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Fall 2019

All seminars are on Thursdays at 3:30 in the Koo Room of Marshall-Adams Hall, unless otherwise noted.

Organizer: Peter Schmidt (schmidtp@msu.edu)

September 12 (Thursday)
Jeffrey Wooldridge, Michigan State University
Robust and Efficient Estimation of Potential Outcome Means under Random Assignment
September 26 (Thursday)
Akanksha Negi, Michigan State University
Doubly Weighted M-Estimation for Nonrandom Assignment and Missing Outcomes
September 27 (Friday)
100 Berkey Hall
Ruonan Xu, Michigan State University
Asymptotic Properties of M-Estimators with Finite Populations under Cluster Sampling and Cluster Assignment
October 3 (Thursday)
Kun-Ho Kim, Yeshiva University
Bayesian Nonparametric Modeling of Autocorrelation
October 4 (Friday)
100 Berkey Hall
Kajal Lahiri, SUNYAlbany
Forecast Combination for Binary Targets
October 24 (Thursday)
Zhentao Shi, Chinese University of Hong Kong
Advancements of Machine Learning in Econometrics
October 31 (Thursday)
Mark Jensen, Federal Reserve Bank of Atlanta
Nonparametric Spiked Prior for Multiple Bayesian Hypothesis Testing: Real Exchange Rates and Unit Roots
November 7 (Thursday)
Kyunchchul (Kevin) Song, University of British Columbia
Measuring Diffusion over a Large Network
November 14 (Thursday)
Fillippo Ferroni, Federal Reserve Bank of Chicago
Mind the Gap: Stylized Dynamic Facts and Structural Models
November 22 (Friday)
100 Berkey Hall
Adam McCloskey, University of Colorado
Inference after Estimation of Breaks

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Michigan State University Department of Economics