The PhD conference is part of a series of events taking place at the Econometric Institute in the first week of June 2019. On June 5-6, the Tinbergen Econometrics Lectures are hosted.
- Date
- Wednesday 5 Jun 2019, 08:30 - Thursday 6 Jun 2019, 17:20
- Type
- Conference
- Spoken Language
- English
- Location
- Campus Woudestein
This year, the keynote speaker is Serena Ng. On June 7, a workshop is organised on a theme related to the topic of the Tinbergen Lectures.
Programme
| 08:30-09:00 | Registration and coffee |
| 09:00-09:10 | Welcome by Patrick Groenen (Director of the Econometric Institute) |
| Session 1 | Chair: Andrea Naghi (Econometric Institute) |
| Talk 1 | |
| 09:10-09:50 | Jonathan Roth (Harvard) Pre-test with Caution: Event Study Estimates After Testing for Parallel Trends |
| 09:50-10:00 | Discussant: Andreas Pick (Econometric Institute) |
| Talk 2 | |
| 10:00-10:40 | Akanksha Negi (Michigan State) Triply robust IPW with nonrandom treatment assignment and missing outcomes |
| 10:40-10:50 | Discussant: Wendun Wang (Econometric Institute) |
| 11:00-12:30 | Lunch |
| Session 2 | Chair: Maria Grith (Econometric Institute) |
| Talk 3 | |
| 12:30-13:10 | Jayeeta Bhattacharya (Queen Mary) Quantile regression with generated dependent variable and covariates |
| 13:10-13:20 | Discussant: Pavel Cizek (University of Tilburg) |
| Talk 4 | |
| 13:20-14:10 | Bhavna Rai (Michigan State) Efficient GMM estimation with missing data and endogenous regressor |
| 14:00-14:10 | Discussant: Dennis Fok (Econometric Institute) |
| 14:10-14:40 | Coffee Break |
| Session 3 | Chair: Martina Zaharieva (Econometric Institute) |
| Talk 5 | |
| 14:40-15:20 | Eva Janssens (University of Amsterdam) Limited Information Bayesian Estimation of Heterogeneous Agents Models with Idiosyncratic Risk and Borrowing Constraints |
| 15:20-15:30 | Discussant: Richard Paap (Econometric Institute) |
| Talk 6 | |
| 15:30-16:10 | Anoek Castelein (Erasmus School of Economics) Learning and fatigue during discrete choice experiments: A hidden Markov multinomial logit model |
| 16:10-16:20 | Discussant: Hans van Ophem (University of Amsterdam) |
| 16:20-16:50 | Drinks |
| 17:00-17:30 | Transport to the restaurant |
| 17:30-20:30 | Conference dinner (by invitation only) |
| Session 4 | Chair: Phyllis Wan (Econometric Institute) |
| Talk 7 | |
| 10:00-10:40 | Alexander Heinemann (University of Maastricht) A Bootstrap Test for the Existence of Moments for GARCH Processes |
| 10:40-10:50 | Discussant: Cees Diks (University of Amsterdam) |
| Talk 8 | |
| 10:50-11:30 | Alessio Volpicella (Queen Mary) SVARs Identification through Bounds on the Forecast Error Variance |
| 11:30-11:40 | Discussant: Michel van de Wel (Econometric Institute) |
| 11:45 | Group Photo |
| 12:00-13:30 | Lunch |
| Session 5 | Chair: Andrea Naghi (Econometric Institute) |
| Talk 9 | |
| 13:30-14:10 | Chuanping Sun (Queen Mary) Regularizing the Factor Zoo with OWL: A Correlation-Robust Machine Learning Approach |
| 14:10-14:20 | Discussant: Dick van Dijk (Econometric Institute) |
| Talk 10 | |
| 14:20-15:00 | Yaroslav Mukhin (MIT) On Counterfactual Analysis of Differentiable Functionals |
| 15:00-15:10 | Discussant: Chris Klaassen (University of Amsterdam) |
| 15:10-15:40 | Coffee Break |
| Session 3 | Chair: Hanno Reuvers (Econometric Institute) |
| Talk 11 | |
| 15:40-16:20 | Claudia Noack (Mannheim) Sensitivity of LATE Estimates to Violations of the Monotonicity Assumption |
| 16:20-16:30 | Discussant: Sacha Kaapor (Erasmus School of Economics) |
| Talk 12 | |
| 16:30-17:10 | Harold Chiang (Vanderbilt University) Many Average Partial Effects in l1-regularized binomial and fractional regressions: with An Application to Gendered Language on the Internet |
| 17:10-17:20 | Discussant: Otilia Boldea (Tilburg University) |
| 17:20 | Closing Drinks |
About the Econometric Institute
The Econometric Institute at Erasmus University Rotterdam has a strong research tradition in econometrics, statistics, data science and operations research. It is the oldest research institute in the field of econometrics in the world. Jan Tinbergen (first Nobel Prize winner in Economics), and Henri Theil founded the Institute in 1956, and “marked the beginning of undergraduate programmes in econometrics at universities in the Netherlands”. “With the leading role of Rotterdam, universities in Amsterdam, Groningen, Tilburg and Maastricht followed and established their programmes in econometrics”, (Journal of Econometrics, Vol:138, Issue:1 (2007), Guest Editorial).
Today, the Econometric Institute offers several Bachelor and Master programmes in Econometrics and a substantial number of well-known econometricians have their roots in Rotterdam. The Econometric Institute is part of an active research community within Erasmus School of Economics - one of the largest and most successful economics schools in Europe. The Econometric Institute is also part of the research networks and graduate programmes: Tinbergen Institute and ERIM.
For PhD candidates who are expected to graduate in 2023, the institute will have multiple tenure-track assistant professor positions this year.
Organiser
- More information
Econometric Institute
room: EB-21
phone: +31 (0)10 408 12 59/12 64
email: eb-secr@ese.eur.nl
