Author Archives: hma080

Econometrics Seminar: Spring 2018

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We are happy to announce that this coming spring  we have another excellent lineup of speakers for our weekly econometrics workshop.  The workshop meets every Tuesday at 3:30pm in the Kellogg Global Hub, room 1410.  The participants are the following:

  1. April 17: Joachim Winter
  2. April 24: Dennis Kristensen
  3. May 8: Mikkel Plagborg – Moller
  4. May 22: Mikkel Solvsten
  5. May 29: Takuya Ura
  6. June 5: Denis Nekipelov

Econometrics Mini Course – Denis Chetverikov, UCLA

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Mini Course in Econometrics

Monday, October 2nd and Wednesday, October 4th

1:30 – 3:00pm, Kellogg Global Hub, room 1410

Denis Chetverikov, University of California

Denis will spend one day discussing “High-dimensional central limit theorems” and the second day discussing “Double machine learning for causal inference”.

Econometrics Mini Course – Matthew Masten, Duke University

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Mini Course in Econometrics

Monday, September 25th and Wednesday, September 27th

1:30 – 3:00 pm, Kellogg Global Hub, room 1410

 

When Exogeneity Fails: Systematic Methods for Robustness Checks

Description: Many empirical results rely on some kind of exogeneity assumption, like unconfoundedness or random assignment of instruments. Since these assumptions are often not refutable, one may wonder: Just how important are they for our empirical results? The literature on sensitivity analysis provides systematic methods for answering this question. In these two lectures, we’ll survey this literature, beginning with the earliest work on the relationship between smoking and lung cancer to the most recent work using partial identification analysis.

A representative selection of the research we’ll discuss includes:

  • Cornfield, Haenszel, Hammond, Lilienfeld, Shimkin, and Wynder (1959) “Smoking and lung cancer: Recent evidence and a discussion of some questions,” Journal of the National Cancer Institute
  • Fisher (1966) “On the cost of approximate specification in simultaneous equation estimation,” Econometrica
  • Rosenbaum and Rubin (1983) “Assessing sensitivity to an unobserved binary covariate in an observational study with binary outcome,” Journal of the Royal Statistical Society, Series B
  • Rosenbaum (1995) Observational Studies, Springer
  • Imbens (2003) “Sensitivity to exogeneity assumptions in program evaluation,” American Economic Review P&P
  • Altonji, Elder, and Taber (2005) “Selection on observed and unobserved variables: Assessing the effectiveness of Catholic schools,” Journal of Political Economy
  • Altonji, Elder, and Taber (2008) “Using selection on observed variables to assess bias from unobservables when evaluating Swan-Ganz catheterization,” American Economic Review P&P
  • Conley, Hansen, and Rossi (2012) “Plausibly exogenous”, Review of Economics and Statistics
  • Oster (2016) “Unobservable selection and coefficient stability: Theory and evidence,” Journal of Business & Economic Statistics (Forthcoming)

Fall 2017 Visitors

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Matt Masten, Duke University, will visit the Center for Econometrics from September 25 to September 29.  He will give a seminar as part of the Econometrics Seminar Series on September 26.  The title of his talk is “TBA”.  Matt will sit in 3365 during his visit.

 

Denis Chetverikov, UCLA, will visit the Center for Econometrics from October 2 to October 13.  He will give a seminar as part of the Econometrics Seminar Series on October 3.  The title of his talk is “TBA”.  Denis will sit in 3365 during his visit.

 

Simon Lee, Columbia University, will visit the Center for Econometrics from November 6 – 10.  He will give a seminar as part of the Econometrics Seminar Series on November 7.  The title of his talk is “TBA”.  Simon will sit in 3365 during his visit.