Berkeley-Stanford Econometrics Jamboree
On Friday November 17th, 2017 the Berkeley econometrics group will host a “Berkeley-Stanford Econometrics Jamboree”. The event will run from 2PM to 6PM in room 597 of Evans Hall. Attendence is open to anyone from the Berkeley and Stanford data science communities (broadly and inclusively defined) and there is no need to register. The event is intentionally informal. Please feel free to share these event details with others who may be interested.
A conference program can be found below. Please contact Bryan Graham with any corrections or possible scheduling conflicts. We’ve got a great group of speakers scheduled.
For our attendees coming from Stanford, Evans Hall is very close to the North Gate of our campus. The nearest BART stop is Downtown Berkeley. The nearest public parking facility is the Lower Hearst / North Gate parking garage at the intersection of Scenic & Hearst (enter from Scenic to access hourly parking spaces).
If you have any logistical questions please write Ingrid Haegele.
Jamboree Schedule
Organizers
Bryan Graham
Ingrid Haegele
Friday, November 17th, 2017 597 Evans Hall
| Time | Speaker | Title |
|---|---|---|
| Session 1: Panel Data & Related Models | ||
| 2:00 to 2:45 PM | Chris Muris (Simon Fraser, Economics) | Binarization for panel data models with fixed effects (joint with Irene Botosaru) |
| 2:45 to 3:30 PM | Guido Imbens (Stanford, GSB/Economics) | The role of the propensity score in fixed effects models (joint with Dmitry Arkhangelsky) |
| 3:30 to 3:45 PM | Break | |
| Session 2: High Dimensional Models | ||
| 3:45 to 4:30 PM | Lihua Lei (Berkeley, Statistics) | Asymptotics for high dimensional regression M-estimates: fixed design results (joint with Peter Bickel and Noureddine El Karoui) |
| 4:30 to 5:15 PM | Markus Pelger (Stanford, Management Science & Engineering) | Estimating latent asset pricing factors from large-dimensional data (joint with Martin Lettau) |
| 5:15 to 6:00 PM | Stefan Wager (Stanford, GSB) | Efficient policy learning (joint with Susan Athey |
| 6:00 PM | Adjorn |