1st Annual International Econometrics PhD Conference

5 and 6 June 2019
Foto van campus Woudestein
Wednesday 5 Jun 2019, 08:30 - Thursday 6 Jun 2019, 17:20
Spoken Language
Campus Woudestein
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Foto van campus Woudestein

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.

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.


08:30-09:00  Registration and coffee
09:00-09:10Welcome by Patrick Groenen (Director of the Econometric Institute)
Session 1Chair: Andrea Naghi (Econometric Institute)
Talk 1 
09:10-09:50Jonathan Roth (Harvard) 
Pre-test with Caution: Event Study Estimates After Testing for Parallel Trends
09:50-10:00Discussant: Andreas Pick (Econometric Institute)
Talk 2 
10:00-10:40Akanksha Negi (Michigan State) 
Triply robust IPW with nonrandom treatment assignment and missing outcomes
10:40-10:50Discussant: Wendun Wang (Econometric Institute) 
Session 2Chair: Maria Grith (Econometric Institute)
Talk 3 
12:30-13:10Jayeeta Bhattacharya (Queen Mary) 
Quantile regression with generated dependent variable and covariates
13:10-13:20Discussant: Pavel Cizek (University of Tilburg)
Talk 4 
13:20-14:10Bhavna Rai (Michigan State) 
Efficient GMM estimation with missing data and endogenous regressor
14:00-14:10Discussant: Dennis Fok (Econometric Institute)
14:10-14:40Coffee Break
Session 3Chair: Martina Zaharieva (Econometric Institute)
Talk 5 
14:40-15:20Eva Janssens (University of Amsterdam)
Limited Information Bayesian Estimation of Heterogeneous Agents Models
with Idiosyncratic Risk and Borrowing Constraints
15:20-15:30Discussant: Richard Paap (Econometric Institute) 
Talk 6 
15:30-16:10Anoek Castelein (Erasmus School of Economics) 
Learning and fatigue during  discrete choice experiments: A hidden Markov multinomial logit model
16:10-16:20Discussant: Hans van Ophem (University of Amsterdam) 
17:00-17:30Transport to the restaurant
17:30-20:30Conference dinner (by invitation only)

Session 4Chair: Phyllis Wan (Econometric Institute)
Talk 7 
10:00-10:40Alexander Heinemann (University of Maastricht) 
A Bootstrap Test for the Existence of Moments for GARCH Processes
10:40-10:50Discussant: Cees Diks (University of Amsterdam) 
Talk 8 
10:50-11:30Alessio Volpicella (Queen Mary) 
SVARs Identification through Bounds on the Forecast Error Variance
11:30-11:40Discussant: Michel van de Wel (Econometric Institute) 
11:45Group Photo
Session 5Chair: Andrea Naghi (Econometric Institute)
Talk 9 
13:30-14:10Chuanping Sun (Queen Mary) 
Regularizing the Factor Zoo with OWL: A Correlation-Robust Machine Learning Approach
14:10-14:20Discussant: Dick van Dijk (Econometric Institute)
Talk 10 
14:20-15:00Yaroslav Mukhin (MIT) 
On Counterfactual Analysis of Differentiable Functionals
15:00-15:10Discussant: Chris Klaassen (University of Amsterdam)
15:10-15:40Coffee Break
Session 3Chair: Hanno Reuvers (Econometric Institute)
Talk 11 
15:40-16:20Claudia Noack (Mannheim) 
Sensitivity of LATE Estimates to Violations of the Monotonicity Assumption
16:20-16:30Discussant: Sacha Kaapor (Erasmus School of Economics) 
Talk 12 
16:30-17:10Harold Chiang (Vanderbilt University) 
Many Average Partial Effects in l1-regularized binomial and fractional regressions:
with An Application to Gendered Language on the Internet
17:10-17:20Discussant: Otilia Boldea (Tilburg University)
17:20Closing 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.


Dr. Andrea A. Naghi

More information

Econometric Institute

room: EB-21
phone: +31 (0)10 408 12 59/12 64
email: eb-secr@ese.eur.nl

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