Topics in Econometrics
Syllabus: Syllabus_Topics_Econometrics_2021.pdf
MT week 1
Information and coordination session
This session will be taking place online.
MT week 2,3,4
Frank DiTraglia
Judging Judge Fixed Effects, Brigham Frandsen, Lars Lefgren & Emily Leslie, 2023
https://doi.org/10.1257/aer.20201860
When should you adjust standard errors for clustering?, Alberto Abadie, Susan Athey, Guido W. Imbens & Jeffrey M. Wooldridge, 2023
https://doi.org/10.1093/qje/qjac038
Invidious Comparisons: Ranking and Selection as Compound Decisions, Jiaying Gu & Roger Koenker, 2023
https://doi.org/10.3982/ECTA19304
Spatial Correlation Robust Inference, Ulrich K. Müller & Mark W. Watson, 2022
https://doi.org/10.3982/ECTA19465
MT week 5,6,7
James Duffy
A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy, Atsushi Inoue and Barbara Rossi, Quantitative Economics, 2021, 12, 1085-1138
https://doi.org/10.3982/QE1225
Related papers: Chang et al (2021), Heterogeneity and aggregate fluctuations;
http://www.nber.org/papers/w28853;
Bjørnland et al (2023), Oil and the stock market revisited;
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=440243
Cointegrated linear processes in Hilbert space, Brendan K Beare, Juwon Seo and Won-Ki Seo, Journal of Time Series Analysis, 2017, 38, 1010-1027
https://onlinelibrary.wiley.com/doi/pdf/10.1111/jtsa.12251
For extensions to the I(2) case: Beare & Seo (2020), Representation of I(1) and I(2) autoregressive Hilbertian processes; https://doi.org/10.1017/S0266466619000306
Inference on the dimension of the nonstationary subspace in functional time series, Morten Ø Nielsen, Won-Ki Seo, Dakyung Seong, Econometric Theory, 2023, 39, 443-480
https://www.doi.org/10.1017/S0266466622000111
MT week 8, and HT week 1,2
Maximilian Kasy
Sampling-Based versus Design-Based Uncertainty in Regression Analysis, Alberto Abadie, Susan Athey, Guido W. Imbens, Jeffrey M. Wooldridge, 2020
https://doi.org/10.3982/ECTA12675
Risk and optimal policies in bandit experiments, Karun Adusumilli, 2023
https://www.dropbox.com/s/yxzb2bxd4608zk8/Optimal_sequential_policies_v2.pdf?dl=0
A unification of mediation and interaction: a 4-way decomposition. VanderWeele, T. J., 2014
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4220271/
HT week 3,4,5
Martin Weidner
Contamination Bias in Linear Regressions, Paul Goldsmith-Pinkham, Peter Hull, Michal Kolesár
2022 working paper: https://arxiv.org/abs/2106.05024
(A good starting point before reading this paper may be the section on “Regression Adjustments” in the Annual Review of Economics paper on “Econometric Methods for Program Evaluation” by Alberto Abadie and Matias Cattaneo)
Teams: Heterogeneity, Sorting, and Complementarity, Stephane Bonhomme
2021 working paper: https://arxiv.org/abs/2102.01802
(An interesting related paper, which could be discussed in the same session is: “Decoding team and individual impact in science and invention” by M Ahmadpoor, BF Jones, in the Proceedings of the National Academy of Sciences, 2019)
Sparse network asymptotics for logistic regression, Bryan S. Graham
2020 working paper: https://arxiv.org/abs/2010.04703
HT week 6,7,8
Sophocles Mavroides
Weak Identification with Many Instruments. Mikusheva, A., & Sun, L. (2023).
https://arxiv.org/abs/2308.09535
Robust Inference on Infinite and Growing Dimensional Time‐Series Regression. Gupta, Abhimanyu, and Myung Hwan Seo. 2023
https://doi.org/10.3982/ECTA17918
Identification and inference with ranking restrictions, Amir‐Ahmadi, Pooyan, and Thorsten Drautzburg. 2021
https://doi.org/10.3982/QE1277