakfast (8:20-9:00am)

Advanced Econometric Methods: Identification and Adaptation (9:10am-noon)

  • Frank Kleibergen (Amsterdam): Testing for identification in potentially misspecified linear GMM
  • Andrii Babii (UNC): Functional partial least-squares: optimal rates and adaptation
  • Keisuke Hirano (Penn State): Asymptotic Representations for Sequential Decisions, Adaptive Experiments, and Batched Bandits

Lunch (12:10-1:40pm)

Frontiers of Inference: Challenges with Extremum Estimators (1:50-3:30pm)

  • Marcelo J. Moreira (FGV): Inference Based on the Continuously Updating Estimator
  • Jessie Li (UCSC): Inference for Constrained Extremum Estimators

Integrating Machine Learning with Econometrics (4:00-5:40pm)

  • Michael Leung (UCSC): Graph Neural Networks for Causal Inference Under Network Confounding
  • Whitney Newey (MIT): Automatic Debiased Machine Learning via Riesz Regression

Dinner at Assador Steakhouse (starting at 6:30pm)
 



June 21st

Breakfast (7:45-8:20am)

Machine Learning and Advanced Estimation in Econome (8:20-10:00am)

  • Bernard Salanie (Columbia): Testing for Asymmetric Information in Insurance with Deep Learning
  • Jean-Marc Robin (SciPol): Ridge Estimation of Two-Way Fixed Effect Regression

Innovations in Panel Data: Theory and Applications (10:30am-12:10pm)

  • Shu Shen (Davis): Panel Instrumental Variable Regression with Varying-intensity Repeated Treatments: Theory and the China Syndrome Application
  • Andrew Chesher (UCL): Robust Analysis of Short Panels

Lunch (12:20-1:50pm)

Advanced Topics in Causal Inference (2:00-3:40pm)

  • Ivan Canay (Northwestern): Decomposition and Interpretation of Treatment Effects in Settings with Delayed Outcomes
  • Marinho Bertanha (Notre Dame): Causal Effects in Matching Mechanisms with Strategically Reported Preferences

Advanced Topics in Causal Inference (4:10-5:50pm)

  • Jack Porter (Wisconsin): What to Do When You Can't Use '1.96' Confidence Intervals for IV
  • Aureo de Paula (UCL): Production Function Estimation Using Subjective Expectations Data

Cocktail for speakers and participants at FGV/EPGE (starting at 6:00pm)

 

List of speakers subjected to changes