Econometrics Summer Masterclass and Workshop

Econometrics Summer Masterclass and Workshop

Monday 7 Mar 2016

The Econometrics Summer Masterclass organised by Dr Clement de Chaisemartin, Dr Mingli Chen and the Econometrics and Labour Research Group for both staff and PhD students.

The three day event, taking place 11 - 13 May 2016 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.

Workshop (Wednesday 11 May 2016)

The Workshop will take place in room S2.79, Social Sciences.

The program is as follows:

10.00-10:40: Clement de Chaisemartin (Warwick): Next please! A new definition of the treatment and control groups for randomizations with waiting lists, with Luc Behaghel.
10:40-11:20: Zizhong Yan (Warwick): Bayesian methods to estimate treatment effects in observational studies.
11:20-12:00: Roland Rathelot (Warwick): Measuring Segregation on Small Units: A Partial Identification Analysis, with Xavier D’Haultfoeuille.
12:00-13:30: Lunch break, Scarman.
13:30-14:30: Alexandre Belloni (Duke): Uniformly Valid Post-Regularization Confidence Regions for Many Functional Parameters in Z-Estimation Framework, with Victor Chernozhukov, Denis Chetverikov, and Ying We.
14:30-15:30: Matias Cattaneo (Michigan): Treatment Effects with Many Covariates and Heteroskedasticity, with M. Jansson and W. K. Newey.
15:30-16:00: Coffee break.
16:00-17:00: Michael Wolf (Zurich): Resurrecting Weighted Least Squares, with J. P. Romano.
17:00-18:00: Michele Aquaro (Warwick): Quasi Maximum Likelihood Estimation of Spatial Models with Heterogeneous Coefficients, with N. Bailey and M. H. Pesaran.

Masterclass (Thursday 12 - Friday 13 May 2016)

Victor Chernozhukov (MIT) will give a master class on machine learning in econometrics. This will take place in room S2.79, Social Sciences. The programme is as follows:

Thursday 12

09:00-10:25: Lecture 1
10:35-12:00: Lecture 2
12:00-13:15: Lunch in Lakeview Restaurant (Scarman House)
13:15-14:40: Lecture 3

Friday 13

Econometrics Masterclass by Victor Chernozhukov (MIT)

09:00-10:25: Lecture 1
10:35-12:00: Lecture 2
12:00-13:15: Lunch in Lakeview Restaurant (Scarman House)
13:15-14:40: Lecture 3

Registration

These events are open to Faculty members and MRes/PhD students from the Department of Economics, Department of Statistics, the Mathematics Institute and Warwick Business School.