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

Estimating Counterfactual Matrix Means with Short Panel Data
Lei, Lihua, and Brad Ross, working paper
https://arxiv.org/abs/2312.07520
HT week 1, presenter: Tiffany Qiu

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

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