Skip to main content
Conference

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

Don AndrewsCelebrating 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

Kline 14 lobby

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?
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:

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.