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Econometrics Summer Masterclass and Workshop

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Econometrics Summer Masterclass and Workshop

The Department is pleased to announce the Econometrics Summer Masterclass organised by Dr Clement de Chaisemartin and the Econometrics and Labour Research Group for both staff and PhD students.

Tuesday 16th–Thursday 18th June
S0.10 Social Sciences building (view location)

The three day event includes a masterclass and workshop and is an excellent opportunity to hear from leading academics in the field of Econometrics. Participants may attend both days or just one day and lunch is included for workshop participants.

Registration

You must register to book a place for this event, places are limited so early booking is recommended.

Register now

Programme

Download the programme

Tuesday 16th June - workshop

The workshop includes the following speakers:

Time  

10:00-11:00

Clement de Chaisemartin (University of Warwick); Differences-in-differences with fuzzy groups (joint with Xavier D’Haultfoeuille)

11:00-12:00

Debopam Bhattacharya (Oxford); Welfare analysis for discrete choice: some new results

12:00-1:30

Lunch

1:30-2:30

Aureo de Paula (UCL); Identification of preferences in network formation games (joint with Seth Richards-Subik and Elie Tamer)

2:30-3:30

Ivan Fernandez-Val (Boston University); Non-linear panel factor models (joint with Mingli Chen and Martin Weidner)

3:30-4:00

Coffee break

4:00-5:00

Sergio Firpo (FGV Rio); Continuous GMM quantile regression

5:00-6:00

Mingli Chen (University of Warwick); Quantile graph models: prediction and conditional independence with applications to financial risk management (joint with Alexandre Belloni and Victor Chernozhukov)

Wednesday 17th June-Thursday 18th of June: Econometrics master class by Ivan Fernandez-Val (Boston University)

Wednesday 17th June

Time  

10:30-12:00

Lecture one: Semi-parametric panel data models with large T

12:00-1:30

Lunch

1:30-3:00

Lecture two: Non-parametric panel data models with time homogeneity

Thursday 18th June

Time  

10:30-12:00

Lecture three: Policy analysis with big data

12:00-1:30

Lunch


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