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Department of Economics

Warwick-Turing Economics Data Science Workshop

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Warwick-Turing Economics Data Science Workshop

Monday 6 Mar 2023

Date: Saturday 11 March 2023, 10:00am - 6:00pm
Location: Scarman Conference Centre
Organisers: Mingli Chen (University of Warwick) and Martin Weidner (University of Oxford)

Session 1 Chair: Mingli Chen (University of Warwick)

10:00-10:35am Eric Renault (University of Warwick)
Title: Efficient Estimation of Regression Models with User-Specified Parametric Model for Heteroskedasticity (joint with Saraswata Chaudhuri)
10:35-11:10am Ruijun Bu (University of Liverpool)
Title: Uniform and Lp Convergences for Nonparametric Continuous Time Regressions with Semiparametric Applications (joint with Jihyun Kim and Bin Wang)

11:10-11:20am Coffee Break

Session 2 Chair: Kenichi Nagasawa (University of Warwick)

11:20-11:55am Daniel Wilhelm (LMU Munich/UCL)
Title: Inference for Rank-Rank Regressions

11:55-12:30pm Sukjin Han (University of Bristol)
Title: Semiparametric Models for Dynamic Treatment Effects and Mediation Analyses with Observational Data

12:30-1:30pm Lunch

Session 3 Chair: Martin Weidner (University of Oxford)

1:30-2:05pm Áureo de Paula (UCL)
Title: Estimating Nesting Structures (joint with Ali Hortacsu, Jonas Lieber and Julien Monardo)

2:05-2:40pm Chenlei Leng (University of Warwick)
Title: A Two-Way Heterogeneity Model for Dynamic Networks

2:40-2:50pm Coffee Break

Session 4 Chair: Luis Candelaria (University of Warwick)

2:50-3:25pm Lars Nesheim (UCL)
Title: High dimensional high frequency retail price dynamics with missing data (joint with Alan Crawford (UC3M)

3:25-4:00pm Tatiana Komarova (LSE/University of Manchester)
Title: Multivariate ordered discrete response models

4:00-4:35pm Max Kasy (University of Oxford)
Title: Adaptive Maximization of Social Welfare

4:35-4:45pm Coffee Break

Session 5 Chair: Ao Wang (University of Warwick)

4:45-5:45pm Ph.D. spotlight session

Yaolang Zhong (University of Warwick) Algorithmic Policy Design

Amedeo Andriollo (University of Warwick) On the statistical properties of tests of parameter restrictions in beta-pricing models with a large number of assets

Johannes Böken (University of Warwick) Community Networks and Trade

Arnaud Dyevre (LSE) Public R&D and Long-term Growth: Evidence from the U.S. (1950-2020)
6:00pm - Drinks
6.30 pm Dinner (Invitation only)

Registration

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