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