Topics in Econometrics
Syllabus: Syllabus_Topics_Econometrics_2024.pdf
MT week 1
Information and coordination session
This session will take place online.
MT week 2,3,4
Frank DiTraglia
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
TBD
MT week 8, and HT week 1,2
Martin Weidner
TBD
HT week 3,4,5
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 Mavroides
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