Topics in Econometrics

Syllabus: Syllabus_Topics_Econometrics_2024.pdf

Presentation sign-up form: Sign-up form

MT week 1

Information and coordination session

This session will take place online:
Zoom

MT week 2,3,4

Frank DiTraglia

Blog post: How to Read an Econometrics Paper

Can machines learn weak signals?
Zhouyu Shen, Dacheng Xiu, 2024
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4722678

Logs with zeros? Some problems and solutions
Jiafeng Chen, Jonathan Roth, 2024
https://doi.org/10.1093/qje/qjad054

Design-based identification with formula instruments: A review
Kirill Borusyak, Peter Hull, Xavier Jaravel, 2024
https://doi.org/10.1093/ectj/utae003

MT week 5,6,7

James Duffy

Granular instrumental variables
Gabaix, X. and Koijen, R. S. J. (2024)
https://doi.org/10.1086/728743

Robust Bayesian inference for set-identified models
Giacomini, R. and Kitagawa, T. (2021)
https://doi.org/10.3982/ECTA16773

Limit theorems for network dependent random variables
Kojevnikov, D., Marmer, V. and Song, K. (2021)
https://doi.org/10.1016/j.jeconom.2020.05.019

MT week 8, and HT week 1,3

Martin Weidner

MT week 8, 16:45 - 17:30:
Martin Weidner will give a short introduction to panel data.

Comment: Sequential moment restrictions in panel data
Chamberlain, Gary (1992)
https://doi.org/10.1080/07350015.1992.10509881
HT week 1, presenter: Dheeraj Kumar Singh

Average and quantile effects in nonseparable panel models
Chernozhukov, Victor, Iván Fernández‐Val, Jinyong Hahn, and Whitney Newey (2013)
https://doi.org/10.3982/ECTA8405
HT week 3, presenter Yang Xu

Estimating Counterfactual Matrix Means with Short Panel Data
Lei, Lihua, and Brad Ross, working paper
https://arxiv.org/abs/2312.07520

HT week 2,4,5

Maximilian Kasy

Randomization tests for peer effects in group formation experiments
Guillaume Basse, Peng Ding, Avi Feller, Panos Toulis, 2024
https://doi.org/10.3982/ECTA20134

An Adversarial Approach to Structural Estimation
Tetsuya Kaji, Elena Manresa, Guillaume Pouliot, 2023
https://doi.org/10.3982/ECTA18707

Conformal Prediction: A Gentle Introduction
Anastasios N. Angelopoulos, Stephen Bates, 2023
http://dx.doi.org/10.1561/2200000101
Alternate link: https://arxiv.org/abs/2107.07511

HT week 6,7,8

Sophocles Mavroeidis

Double Robustness of Local Projections and Some Unpleasant VARithmetic
Olea, José Luis Montiel, Mikkel Plagborg-Møller, Eric Qian, and Christian K. Wolf, 2024
https://www.nber.org/system/files/working_papers/w32495/w32495.pdf

What Can Time‐Series Regressions Tell Us About Policy Counterfactuals?
McKay, Alisdair, and Christian K. Wolf, 2023
https://onlinelibrary.wiley.com/doi/pdf/10.3982/ECTA21045
Also read this:
https://ideas.repec.org/p/een/camaaa/2024-44.html

Spatial unit roots
Müller, Ulrich, and Mark Watson, 2023
https://www.econstor.eu/bitstream/10419/277567/1/vfs-2023-pid-84855.pdf