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Econometrics

Fall 2019

All seminars are on Thursdays at 3:30 in the Koo Room of Marshall-Adams Hall, unless otherwise noted.

Organizer: Peter Schmidt (schmidtp@msu.edu)

DatePresenter
September 12 (Thursday)
3:30
Jeffrey Wooldridge, Michigan State University
Robust and Efficient Estimation of Potential Outcome Means under Random Assignment
September 26 (Thursday)
3:30
Akanksha Negi, Michigan State University
Doubly Weighted M-Estimation for Nonrandom Assignment and Missing Outcomes
September 27 (Friday)
3:30
100 Berkey Hall
Ruonan Xu, Michigan State University
Asymptotic Properties of M-Estimators with Finite Populations under Cluster Sampling and Cluster Assignment
October 3 (Thursday)
3:30
Kun-Ho Kim, Yeshiva University
Bayesian Nonparametric Modeling of Autocorrelation
October 4 (Friday)
3:30
100 Berkey Hall
Kajal Lahiri, SUNYAlbany
Forecast Combination for Binary Targets
October 24 (Thursday)
3:30
Zhentao Shi, Chinese University of Hong Kong
Advancements of Machine Learning in Econometrics
October 31 (Thursday)
3:30
Mark Jensen, Federal Reserve Bank of Atlanta
Nonparametric Spiked Prior for Multiple Bayesian Hypothesis Testing: Real Exchange Rates and Unit Roots
November 7 (Thursday)
3:30
Kyunchchul (Kevin) Song, University of British Columbia
Measuring Diffusion over a Large Network
November 14 (Thursday)
3:30
Fillippo Ferroni, Federal Reserve Bank of Chicago
Mind the Gap: Stylized Dynamic Facts and Structural Models
November 22 (Friday)
3:30
100 Berkey Hall
Adam McCloskey, University of Colorado
Inference after Estimation of Breaks

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Michigan State University Department of Economics