The Econometrics Research Seminar offers a forum for both external and internal speakers to present their recent work on theoretical and applied econometrics.
Talks take place in person on Thursdays from 15:30 – 17:00 in P 043, L7, 3–5 (60 min. presentation plus 30 min. discussion).
Exceptions are noted below. Everybody is welcome to attend!
| Date | Speaker | Affiliation | Title | Remarks |
|---|---|---|---|---|
| 05 Mar 2026 | Vedant Bhardwaj | UC3 Madrid | Gini Index Regression | - |
| 12 Mar 2026 | Shu Wang | Universität Göttingen | Testing Exogeneity in Proxy SVAR with Internal Synthetic Proxies | - |
| 26 Mar 2026 | Edoardo Zanelli | Aarhus University | Improved Inference for Nonparametric Regression and Regression-Discontinuity Designs | - |
| 23 Apr 2026 | Taro Fujita | Universität Mannheim | tba | - |
| 29 Apr 2026 (Wed.) | Iván Fernández-Val | Boston University | tba | L9, 1–2, 009 |
| 21 May 2026 | Juan Carlos Escanciano | UC3 Madrid | Automatic Locally Robust GMM with Machine-Learning-Generated Regressors | - |
| 28 May 2026 | Siao Xu | Universität Mannheim | tba | - |
Fall 2025
Date Speaker Affiliation Title Remarks 20 Nov 2025 Rosnel Sessinou University of Surrey Robust Inference in Large Panels and Markowitz Portfolios - 26 Nov 2025
(Wed.)Amilcar Velez Cornell University On the Asymptotic Properties of Debiased Machine Learning Estimators in P 044 01 Dec 2025
(Mon.)Haoge Chang Columbia University Randomization-Based Confidence Sets for the Local Average Treatment Effect 15:00–16:00, online only 10 Dec 2025
(Wed.)Jean-Marie Dufour McGill University Practical Estimation Methods for High-Dimensional Multivariate Stochastic
Volatility Models10:30–11:30, in P 044 Spring 2025
Date Speaker Affiliation Title Remarks 13 Mar 2025 Marc Ratkovic Universität Mannheim Large Language Models for Statistical Inference: Context Augmentation with
Applications to the Two-Sample Problem, Regression and ConcordanceL9, 1–2, 002 21 Mar 2025 Stefan Wager Stanford University Revisiting Large-Sample Inference in Regression Discontinuity Designs Fri. 10 Apr 2025 Siao Xu Universität Mannheim Mixed Membership Estimation in Two-Path Partial Correlation Network Model L9, 1–2, 002 08 May 2025 Martina Pons Universität Bern Quantile on Quantiles L9, 1–2, 002 15 May 2025 Michael Pollmann Duke University Causal Inference from Hypothetical Evaluations L9, 1–2, 002 22 May 2025 Taro Fujita Universität Mannheim OLS with Machine Learning Predictions L9, 1–2, 002 Fall 2024
Date Speaker Affiliation Title Remarks 12 Sep 2024 Taro Fujita Universität Mannheim OLS with Machine Learning Predictions - 10 Oct 2024 Siao Xu Universität Mannheim Overlapping Community Detection in Mixed Membership Vector Autoregression - 24 Oct 2024 Philipp Ketz Paris School of Economics Numerical Analysis of Test Optimality - 06 Nov 2024 Evan Munro University of California, Berkeley Causal Inference under Interference through Designed Markets Wed. 13 Nov 2024 Kevin Dano Princeton University Moment Restrictions in Nonlinear Panel Data Models with Feedback Wed. 18 Nov 2024 Kevin Chen Stanford University Empirical Bayes When Estimation Precision Predicts Parameters Mon. 28 Nov 2024 So Jin Lee Universität Mannheim Systemic Influence in Structural Breaks: Granular Time Series Detection - 12 Dec 2024 Frank Schorfheide University of Pennsylvania Optimal Estimation of Two-Way Effects under Limited Mobility -