2025 Conference on Econometrics
Friday & Saturday, October 24-25, 2025
Organizers:
Patrik Guggenberger and Yoon-Jae Whang
Conference Location:
Kline Tower, 14th Floor, 219 Prospect Street
Dinner Locations:
October 24: New Haven Lawn Club, 193 Whitney Avenue
October 25: The Elm City Club, 155 Elm Street
Celebrating Don Andrews
This conference will also commemorate Don Andrews' many contributions to research, teaching, and service to the economics community.
Agenda
* Speaker
Friday, October 24
| Time | Title | Presented by |
|---|---|---|
| 8:00 - 8:45 AM | Registration and Breakfast | |
| 8:45 - 9:00 AM | Welcome Remarks | |
| 9:00 - 10:15 AM | Session 1: Machine Learning | Session Chair: Yoon-Jae Whang |
| “Automatic Debiased Machine Learning via Riesz Regression” | V. Chernozhukov, W. Newey*, V. Quintas-Martinez and V. Syrgkanis | |
| “Using SVM to Estimate and Predict Large Dimensional Binary Choice Models” | Y. Chang*, J. Park* and G. Yan | |
| “Inference for an Algorithmic Fairness-Accuracy Frontier” | Y. Liu and F. Molinari* | |
| 10:15 - 10:45 AM | Coffee Break | |
| 10:45 AM - 12:00 PM | Session 2: Instrumental Variables | Session Chair: Xu Cheng |
| “Overidentification in Shift Share Designs” | J. Hahn, G. Kuersteiner*, A. Santos and W. Willigrod | |
| “Inference Based on the Continuously Updating Estimator and the CLR Test” | M. Moreira*, W. Newey and M. Sharifvaghefi | |
| “Issues of Nonstandard Inference in Measurement Error Models” | K. Evdokimov* and A. Zeleneev | |
| 12:00 - 1:30 PM | Lunch | |
| 1:30 - 2:45 PM | Session 3: Diverse Topics in Econometrics | Session Chair: Yixiao Sun |
| “High-Dimensional Canonical Correlation Analysis” | A. Bykhovskaya* and V. Gorin | |
| “Supply and Demand with Market Heterogeneity” | I. Gaarder, L. Henry de Frahan, M. Mogstad, A. Torgovitsky* and O. Volpe | |
| “Regularized Partial Least Squares Estimation of an Approximate Envelope Model for Supervised Dimension Reduction in Time Series Forecasting” | J. Chao* and N. Swansson | |
| 2:45 - 3:15 PM | Coffee Break | |
| 3:15 - 4:30 PM | Session 4: Inference and Testing | Session Chair: Xiaoxia Shi |
| “Simple Inference on a Simplex-Valued Weight” | N. Canen and K. Song* | |
| “Inference on Treatment Effects and Difference-in-Differences in Cointegration Analysis” | W. Ploberger* and M. Wagner | |
| “Testing Mechanisms” | S. Kwon* and J. Roth | |
| 6:00 PM | Dinner - New Haven Lawn Club | |
Saturday, October 25
| Time | Title | Presented by |
|---|---|---|
| 8:00 - 9:00 AM | Breakfast | |
| 9:00 - 10:15 AM | Session 5: Estimation and Inference | Session Chair: Vadim Marmer |
| “Optimal Estimation of Two-Way Effects Under Limited Mobility” | X. Cheng*, S. Ho and F. Schorfheide | |
| “Testing Information Ordering for Strategic Agents” | S. Han*, H. Kaido and L. Magnolfi | |
| “Semiparametric Learning of Integral Functionals on Submanifolds” | X. Chen and W. Gao* | |
| 10:15 - 10:45 AM | Coffee Break | |
| 10:45 AM - 12:00 PM | Session 6: Identification and Partial Identification | Session Chair: Sukjin Han |
| “Testing for Identification in Potentially Misspecified Linear GMM” | F. Kleibergen* and Z. Zhan | |
| “An Adversarial Approach to Identification” | I. Botosaru*, I. Loh and C. Muris | |
| “Semiparametric Identification of the Discount Factor and Payoff Function in Dynamic Discrete Choice Models” | Y. Hao, H. Kashara and K. Shimotsu* | |
| 12:00 - 1:30 PM | Lunch | |
| 1:30 - 2:45 PM | Session 7: Networks and Group Structures | Session Chair: Patrik Guggenberger |
| “Normal Approximation in Large Network Models” | M. Leung and R. Moon* | |
| “Estimation and Inference in Dyadic Network Formation Models with Nontransferable Utilities” | M. Li*, Z. Shi and Y. Zheng | |
| “Unknown Group Structures in Econometric Models” | J. Catalano, D. Kang, V. Marmer* and P. Schrimpf | |
| 3:00 - 4:30 PM | Walk up to East Rock | |
| 6:00 PM | Dinner - The Elm City Club | |
Participants
Joseph Altonji
Yale University
Donald Andrews
Yale University
Timothy Armstrong
University of Southern California
Wonwoo Bae
Yale University
Federico M. Bandi
Johns Hopkins University
Steven Berry
Yale University
Debopam Bhattacharya
University of Cambridge
Irene Botosaru
McMaster University
Federico Bugni
Northwestern University
Anna Bykhovskaya
Duke University
Ivan Canay
Northwestern University
Haoge Chang
Columbia University
Yoosoon Chang
Indiana University
John Chao
University of Maryland, College Park
Xiaohong Chen
Yale University
Xu Cheng
University of Pennsylvania
Rachel Childers
University of Zurich
Timothy Christensen
Yale University
Max Cytrynbaum
Yale University
Olivia Ding
Yale University
Kirill Evdokimov
Universitat Pompeu Fabra and Barcelona School of Economics
Wayne Gao
University of Pennsylvania
Éric Gautier
TSE
Patrik Guggenberger
Pennsylvania State University
Binbin Guo
Phil Haile
Yale University
Sukjin Han
University of Bristol
Marc Henry
Penn State
Luis Hoderlein
Yale University
Charles Hodgson
Yale University
Michael Jansson
UC Berkeley
Sung Jae Jun
Penn State University
Ilze Kalnina
North Carolina State University
Sid Kankanala
University of Chicago
Igor Kheifets
UNC Charlotte
Min Seong Kim
University of Connecticut
Yuichi Kitamura
Yale University
Frank Kleibergen
University of Amsterdam
Sam Kortum
Yale University
Guido Kuersteiner
University of Maryland
Soonwoo Kwon
Brown University
Koohyun Kwon
Capital One
Kyungho Lee
Yale University
Simon Lee
Columbia University
JiHyung Lee
University of Illinois Urbana-Champaign
Iris Li
Harvard University
Ming Li
National University of Singapore
Zhipeng Liao
UCLA
Mico Loretan
Pomona College
Biao (Bill) Lu
Aspetuck Capital Management
Tassos Magdalinos
University of Southampton
Vadim Marmer
University of British Columbia
Oxana Marmer
University of British Columbia
Alex Maynard
University of Guelph
Anna Mikusheva
MIT
Sho Miyaji
Yale University
Francesca Molinari
Cornell University
Chris Monahan
Sarah Moon
MIT
Hyungsik Roger Moon
University of Southern California
Marcelo Moreira
Chris Muris
McMaster University
Whitney Newey
MIT Economics
Taisuke Otsu
London School of Economics
Joon Park
Indiana University
Benoit Perron
Universite de Montreal
Werner Ploberger
Washington University in St. Louis
David Pollard
Yale University
Vitor Augusto Possebom
Sao Paulo School of Economics - FGV
James Powell
Department of Economics, University of Arizona
Marcia Schafgans
London School of Economics
Myung Hwan "Matt" Seo
Seoul Nat'l University
Azeem Shaikh
University of Chicago
Zhentao Shi
The Chinese University of Hong Kong
Xiaoxia Shi
University of Wisconsin–Madison
Katsumi Shimotsu
University of Tokyo
Kyle Shin
Mototsugu Shintani
The University of Tokyo
Kyungchul (Kevin) Song
University of British Columbia
Eduardo Souza-Rodrigues
University of Toronto
James Stock
Harvard University
Jörg Stoye
Cornell University
Yixiao Sun
UC San Diego
Alexander Torgovitsky
The University of Chicago
Taiga Tsubota
Yale University
Toshiki Tsudi
Yale University
Konstantin Tyurin
Virtu Financial
Daniel Vebman
Yale University
Quang Vuong
NYU
Edward Vytlacil
Yale University
Bruce Wen
Yale University
Yoon-Jae Whang
Seoul National University
Zhijie Xiao
Boston College
Ke-Li Xu
Indiana University
Kan Yao
Yale University
Kohei Yata
University of Wisconsin–Madison
Eric Zivot
University of Washington
Frequently Asked Questions
How do I get to the conference location from the Omni Hotel?
The conference will be held at Kline Tower, located at 219 Prospect Street, and is about a 20 minute walk from the Omni Hotel. The easiest route to Kline from the Omni Hotel is to go north-east on Temple Street until you reach Grove Street. Take a left on Grove and a right on Hillhouse Ave. Follow Hillhouse north until you reach Kline Tower at the top of Science Hill (see map below).
How can I connect to the Yale Wi-Fi network while attending a conference?
Yale provides visitors two Wi-Fi network options:
- YaleGuest
- Eduroam
YaleGuest is a public, insecure wireless network available for anyone’s use, but has limited network access. Due to security reasons, certain programs and functionality may not be accessible via the YaleGuest network, e.g., Dropbox, Skype, and Box.
If possible, we recommended you use the Eduroam wireless network. Eduroam (education roaming) is a secure, world-wide roaming access service that allows students, researchers and staff from participating institutions to obtain Internet connectivity across campuses when visiting other participating institutions.
If your institution is a partner, access the Eduroam network by selecting Eduroam from the Wi-Fi list on your mobile device and sign-in using your home institution’s credentials*. View Eduroam’s complete listing of U.S. participating schools; International visitors can look for institutional listings on this country page.
For additional details, please contact your institution’s IT department or search your institution’s support page.
*Credential format is typically ID@UniversityName.edu, e.g., YaleNetID@yale.edu or SUNetID@win.stanford.edu.
What can I do in New Haven during my stay?
Yale and New Haven offer many attractions to bide your time while in the Elm City. Below is a list of a few:
Yale Attractions
- Yale University Art Gallery (free admission)
- Yale Center for British Art (free admission)
- Yale Peabody Museum of Natural History (free with valid Yale ID)
- Beinecke Rare Book and Manuscript Library (open to the public)
- Yale Campus Tour
New Haven Attractions
- International Festival of Arts and Ideas (June Summer Festival)
- The New Haven Museum
- Knights of Columbus Museum
- East Rock Park (Map)
- Lighthouse Point Park
- New Haven Information Site
Performing Arts
- Yale Repertory Theater
- Yale University Theater
- Yale Symphony Orchestra
- Yale School of Music Concerts
- Yale Arts Calendar
- New Haven Shubert Theater
- Long Wharf Theater
- College Street Music Hall
- Criterion Cinemas
Where can I find a campus map?
The Cowles Foundation is located in the heart of Yale’s campus at 30 Hillhouse Avenue. Use the Yale campus map to help find your way around.
Who do I contact in case of an emergency?
In cases of emergency, contact the appropriate department listed below:
- Police & Fire
- Emergency: 911
- Yale Police: 203-432-4400
- Security
- 203-785-5555
- Yale Health - Acute Care
- 203-432-0123
- Yale-New Haven Hospital
- 203-688-4242
- Facilities
- 203-432-6888
- Environmental Health & Safety
- 203-785-3555
- International Travel Emergencies
- 203-785-5555 (24-hour)
You can also report a crime or send an anonymous text tip through our Bulldog Mobile (LiveSafe) app. (To register for Bulldog Mobile please visit the Yale LiveSafe page)
For addtional emergency information, visit the Yale Emergency Management website.