Lecture Asymptotic Optimality in Econometrics

Image - Isaiah-Andrews

On Thursday 22 and Friday 23 May 2025 the Econometric Institute will organise lectures by Prof. Isaiah Andrews (Massachusetts Institute of Technology) entitled "Asymptotic Optimality in Econometrics". The lectures are part of the TI Econometrics Lectures 2025.

Speaker
Isaiah Andrews
Date
Thursday 22 May 2025, 09:30 - Friday 23 May 2025, 16:30
Type
Lecture
Room
TBA
Location
Campus Woudestein
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The lectures will cover some classic results in statistical decision theory together with recent applications in theoretical econometrics. Planned topics in decision theory include optimality concepts, convergence of experiments, and asymptotic optimality in regular models. Planned applications in econometrics will draw a variety of examples from the recent literature on nonstandard inference, e.g. inference with weak instruments and inference on non-differentiable functionals.

Research Workshop on 21 May

Preceding these lectures there will be a Research Workshop on Inference and Optimality in Econometrics, with invited talks and a keynote lecture by Isaiah Andrews. This workshop will take place on Wednesday, 21 May 2025.

More information on the TI Econometrics Lectures 2025 can be found on the website of the Tinbergen Institute.

Registration

If you wish to attend the lectures, please register on the website of the Tinbergen Institute. Deadline for registration is  25 April 2025.

See also

Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels

Paul Schneider (University of Lugano)
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Do Public Equities Span Private Equity Returns?

Mirco Rubin (EDHEC Business School)
The Erasmus University, Rotterdam Campus

Inference in Time-Varying SVARs Identified with Sign Restrictions

Jonas Arias (Federal Reserve Bank of Philadelphia)
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Systemic Risk: CoVaR, Comovement, and Portfolio Selection

Liang Peng (Georgia State University)
The Erasmus University, Rotterdam Campus

Research Workshop on Inference and Optimality in Econometrics

Keynote Speaker: Isaiah Andrews
Image - Workshop Inference and Optimality in Econometrics

Bounds of the Market Risk Premium

Jens Jackwerth (University of Konstanz)
A person jumping off from gray concrete building

Organisers

More information

Do you want to know more about the event? Contact the secretariat Econometrics at eb-secr@ese.eur.nl.

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