Research Workshop in Microeconometrics and Network Analysis

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Speaker
Stéphane Bonhomme (keynote speaker)
Date
Friday 11 Nov 2022, 09:00 - 17:00
Type
Workshop
Spoken Language
English
Room
M1-17 Tokyo
Building
Van der Goot Building
Location
Campus Woudestein
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On Friday 11 November the Econometric Institute will organise a Research Workshop on Microeconometrics and Network Analysis with Professor Stéphane Bonhomme  as keynote speaker. Other confirmed presenters include Iván Fernández‐Val, Arturas Juodis, Guido Kuersteiner, Áuero de Paula, and Julia Schaumburg.

This workshop follows the Tinbergen Econometrics Lectures 2022, which will be given by Professor Bonhomme on the Wednesday and Thursday preceding the workshop.

Programme

TimeTopicPresenter
09:00-09:05Opening remarks 
09:05-10:00Relaxing strict exogeneity in nonlinear panel data modelsStephane Bonhomme (University of Chicago)
10:00-10:30Coffee break 
10:30-11:30Identifying Network Ties from Panel Data: Theory and an Application to Tax Competition    Auero de Paula (UCL)
11:30-12:30Efficient peer effects estimators with group effectsGuido Kuersteiner (University of Maryland)
12:30-14:00Lunch 
14:00-15:00Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errorsJulia Schaumburg (Free University Amsterdam)
15:00-16:00Dynamic heterogeneous distribution regression panel models, with an application to labor income processes  Ivan Fernandez-Val (Boston University)
16:00-16:30Coffee break 
16:30-17:30This shock is different: Estimation and inference in misspecified two-way fixed effects panel regressionsArturas Juodis (University of Amsterdam)

Participation

Participation is free of charge but registration is required.

Registration

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Contact

See also

Unearthing Financial Statement Fraud: Insights from News Coverage Analysis

Jianqing Fan, Princeton University
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Extending the Scope of Inference About Predictive Ability to Machine Learning Methods

Juan Carlos Escanciano (Universidad Carlos III de Madrid)
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Beyond Arbitrage: Deviations from Risk-Return

Benjamin Holcblat, (University of Luxembourg)

On changepoint detection in functional data using empirical energy distance

Lorenzo Trapani, (University of Leicester)

Saddlepoint techniques for the statistical analysis of time series

Davide La Vecchia (University of Geneva)
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The Anatomy of Machine Learning-Based Portfolio Performance

Christian Montes Schutte, Aarhus University
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More information

Econometric Institute, phone: +31 (0)10 408 12 59/ 12 64, Email: eb-secr@ese.eur.nl

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