2022 Conference on Econometrics

June 10, 2022

Location: Yale School of Management 
Evans Hall, 165 Whitney Ave., Room 2410

[Hotel Map - Building Map]

Organizer:  Donald Andrews


Thursday, June 9
6:00pm to 9:00pm

Dinner at Union League Cafe (1032 Chapel Street)

Friday, June 10
Session 1
8:00am to 8:55am Registration and Breakfast
8:55am to 9:00am


9:00am to 9:30am Andrei Zeleneev* (University College London), Timothy B. Armstrong (University of Southern California), Martin Weidner (University of Oxford), “Robust Estimation and Inference in Panels with Interactive Fixed Effects”
9:30am to 10:00am Louise Laage* (Georgetown University), Laurent Davezies (Center for Research in Economics and Statistics (CREST)), Xavier D'Haultfoeuille (Center for Research in Economics and Statistics (CREST)), “Identification and Estimation of Average Marginal Effects in Fixed Effect Logit Models”
10:00am to 10:30am Wayne Gao (University of Pennsylvania), “Two-Stage Maximum Score Estimator”
10:30am to 11:00am Coffee Break
Session 2
11:00am to 11:30am Jann Speiss* (Stanford University), Stephen Coussens (Columbia University), “Improving Inference from Simple Instruments through Compliance Estimation”
11:30am to 12:00pm Max Tabourd-Meehan* (University of Chicago), Federico Bugni (Northwestern University), Ivan Canay (Northwestern University), Azeem Shaikh (University of Chicago), “Inference for Cluster Randomized Experiments with Non-ignorable Cluster Sizes”
12:00pm to 12:30pm Eric Auerbach (Northwestern University), “Heterogenous Treatment Effects for Networks, Panels, and other Outcome Matrices”
12:30pm to 2:00pm Lunch
Session 3
2:00pm to 2:30pm Chen Qiu* (Cornell University), Toru Kitagawa (Brown University), Sokbae Lee (Columbia University), “Treatment Choice with Nonlinear Regret”
2:30pm to 3:00pm Xinwei Ma (University of California, San Diego (UC San Diego)), “Attention Overload”
3:00pm to 3:30pm Karun Adusumilli (University of Pennsylvania), “The Generalized Wald Problem: Minimax Regret and Optimal Policies”
3:30pm to 4:00pm Coffee Break
Session 4
4:00pm to 4:30pm Mikkel S¯vsten* (University of Wisconsin-Madison), Stanislav Anatolyev (The Center for Economic Research and Graduate Education), “Testing Many Restrictions under Heteroskedasticity”
4:30pm to 5:00pm Anna Bykhovskaya* (Duke University), Vadim Gorin (University of Wisconsin-Madison), “Cointegratin in High-Dimensional VARS”
5:00pm to 5:30pm Harold Chiang* (University of Wisconsin-Madison), Yukitoshi Matsushita (Hitotsubashi University), Taisuke Otsu (London School of Economics), “Multiway Empirical Likelihood”