Advancing Microdata Models and Methods

Lead Research Organisation: Institute for Fiscal Studies
Department Name: IFS Research Team

Abstract

This research develops and applies tools to extract information about individual behaviour, and influences on it, from data on individuals' actions and outcomes in their normal environment. Typically, this environment is not a controlled laboratory-like situation. The 'individuals' the project studies can be, for example, people, households or enterprises.
The availability, scope, and scale of microdata are growing very fast, as is the computing technology to process this so-called "big data". Many weighty public sector policy decisions and private sector decisions on pricing, investment and strategy are based on the results of analysis of microdata.
Analysis of microdata presents great challenges that this project will tackle. Some of these arise because the processes in which individuals are engaged are complex, involving risk and uncertainty set in a dynamic context in which the outcomes of decisions occur long after decisions are made.
Saving and pension planning behaviour is of this type. It is critically important for government and firms, for example insurance companies, to understand such behaviours. Further complication arises because there is enormous heterogeneity. People have very different attitudes to risk or make very different estimates of their likely needs or longevity. This heterogeneity may produce big differences in savings outcomes, possibly resulting in great inequality in circumstances amongst the old. Housing location, purchase and rental outcomes are determined in a similarly complex heterogeneous process.
This project will produce new models, methods and approaches for understanding behaviour of this sort, and it will apply them to develop answers to real policy questions using real microdata.
An integral part of the project is a major programme of: hands-on basic training in microdata methods; advanced training given in masterclasses on themes at our research frontier; workshops giving themed presentations of research and stimulating new thinking amongst users and researchers. These activities will be conducted under the auspices of CeMMAP, the ESRC Centre for Microdata Methods and Practice.
The research is organised under five headings.
1) Big data and machine learning. We will study the performance of big data and machine learning methods, develop models and research applications in which economic and social science poses deep questions and guides model construction. Applications will study the impact of policies to change behaviour using taxes on e.g. sugar and fat, and the impact of planning laws on housing supply and prices.
2) Dynamics and Complexity. We will develop models and tools to understand influences on complex life planning choices made by people in the face of uncertainty and incomplete information. Applications will study e.g. housing location and tenure choice.
3) Robust models. We will study the utility and performance of incomplete models of complex economic and social process in which only theory-grounded restrictions on behaviour are employed. Applications will consider e.g. models of auction bidding behaviour, determination of well-being and firm market entry and product choice.
4) Networks and interactions. We will study properties of tools to estimate aspects of network structure and develop methods for estimating the impact of network structure on outcomes. Applications will consider e.g. employer-employee matching processes and trade flows between countries.
5) Survey design and measurement. We will research the optimal choice of scope, scale and measurement quality in investigations such as field experiments constructed to answer specific social science questions.
This work, delivering tools for robust analysis of emerging microdata resources, will be the core of CeMMAP's ongoing research programme, sustaining its outreach engagement and networking activities through to 2021.

Planned Impact

This Project will benefit:
(A) Social science researchers, who use microdata to understand human behaviour and the influences on it.
(B) Statisticians, both practitioners and theorists, who develop statistical procedures and research their properties.
(C) Survey designers who gather data on individuals' circumstances, decisions and outcomes, and designers and analysts of policy evaluations and of social and economic lab and field experiments.
(D) Policy and decision makers in the public and private sectors who use microdata evidence to inform policy choices and analysts who process data to inform decisions.
(E) The general public.

(A) and (B) The Project's research will improve the tools used to extract information from microdata directly benefitting these groups. The Project's dissemination and training at basic and advanced levels will spread knowledge of new tools, raising the quality of empirical social science research.
(C) Designers of surveys, evaluations and experiments will benefit from the Project's research on identification, big data and survey design. The results will offer improved guidance on what to measure, how to measure it, and other aspects of design, as well as new tools to analyse big data. Private sector survey designers will be able to use our tools for more efficient data collection, enabling better informed choices on prices, investment and product portfolios. Our work on measurement and big data will serve as an input to improve UK official statistics following the Independent Review of UK Economic Statistics (Bean, 2016).
(D) Policy and decision makers will benefit from the Project's research and activities via better design of policy evaluations, higher-quality analysis of microdata and better understanding of responses to policy changes. Our work on networks and interactions will enable new insights into the workings of education systems, labour markets, and trade and supply chains. Our work on dynamics and complexity will inform thinking about housing choices, savings choices and retirement behaviour. Our work on big data and machine learning methods will unlock huge data resources available to companies and government. Our work on robust models will produce more realistic assessments of the knowledge base on which policy is constructed, resulting in improved decision making and more effective public policy. This will raise the efficiency of government and industry with resulting benefits to customers, shareholders and the population in general.
(E) The general public is often presented with statistics as if they give a direct insight into causal relationships. The Project's work on structural modelling helps separate causation from correlation. Our work on robust models will lead to more cautious and realistic assessments of forecast quality. The research and capacity building of the Project will contribute to raising the sophistication of arguments in public discussions of microdata inferences. Some Project outputs will be published as briefing notes for public consumption.
To ensure impacts are achieved, our research programme is tied in with a systematic user engagement programme consisting of training courses, masterclasses and conferences designed to spread knowledge of new research findings, elicit information from users on pressing research questions and spark new collaborations. Our research and software developed will be published at the CeMMAP web site. As set out in Pathways to Impact, we will continue to develop contacts and collaborate with government and private sector users, a process made easy by our location at IFS.
Benefits from the Project's work will range from immediate (e.g. improved skills from training) to long-term (e.g. accumulation of knowledge about behaviour). Intermediate benefits will also arise as novel methods and approaches deliver higher-quality evidence and better policy choices.

Publications

10 25 50
 
Description A worldwide microdata revolution is underway. Massive and rich data sources, enormous computing power, and dramatic advances in microdata methods and tools are revolutionising business, government, and every day human behaviour. In the past 18 years, CeMMAP's activities have made it one of the leading international hubs for research and training in microdata methods and practice. Building on this foundation, our current research programme aims to remain at the forefront of this revolution by producing innovative research targeted on five themes: 1) big data and machine learning, 2) dynamics and complexity, 3) robust models, 4) networks and interactions, and 5) survey design and measurement. Our current programme of training courses, masterclasses and conferences aims to share the products of this research with users in business and government.

Since October 2017, CeMMAP has hosted five training courses, three Masterclasses, and eight conferences. During this period, more than 73 working papers were published in the Working Paper series and CeMMAP staff published more than 20 journal articles and more than 20 working papers. These research outputs focused on the themes listed above and the events focused on partial identification and robustness, dynamic stochastic models, networks and interactions, and machine learning and big data.
Exploitation Route In developing our programme of research and events, we have held discussions about research needs and research plans with many types of users in addition to those described above. These include users in the Bank of England, the Financial Conduct Authority, the Competition and Markets Authority, KPMG, and the Inter American Development Bank. All have expressed keen interest in the themes of exploiting big data, improving understanding of dynamic stochastic models, understanding what can be learned from data, and designing surveys.

OFCOM, the Financial Conduct Authority, the Bank of England and KPMG among many others are striving to learn how best to harness big data and data science tools. All of these institutions face the challenge of regulating, analysing and understanding complex markets with enormous and complex data. We have held discussions with each as to how our activities might contribute to their efforts to tackle these challenges.
Sectors Communities and Social Services/Policy,Financial Services, and Management Consultancy,Healthcare,Government, Democracy and Justice

 
Description Since October 2017, CeMMAP has hosted five training courses, three Masterclasses, and eight conferences. The beneficiaries of these training events have included policymakers, in particular civil servants working with large datasets, as well as students from the UK and overseas, and practitioners in industry.
Sector Education,Government, Democracy and Justice
Impact Types Policy & public services

 
Description Andrew Chesher sits on the Economics and Statistics Working Group, a joint committee of The Royal Economic Society, the Royal Statistical Society and the Office for National Statistics 
Organisation Office for National Statistics
Country United Kingdom 
Sector Private 
PI Contribution Sits on the Economics and Statistics Working Group, a joint committee of The Royal Economic Society, the Royal Statistical Society and the Office for National Statistics. 2019-
Collaborator Contribution Collaborating with the working group
Impact N/A
Start Year 2019
 
Description Andrew Chesher sits on the Economics and Statistics Working Group, a joint committee of The Royal Economic Society, the Royal Statistical Society and the Office for National Statistics 
Organisation Royal Economic Society
Country United Kingdom 
Sector Charity/Non Profit 
PI Contribution Sits on the Economics and Statistics Working Group, a joint committee of The Royal Economic Society, the Royal Statistical Society and the Office for National Statistics. 2019-
Collaborator Contribution Collaborating with the working group
Impact N/A
Start Year 2019
 
Description Andrew Chesher sits on the Economics and Statistics Working Group, a joint committee of The Royal Economic Society, the Royal Statistical Society and the Office for National Statistics 
Organisation Royal Statistical Society
Country United Kingdom 
Sector Charity/Non Profit 
PI Contribution Sits on the Economics and Statistics Working Group, a joint committee of The Royal Economic Society, the Royal Statistical Society and the Office for National Statistics. 2019-
Collaborator Contribution Collaborating with the working group
Impact N/A
Start Year 2019
 
Description • Hodge Jones Allen LLP, Solicitors 
Organisation Hodge Jones & Allen Solicitors
Country United Kingdom 
Sector Private 
PI Contribution • Hodge Jones Allen LLP, Solicitors. I continued to work with HJA to produce a predictive econometric model of the outcomes of civil injury, personal liability claims.
Collaborator Contribution • Hodge Jones Allen LLP, Solicitors. I continued to work with HJA to produce a predictive econometric model of the outcomes of civil injury, personal liability claims.
Impact • Hodge Jones Allen LLP, Solicitors. I continued to work with HJA to produce a predictive econometric model of the outcomes of civil injury, personal liability claims.
Start Year 2016
 
Title An Adaptive Test of Stochastic Monotonicity - Denis Chetverikov, Dongwoo Kim, and Daniel Wilhelm 
Description An Adaptive Test of Stochastic Monotonicity - Denis Chetverikov, Dongwoo Kim, and Daniel Wilhelm R code for Adaptive test of stochastic dominance 
Type Of Technology Software 
Year Produced 2018 
Open Source License? Yes  
Impact R code for Adaptive test of stochastic dominance 
URL https://cemmapswl.blog/2018/04/05/an-adaptive-test-of-stochastic-monotonicity-denis-chetverikov-dong...
 
Title Best Subset Binary Prediction - Le-Yu Chen & Sokbae Lee 
Description Matlab codes for the best subset binary prediction method 
Type Of Technology Software 
Year Produced 2017 
Open Source License? Yes  
Impact Matlab codes for the best subset binary prediction method 
URL https://cemmapswl.blog/2017/11/27/best-subset-binary-prediction-le-yu-chen-sokbae-lee/
 
Title Confidence Intervals for Projections of Partially Identified Parameters - Hiroaki Kaido, Francesca Molinari & Jörg Stoye 
Description We present the calibrated-projection MATLAB package implementing the method to construct confidence intervals proposed by Kaido, Molinari and Stoye (2017). MATLAB code to obtain confidence intervals for projections of partially identified parameters 
Type Of Technology Software 
Year Produced 2017 
Open Source License? Yes  
Impact We present the calibrated-projection MATLAB package implementing the method to construct confidence intervals proposed by Kaido, Molinari and Stoye (2017). MATLAB code to obtain confidence intervals for projections of partially identified parameters 
URL https://cemmapswl.blog/2017/11/15/confidence-intervals-for-projections-of-partially-identified-param...
 
Title Exact computation of GMM estimators for instrumental variable quantile regression models - Le-Yu Chen & Sokbae Lee 
Description Exact computation of GMM estimators for instrumental variable quantile regression models - Le-Yu Chen & Sokbae Lee Matlab codes for exact computation of IVQR GMM estimators 
Type Of Technology Software 
Year Produced 2017 
Open Source License? Yes  
Impact Exact computation of GMM estimators for instrumental variable quantile regression models - Le-Yu Chen & Sokbae Lee Matlab codes for exact computation of IVQR GMM estimators 
URL https://cemmapswl.blog/2017/11/27/exact-computation-of-gmm-estimators-for-instrumental-variable-quan...
 
Title Matlab code for "Optimal Data Collection in Randomized Experiments" 
Description Matlab code for "Optimal Data Collection in Randomized Experiments" This project provides Matlab commands for covariate and sample size selection in randomized control trials 
Type Of Technology Software 
Year Produced 2017 
Open Source License? Yes  
Impact Matlab code for "Optimal Data Collection in Randomized Experiments" This project provides Matlab commands for covariate and sample size selection in randomized control trials 
URL https://github.com/danielwilhelm/Matlab-data-coll
 
Title Testing for the Presence of Measurement Error - Daniel Wilhelm 
Description This project provides STATA commands and R code for testing for the presence of measurement error 
Type Of Technology Software 
Year Produced 2018 
Open Source License? Yes  
Impact This project provides STATA commands and R code for testing for the presence of measurement error 
URL https://cemmapswl.blog/2018/07/23/testing-for-the-presence-of-measurement-error-daniel-wilhelm/
 
Description (Ce)² Workshop (Warsaw) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact The (Ce) workshop is a joint initiative of CenEA, Poland) and the Centre for

Microdata Methods and Practice (CeMMAP, UK). The fifth edition of the workshop will take place in Warsaw on
2-3 July 2018.

The workshop aims at covering topics in microeconomic theory and applications and will particularly welcome
studies in the following fields:



Microeconomic applications


?Decision making within households
?Poverty alleviation programmes
?Design and evaluation of public policies
?Human capital development



Microeconomic theory


?Experiments and game theory
?Information and communication
?Networks and public choice
?Incentives and mechanisms
Year(s) Of Engagement Activity 2018
 
Description 2018 Fall Meeting of Japanese Economic Association 
Form Of Engagement Activity A formal working group, expert panel or dialogue
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact 2018 Fall Meeting of Japanese Economic Association (invited panel discussion on "Machine Learning and Economic Data Analysis")
Year(s) Of Engagement Activity 2018
 
Description 2018 seminars (Toru Kitagawa) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact 2018 seminars (Toru Kitagawa) - University of Hong Kong (Sep),
University of York (June),
LSE (May),
UCSD (May),
Queen Mary University of London (Apr),
Singapore Management University (Mar),
Xiamen University (Mar)
Year(s) Of Engagement Activity 2018
 
Description 21st century IV: Extending the scope of incomplete models" Presidential Address, Royal Economic Society Annual Conference, U Sussex, 2018 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact Andrew Chesher - 21st century IV: Extending the scope of incomplete models" Presidential Address, Royal Economic Society Annual Conference, U Sussex, 2018
Year(s) Of Engagement Activity 2018
URL https://www.res.org.uk/resources-page/res-2018-past-president-s-address-andrew-chesher.html
 
Description Academia Sinica/Cemmap conference on Advances in Econometrics, Taipei, Taiwan (Toru Kitagawa) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact Academia Sinica/Cemmap conference on Advances in Econometrics, Taipei, Taiwan (Toru Kitagawa)
Year(s) Of Engagement Activity 2018
 
Description Adam M. Rosen engangement 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Local
Primary Audience Study participants or study members
Results and Impact 12 August 2020 (virtual, by invitation): Summer Workshop on Applications of Revealed Preference. "Econometric Modeling of Interdependent Discrete Choice with Applications to Market Structure." Approximate Attendance: 35.
August 2020 (virtual, submitted paper accepted): 2020 Econometric Society World Congress, "Finite Sample Inference for the Maximum Score Estimand." Recorded 30 July 2020. 66 online views as of 27 January 2021.
13 November 2020 (virtual, by invitation): Chamberlain Seminar discussant for "Partial Identification in Nonseparable Binary Response Models with Enodgenous Regressors," by Jiaying Gu and Thomas M. Russell. Approximate Attendance: 100.
Year(s) Of Engagement Activity 2020
 
Description Advances in Econometrics at Vanderbilt University 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Policymakers/politicians
Results and Impact Academic conference on 11 October 2019 - 12 October 2019

Expected to attend:-

Eric Auerbach (Northwestern)
Federico Bugni (Duke)
Brant Callaway (University of Mississippi)
Xu Cheng (U Penn)
Andrew Chesher (UCL)
Aureo de Paula (UCL)
Yanqin Fan (U of Washington)
Antonio Galvao (U of Arizona)
Matt Gentry (LSE and Florida State University)
Phil Haile (Yale)
Kei Hirano (Penn State)
Liang Hu (Wayne State)
Hide Ichimura (Arizone/Tokyo)
Atsushi Inoue (Vanderbilt)
Hiro Kaido (Boston University)
Toru Kitagawa (UCL)
Carlos Lamarche (U of Kentucky)
Simon Lee (Columbia)
Ying-Ying Lee (UC Irvine)
Arthur Lewbel (Boston College)
Tong Li (Vanderbilt)
Luiz Lima (UT Knoxville)
Ismael Mourifie (University of Toronto)
Tatsushi Oka (Monash)
Hashem Pesaran (USC and Cambridge)
Demian Pouzo (UC Berkeley)
Zhongjun Qu (Boston University)
Adam Rosen (Duke)
Pedro Sant'Anna (Vanderbilt)
Yuya Sasaki (Vanderbilt)
Xiaoxia Shi (U of Wisconsin)
Katja Smetanina (Chicago Booth)
Liangjun Su (Singapore Management University)
Xun Tang (Rice)
Takuya Ura (UC Davis)
Yuanyuan Wan (University of Toronto)
Martin Weidner (UCL)
Daniel Wilhelm (UCL)
Zhaoguo Zhan (Kennesaw State University)
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1699
 
Description Advances in Econometrics at Xiamen University 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact This conference takes place in the week preceding the Asia Meeting of the Econometric Society to be held at Xiamen University. It is the 7th in this annual series of conferences held in East Asia. Andrew Chesher (CeMMAP and UCL), Hidehiko Ichimura (Arizona and Tokyo) and Simon Sokbae Lee (Colombia and IFS) organise the series. For details of previous conferences see below.

This conference is sponsored by the Wang Yanan Institute for Studies in Economics (WISE) and the Gregory and Paula Chow Center for Economic Research (The Chow Center), Xiamen University, and CeMMAP

Confirmed participants include:
Zongwu Cai (Kansas)
Mingli Chen (Warwick)
Songnian Chen (HKUST)
Xiaohong Chen (Yale)
Andrew Chesher (cemmap/UCL)
Ying Fang (Xiamen)
Sukjin Han (UT Austin)
Yingyao Hu (Johns Hopkins)
Shengjie Hong (Tsinghua)
Yongmiao Hong (Cornell/Xiamen)
Hide Ichimura (Arizona/U of Tokyo)
Shakeeb Khan (Boston College)
Arthur Lewbel (Boston College)
Tong Li (Vanderbilt)
Konrad Menzel (NYU)
Whitney Newey (MIT)
Ryo Okui (Seoul National)
Yuya Sasaki (Vanderbilt)
Shosei Sakaguchi (UCL)
Wei Song (Xiamen)
Liangjun Su (Singapore Management U)
Takuya Ura (UC Davis)
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1632
 
Description Advances in Econometrics conference 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact Advances in Econometrics conference at Academia Sinica, Taipei
This is the fifth conference in a series sponsored by the British Academy, local partners and CeMMAP. Previous conferences were held as follows.

2014 Hong Kong University of Sciene and Technology
2015 Seoul National University
2016 Doshisha University Kyoto
2017 Shanghai Jiao Tong University
Year(s) Of Engagement Activity 2018
 
Description Aureo de Paula: "Subjective Expectations and Demand for Contraception" (with Christine Valente and Grant Miller) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Local
Primary Audience Policymakers/politicians
Results and Impact "Subjective Expectations and Demand for Contraception" (with Christine Valente and Grant Miller)
Presented at:
o 2020.07: Econ Aplicada (SBE) (online) 150 attendees.
Year(s) Of Engagement Activity 2020
 
Description Aureo de Paula: Discussion of "An Adversarial Approach to Structural Estimation" 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Local
Primary Audience Policymakers/politicians
Results and Impact Discussion of "An Adversarial Approach to Structural Estimation"
o 2020.03: Chamberlain (disc.) (online) 950 attendees.
Year(s) Of Engagement Activity 2020
 
Description Aureo de Paula: Econometrics of Networks 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Local
Primary Audience Other audiences
Results and Impact Econometrics of Networks
Presented at:
o 2020.06: Oxford School in Ec Nets (online) 50 attendees.
o 2020.01: NAWMES, Atlanta. 100 attendees.
Year(s) Of Engagement Activity 2020
 
Description Aureo de Paula: Estimating Nesting Structures (with Ali Hortacsu, Jonas Lieber and Julien Monardo) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Local
Primary Audience Policymakers/politicians
Results and Impact Estimating Nesting Structures (with Ali Hortacsu, Jonas Lieber and Julien Monardo)
Presented at:
o 2020.06: CEPR VIOS (online) 150 attendees.
Year(s) Of Engagement Activity 2020
 
Description Aureo de Paula: Spillovers in Social Programme Participation: Evidence from Chile (with Pedro Carneiro, Barbara Flores, Emanuela Galasso, Rita Ginja and Lucy Kraftman) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Postgraduate students
Results and Impact Spillovers in Social Programme Participation: Evidence from Chile (with Pedro Carneiro, Barbara Flores, Emanuela Galasso, Rita Ginja and Lucy Kraftman)
Presented at:
o 2021.01: ASSA/KAEA (online) 50 attendees.
o 2020.12: 42 EBE (keynote) (online) 150 attendees.
o 2020.12: Penn State (online) 20 attendees.
o 2020.11: Cornell (online) 20 attendees.
o 2020.11: UPenn (online) 20 attendees.
o 2020.08: ESWC (online, asynchronous).
o 2020.06: CREST (online) 20 attendees.
o 2020.06: Bocconi (online) 20 attendees.
o 2020.05: EIEF (online) 20 attendees.
o 2020.02: Oxford University. 20 attendees.
Year(s) Of Engagement Activity 2020
 
Description Bristol Econometrics Studying Group - Discussion of "Inference on Winners" 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Bristol Econometrics Studying Group - Discussion of "Inference on Winners"
Year(s) Of Engagement Activity 2018
 
Description CReAM Workshop on Labor Economics (Nizza Monferrato, IT) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Other audiences
Results and Impact CReAM Workshop on Labor Economics (Nizza Monferrato, IT)
Year(s) Of Engagement Activity 2017
 
Description Causal Learning with Interactions 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Professional Practitioners
Results and Impact 09:30 11 December 2019 - 17:00 12 December 2019

Identification and estimation of causal effects are challenging in an environment where the agents interact through markets or social networks, since the standard framework of causal inference rules out the spillovers of the actions and outcomes among the subjects in the study. How to learn causal effects and design policies in the presence of spillovers are important topics of research with interdisciplinary interest.

This two-day workshop presents recent methodological advances and empirical applications on the topic in economics, epidemiology, and statistics. A special focus will be on the applications of tools in machine learning and computational statistics to causal inference with interacting agents. It aims to foster the exchange of ideas among different scientific communities including economics, epidemiology, machine learning, and statistics.

The speakers include:
Vasco M. Carvalho (Cambridge)
Peng Ding (UC Berkeley)
Mirko Draca (Warwick)
Shin Kanaya (Aarhus)
Hyunseung Kang (Wisconsin)
Tetsuya Kaji (Chicago Booth)
Tyler H. McCormick (U Washington)
Kenichi Nagasawa (Warwick)
Elizabeth Ogburn (JHU)
Michele Pellizzari (Geneva)
Ashesh Rambachan (Harvard)
Fredrik Sävje (Yale)
Yuya Sasaki (Vanderbilt)
Rajen Shah (Cambridge)
Davide Viviano (UCSD)
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1706
 
Description Conference - Empirical Industrial Organization: Analysis of Contracting and Bargaining 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact This one-day conference covers methodological advances and empirical applications in the empirical analysis of contracting and bargaining, with a special focus on vertically related markets and implications for competition policy.
Confirmed speakers:

Enghin Atalay (UW Madison)

Matthew Backus (Columbia)

Pierre Dubois (Toulouse)

Alon Eizenberg (Jerusalem)

Matthew Grennan (Penn)

Gautam Gowrisankaran (Arizona)

Robin Lee (Harvard)

Peter Newberry (Penn State)

Howard Smith (Oxford)

Introduction to conference by Mike Walker (Chief Economic Adviser, Competition and Markets Authority, London).

Discussants include: Peter Davis (Cornerstone), Isis Durrmeyer (Toulouse), Aureo de Paula (UCL), Sebastian Fleitas (Leuven), Yuya Takahashi (Johns Hopkins)
Year(s) Of Engagement Activity 2018
 
Description Conference -Advances in Econometrics 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact This conference presents recent developments in econometrics, with an emphasis on macroeconometrics, identification and robustness. It is sponsored by the organisers' respective ERC grants and by Cemmap.

This conference is organised by Raffaella Giacomini, UCL and Sophocles Mavroeids, Oxford.

Please see below for a list of speakers:
Isaiah Andrews (Harvard)
Tim Christensen (NYU)
Frank Kleibergen (Amsterdam)
Kees Jan van Garderen (Universiteit van Amsterdam)
Patrik Guggenberger (Penn State)
Adam McCloskey (Colorado)
Anna Mikusheva (MIT)
Alexei Onatskiy (Cambridge)
Mikkel Plagborg-Moller (Princeton)
Cynthia Wu (Notre Dame)
Year(s) Of Engagement Activity 2018
 
Description Conference on optimisation and machine learning in economics 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact Conference on optimisation and machine learning in economics.
Optimization is coming back as a major developing research area in economics. There are at least two reasons for this. The first one is the emergence of online platforms, which act as central planners and need to solve complex optimization problems such as matching service providers with customers, introducing potential dating partners, performing dynamic pricing tasks, etc.

The second reason is that econometric methods have been cross-fertilized by novel techniques from machine learning, that heavily rely on optimization tools. This conference is a chance for experts on optimization, machine learning, and economics to meet and discuss the current frontier of the scientific knowledge at these intersections.

Please see below for a confirmed list of speakers.

- Francis Bach (INRIA)

- Jose Blanchet (Stanford)

- Guillaume Carlier (Universite Paris IX Dauphine)

- Victor Chernozhukov (MIT)

- Tim Christensen (NYU)

- Patrick Combettes (NC State)

- Han Hong (Stanford)

- Roger Koenker (UIUC)

- Elena Manresa (NYU)

- Rahul Mazumder (MIT)

- Robert Miller (CMU)

- Lars Nesheim (UCL)

- Serena Ng (Columbia)

- Ariel Pakes (Harvard)

- Tim Roughgarden (Stanford)

- Matt Shum (Caltech)

- Rakesh Vohra (Upenn)

- Jose Montiel Olea (Columbia)

- Martin Weidner (UCL)
Year(s) Of Engagement Activity 2018
 
Description Daniel Wilhelm: "Inference for Ranks with Applications to Mobility across Neighbourhoods and Academic Achievements across Countries" 
Form Of Engagement Activity Participation in an open day or visit at my research institution
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact o Universidad Carlos III de Madrid (Madrid, ES, 2.3.2020, audience size: 20)
o Columbia University (New York, USA, 1.10.2020, audience size: 20)
o Princeton University (Princeton, USA, 10.11.2020, audience size: 15)
o University of Wisconsin at Madison (Madison, USA, 13.11.2020, audience size: 15)
o University of Toronto (Toronto, USA, 27.11.2020, audience size: 15)
o University of Pennsylvania (Philadelphia, USA, 8.2.2021, audience size: NA)
Year(s) Of Engagement Activity 2020
 
Description ENTER Meeting 2018, Toulouse, France (Toru Kitagawa) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact ENTER Meeting 2018, Toulouse, France (Toru Kitagawa)
Year(s) Of Engagement Activity 2018
 
Description Econometrics of Nonseparable Models 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Professional Practitioners
Results and Impact Masterclass given by Rosa Matzkin, UCLA 08/05/2019 - 09/05/2019

This masterclass will cover identification and estimation methods for nonseparable models, with emphasis on nonparametric methods. First, some key econometric techniques used in nonseparable models will be presented. Next, it will be shown how these techniques have been used and extended to study particular econometric models.
Year(s) Of Engagement Activity 2019
 
Description Housing and Residential Structure (organizers: Lars Nesheim (cemmap) and Paul Longley (Consumer Data Research Centre)). October 15th 2020 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach Local
Primary Audience Study participants or study members
Results and Impact Housing and Residential Structure (organizers: Lars Nesheim (cemmap) and Paul Longley (Consumer Data Research Centre)).
October 15
Academic audience of 40
Year(s) Of Engagement Activity 2020
 
Description Invited lecture series - Masters in Economics Lectures, Shanghai Jiao Tong University, 2018 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact Andrew Chesher gave invited lecture series - Masters in Economics Lectures, Shanghai Jiao Tong University, 2018
Year(s) Of Engagement Activity 2018
 
Description Lectures on Endogeneity and Identification, Jinan University in Guangzhou, 2018 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact Andrew Chesher gave Lectures on Endogeneity and Identification, Jinan University in Guangzhou, 2018
Year(s) Of Engagement Activity 2018
 
Description Machine Learning for Economics at UPF Barcelona School of Management 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Professional Practitioners
Results and Impact This conference is sponsored by The Alan Turing Institute as a co-sponsor together with CEMMAP and Barcelona Graduate School of Economics. The deadline for submission of papers is the 28 February.
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1668
 
Description Masterclass - Empirical Models of Comparative Advantage and the Gains from Trade 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact We will begin with a presentation of standard models of comparative advantage that have been used to explain the pattern of trade (who trades what with whom) and the normative effects of trade (who gains and who loses when trade becomes easier to do) both between and within nations. This will span the perfectly competitive models of Ricardo and Heckscher-Ohlin (including their modern versions such as that due to Eaton and Kortum), as well as the monopolistically competitive models of Krugman and Melitz.

We will then turn to the recent empirical literature that aims to connect these models to the data in order to understand the consequences of various trade policies, both realized (e.g. China's entry into the WTO, or the construction of a vast railroad network) and counterfactual (e.g. the future consequences of post-Brexit UK trade policy). Because of the complexities of the many cross-market interactions that occur in multi-market spatial settings, we will emphasize some of the recently developed methods ("sufficient statistic"-like strategies, but ones that are applicable to general equilibrium problems) that researchers use to enhance credibility by reducing empirical dimensionality. These tools have been applied to problems in the fields of International Trade, Urban Economics, Labor Economics, Development Economics, and Economic History.
Year(s) Of Engagement Activity 2018
 
Description Masterclass - Identifying and Estimating Dynamic Discrete Choice Models 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact This masterclass develops structural approaches for analyzing large cross sectional and longitudinal data sets, by exploiting restrictions derived from the equilibrium dynamic outcomes in individual discrete choice optimization problems and non-cooperative games. We investigate empirical content, characterize identification of the primitives and counterfactuals, and evaluate alternative estimators and testing procedures.



Please see below for schedule and for further reading material. A website has also been created for this masterclass - http://comlabgames.com/cemmap/

Monday March 12 2018:



10:00AM - 10:30AM Registration

10:30AM - 12:00PM Introduction

12:00PM - 1:00PM Lunch

1:00PM - 2:30PM Conditional Independence

2:30PM - 3:00PM Break

3:00PM - 4:00PM Value Function Representation

4:00PM - 4:30PM Break

4:30PM - 5:30PM Identification



Tuesday March 13 2018:



10:00AM - 11:00AM Finite Dependence

11:00AM - 11:30AM Break

11:30AM - 1:00PM Estimation

1:00PM - 2:00PM Lunch

2:00PM - 3:30PM Unobserved Heterogeneity

3:30PM - 4:00PM Break

4:00PM - 5:30PM Application to Executive Management
Year(s) Of Engagement Activity 2018
 
Description Masterclass - Personalised Patient Care under Uncertainty (Duke University) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact A masterclass given by Charles Manski (Northwestern) sponsored by CeMMAP and the Economics Research Initiatve at Duke University, September 10-11 2018

This masterclass will focus on evidence-based decision making for patient care under uncertainty, in which clinicians face only limited ability to predict patients' future illness and treatment response. To deal with this inherent uncertainty, partial identification analysis can be applied to make credible predictions for patient outcomes. This analysis motivates the use of decision criteria with well understood properties. Particular focus will be given to the minimax-regret criteria, which specifies a decision rule as uniformly close to the optimal decision rule as possible given the underlying uncertainty of patient outcomes.
Year(s) Of Engagement Activity 2018
 
Description Missing Data in Longitudinal and Linked Surveys 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact 09:30 07 May 2019 - 18:00 07 May 2019

Longitudinal surveys are crucial resources for analysing and understanding how economic and social behaviour change over time. Because they provide repeated observations of the same observational units over time, they enable researchers to answer a host of questions about how individual heterogeneous units respond to economic and social factors.

However, the longitudinal nature of these studies results in complex patterns of missing data. The interaction of attrition and time-varying nonresponse with the rich features of longitudinal surveys (such as rotating content) and the multipurpose nature of such studies results in a multiplicity of patterns of missingness for researchers analysing the data in different ways or for different purposes.

A frontier in the provision of data for social science and biosocial research is the linkage of survey data with administrative and other external sources of data. This allows administrative data to be leveraged by the addition of information from survey questions on quantities that are not measured in the administrative data, and vice versa. But data linkage results in complete cases only for the intersection of cases that are complete in both the survey and administrative data. Moreover, the linkage processes itself can result in additional missing data, through lack of consent or failure to match. Linking external data to longitudinal surveys, while offering enormous opportunities, further complicates the missing data challenges inherent in such surveys.

Developing new methods to address the challenges caused by these missing data problems is a research area of first-order importance.

This workshop brings together statisticians, econometricians, survey designers, and data users to discuss new results and open questions in this important research area. The workshop will discuss practical experience in collecting and using panel data, advances in statistical and econometric methods to address missing data problems, and applications of these methods to important research questions. The workshop will conclude with a panel discussion on the current state of knowledge, open research questions, and promising avenues of research.

Confirmed workshop speakers will include Chris Bollinger (Kentucky), Peter Lynn (Essex), Jamie Moore (Southampton), Megan McMinn (Glasgow), Lars Nesheim (UCL), George Ploubidis (UCL) and Jeff Wooldridge (Michigan State).

This is a joint cemmap and Understanding Society workshop
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1694
 
Description Modelling Simultaneously Determined Discrete Outcomes - TSE 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact Toulouse School of Economics, "Modelling Simultaneously Determined Discrete Outcomes", April 2nd 2019. - Andrew Chesher
Year(s) Of Engagement Activity 2019
 
Description Modelling Simultaneously Determined Discrete Outcomes - University of Toronto 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact University of Toronto, "Modelling Simultaneously Determined Discrete Outcomes", March 8th 2019. - Andrew Chesher
Year(s) Of Engagement Activity 2019
 
Description Modellng Simultaneously Determined Discrete Outcomes at NYU 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact New York University, "Modellng Simultaneously Determined Discrete Outcomes", March 5th 2019. - Andrew Chesher
Year(s) Of Engagement Activity 2019
 
Description OFCOM Panel Data Estimation Advice October 18, 2020 
Form Of Engagement Activity A formal working group, expert panel or dialogue
Part Of Official Scheme? No
Geographic Reach Local
Primary Audience Study participants or study members
Results and Impact OFCOM Panel Data Estimation Advice
October 18, 2020
6 people
Presented review of OFCOM Panel Data Estimation paper
OFCOM Chief Econometrician Recruitment Panel
December 9, 2020
Participated on recruitment panel for OFCOM recruitment of Chief Econometrician.
Year(s) Of Engagement Activity 2020
 
Description ONS and CEMMAP Collaboration, Sept 11, 2020 
Form Of Engagement Activity A formal working group, expert panel or dialogue
Part Of Official Scheme? No
Geographic Reach Local
Primary Audience Study participants or study members
Results and Impact ONS and CEMMAP Collaboration
Sept 11, 2020
6 people
Discussed how ONS and cemmap can collaborate on research, conferences, and training in 2021-2026.
Discussed training course ideas on machine learning, time series models, and computable general equilibrium models
Year(s) Of Engagement Activity 2020
 
Description On incomplete models for discrete outcomes", Keynote address at the Triangle Econometrics Conference, Duke University 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact On incomplete models for discrete outcomes", Keynote address at the Triangle Econometrics Conference, Duke University
Year(s) Of Engagement Activity 2017
URL http://ipl.econ.duke.edu/seminars/system/files/seminars/2062.pdf
 
Description Organised conference - Advances in Econometrics, Academia Sinica Taiwan, 24th - 25th May 2018 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact Organised conference - Advances in Econometrics, Academia Sinica Taiwan, 24th - 25th May 2018
This is the fifth conference in a series sponsored by the British Academy, local partners and CeMMAP. Previous conferences were held as follows.2014 Hong Kong University of Sciene and Technology2015 Seoul National University2016 Doshisha University Kyoto2017 Shanghai Jiao Tong University 
Year(s) Of Engagement Activity 2018
 
Description Organised conference - Advances in Econometrics, Shanghai Jiao Tong University, 7th-8th June 2017 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact This conference is organised by Xu Zheng (Shanghai Jiao Tong University), Andrew Chesher (UCL) and Sokbae Lee (IFS).
Year(s) Of Engagement Activity 2017
URL https://www.ifs.org.uk/uploads/program%20Advances%20in%20Econometrics.pdf
 
Description Organised conference - Incomplete Models, Northwestern University, 9th - 10th November 2018 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact This conference was sponsored by CeMMAP and the Northwestern Center for Econometrics
Year(s) Of Engagement Activity 2018
URL https://sites.northwestern.edu/cfe/conferences/incomplete-models-2018/
 
Description Participation in EcoSta 2018 Conference, Hong Kong (Toru Kitagawa) 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact Participation in EcoSta 2018 Conference, Hong Kong
Year(s) Of Engagement Activity 2018
 
Description Participation in Mini-conference in Microeconometrics in Dogo, Japan (Toru Kitagawa) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact Participation in Mini-conference in Microeconometrics in Dogo, Japan (Toru Kitagawa)
Year(s) Of Engagement Activity 2018
 
Description Pedro Carneiro engangement 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Postgraduate students
Results and Impact 1. Experimental Estimates of the Education Production Function: Sensitive Periods and Dynamic Complementarity, Keynote at WOLFE conference, University of York , Sep 8 2020, 50 people
2. Experimental Estimates of the Education Production Function: Sensitive Periods and Dynamic Complementarity, seminar, McGill University, 30 Oct 2020, 50 people
3. Experimental Estimates of the Education Production Function: Sensitive Periods and Dynamic Complementarity, seminar, University of Zurich, 3 Nov 2020, 50 people
Year(s) Of Engagement Activity 2020
 
Description Personalised Patient Care Under Uncertainty 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Professional Practitioners
Results and Impact A masterclass given by Charles Manski (Northwestern) sponsored by CeMMAP and the Economics Research Initiative at Duke University, March 28-29 2019

This masterclass will focus on evidence-based decision making for patient care under uncertainty, in which clinicians face only limited ability to predict patients' future illness and treatment response. To deal with this inherent uncertainty, partial identification analysis can be applied to make credible predictions for patient outcomes. This analysis motivates the use of decision criteria with well understood properties. Particular focus will be given to the minimax-regret criteria, which specifies a decision rule as uniformly close to the optimal decision rule as possible given the underlying uncertainty of patient outcomes.
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1599
 
Description Personalised Treatment: Learning and Decision 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Professional Practitioners
Results and Impact 09:50 26 March 2019 - 17:30 26 March 2019

Empirical evidence in social and biomedical sciences commonly suggests individual's response to public policy or medical treatment is heterogeneous. How to efficiently learn and exploit such heterogeneity for the purpose of designing personalized policy/treatment are important topics of interdisciplinary interests.

This one-day workshop presents recent developments on evidence-based design of personalized treatment and targeting policies. It aims to bring together students and researchers in economics, epidemiology, medicine and statistics, with research interest in
- Econometric and machine learning methods for personalized treatment/policy
- Medical or policy decision under ambiguity
- Meta-analysis for medical or policy decision making

Confirmed speakers include

Jason Abaluck (Yale)
Karun Adusumilli (U Penn)
Rachel Cassidy (IFS)
Sukjin Han (UT Austin)
Charles Manski (Northwestern)
Stefan Wager (Stanford)
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1688
 
Description Presentations given by Simon Lee 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Local
Primary Audience Study participants or study members
Results and Impact - Econometrics seminar on paper "Filtered and Unfiltered Treatment Effects with Targeting Instruments", 29 April 2020, Cambridge (online), about 20 attendees
- CFE-CMStatistics 2020, paper "An econometric perspective on algorithmic subsampling", 20 December 2020, King's College London (online), about 30 attendees
Year(s) Of Engagement Activity 2020
 
Description Presentations of paper: "Identification and estimation under narrative restrictions" by Raffaella Giacomini 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Local
Primary Audience Policymakers/politicians
Results and Impact Johns Hopkins University, "Instrumental Variable Models for Censored Outcomes", October 14th 2020.
o Keynote invited conference presentations: Econometric Society World Congress (online) (approx 100 participants)
o Seminar invited presentations (online): UCSD (October 2020), University of Pennsylvania (October 2020), University of Wisconsin (November 2020), Chamberlain Seminar (November 2020), Chicago Fed (October 2020), (approx 10-15 participants).
Year(s) Of Engagement Activity 2020
 
Description RES Annual Conference, Brighton, UK (Toru Kitagawa) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact RES Annual Conference, Brighton, UK (Toru Kitagawa)
Year(s) Of Engagement Activity 2018
 
Description Seminar - Identification and Estimation of a Social Interaction Model using Network Data by Eric Auerbach (Northwestern University) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact Identification and Estimation of a Social Interaction Model using Network Data by Eric Auerbach (Northwestern University)
Year(s) Of Engagement Activity 2017
 
Description Seminar - "Inference on Breakdown Frontiers" with Matthew A. Masten and by Alexandre Poirier (University of Iowa) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact Seminar - "Inference on Breakdown Frontiers" with Matthew A. Masten and by Alexandre Poirier (University of Iowa)
15/05/18
Year(s) Of Engagement Activity 2018
 
Description Seminar - A Correlated Random Coefficient Panel Model with Time-Varying Endogeneity by Louise Laage (Toulouse) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Date: 12:30 22 October 2019 - 13:30 22 October 2019
Type: Seminar
Speaker: Louise Laage University of Toulouse
Venue: The Institute for Fiscal Studies
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1726
 
Description Seminar - A Geometric Approach to Inference in Set-Identified Entry Games by Christian Bontemps 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Date: 12:30 25 February 2020 - 13:30 25 February 2020
Type: Seminar
Speaker: Christian Bontemps Toulouse School of Economics
Venue: The Institute for Fiscal Studies
Year(s) Of Engagement Activity 2020
URL https://www.cemmap.ac.uk/event/id/1746
 
Description Seminar - A more powerful subvector Anderson Rubin test in linear instrumental variables regression with heteroskedasticity by Sophocles Mavroeides (Oxford) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Date: 12:30 26 November 2019 - 13:30 26 November 2019
Type: Seminar
Speaker: Sophocles Mavroeidis University of Oxford
Venue: The Institute for Fiscal Studies
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1731
 
Description Seminar - Aggregating distributional treatment effects: A Bayesian hierarchical analysis of the microcredit literature - Rachael Meager (LSE) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact Aggregating distributional treatment effects: A Bayesian hierarchical analysis of the microcredit literature - Rachael Meager (LSE)
10/10/17
Year(s) Of Engagement Activity 2017
 
Description Seminar - Asymptotic results under multiway clustering by Xavier D'Haultfoeuille 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Professional Practitioners
Results and Impact Asymptotic results under multiway clustering by Xavier D'Haultfoeuille
13/11/18
Year(s) Of Engagement Activity 2018
 
Description Seminar - Average Linear Regression. It is joint work with Cristine Pinto of Escola de Economia de Sao Paulo, FGV by Bryan Graham (Berkeley) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact Average Linear Regression. It is joint work with Cristine Pinto of Escola de Economia de Sao Paulo, FGV by Bryan Graham (Berkeley)
Year(s) Of Engagement Activity 2018
 
Description Seminar - Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models by Svetlana Bryzgalova (LBS) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Date: 12:30 12 November 2019 - 13:30 12 November 2019
Type: Seminar
Speaker: Svetlana Bryzgalova LBS
Venue: The Institute for Fiscal Studies

Abstract
We propose a novel, and simple, Bayesian estimation and model selection procedure for cross-sectional asset pricing. Our approach, that allows for both tradable and non-tradable factors, and is applicable to high dimensional cases, has several desirable properties. First, weak and spurious factors lead to diffuse, and centered at zero, posteriors for their market price of risk, making such factors easily detectable. Second, posterior inference is robust to the presence of such factors. Third, we show that flat priors for risk premia lead to improper marginal likelihoods, rendering model selection invalid. Therefore, we provide a novel prior, that is diffuse for strong factors but shrinks away useless ones, under which posterior probabilities are well behaved, and can be used for factor and (non necessarily nested) model selection, as well as model averaging, in large scale problems. We apply our method to a very large set of factors proposed in the literature, and analyse 2.25 quadrillion possible models, gaining novel insights on the empirical drivers of asset returns.
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1729
 
Description Seminar - Bounds in continuous instrumental variable models by Florian Gunsilius (MIT) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Date: 12:30 03 December 2019 - 13:30 03 December 2019
Type: Seminar
Speaker: Florian Gunsilius MIT
Venue: The Institute for Fiscal Studies
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1732
 
Description Seminar - Bounds on Treatment Effects in Regression Discontinuity Designs with a Manipulated Running Variable by Christoph Rothe (University of Mannheim) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact Bounds on Treatment Effects in Regression Discontinuity Designs with a Manipulated Running Variable by Christoph Rothe (University of Mannheim)
18/04/18
Year(s) Of Engagement Activity 2018
 
Description Seminar - CEMAPRE seminar University of Lisbon, "Incomplete Models of English Auctions", May 14th 2018 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact Andrew Chesher gave seminar - CEMAPRE seminar University of Lisbon, "Incomplete Models of English Auctions", May 14th 2018
Year(s) Of Engagement Activity 2018
 
Description Seminar - CEMP/IESR Jinan University Guangzhou, "21st century IV: Extending the scope of incomplete models", June 1st 2018 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact Andrew Chesher gave seminar - CEMP/IESR Jinan University Guangzhou, "21st century IV: Extending the scope of incomplete models", June 1st 2018
Year(s) Of Engagement Activity 2018
 
Description Seminar - Carnegie Mellon University, "21st Century IV", December 4th 2018 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact Andrew Chesher gave Seminar - Carnegie Mellon University, "21st Century IV", December 4th 2018
Year(s) Of Engagement Activity 2018
 
Description Seminar - Common Values, Unobserved Heterogeneity, and Endogenous Entry in U.S. Offshore Oil Lease Auctions by Phil Haile (Yale) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Common Values, Unobserved Heterogeneity, and Endogenous Entry in U.S. Offshore Oil Lease Auctions by Phil Haile (Yale)
14/11/17
Year(s) Of Engagement Activity 2017
 
Description Seminar - Costly Concessions: An Empirical Framework for Matching with Imperfectly Transferable Utility" with Scott Duke Kominers and Simon Weber by Alfred Galichon (NYU) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact Seminar - Costly Concessions: An Empirical Framework for Matching with Imperfectly Transferable Utility" with Scott Duke Kominers and Simon Weber by Alfred Galichon (NYU)
29/05/18
Year(s) Of Engagement Activity 2018
 
Description Seminar - Cowles Foundation, Yale University, "Modelling Simultaneously Determined Discrete Outcomes", November 14th 2018 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact Andrew Chesher gave seminar - Cowles Foundation, Yale University, "Modelling Simultaneously Determined Discrete Outcomes", November 14th 2018
Year(s) Of Engagement Activity 2018
 
Description Seminar - Credible Ecological Inference for Medical Decisions with Personalized Risk Assessment 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact 21/02/18 - The Paper for this seminar can be foud here - http://faculty.wcas.northwestern.edu/~cfm754/credible_ecological_inference_for_medical_decisions.pdf
Year(s) Of Engagement Activity 2018
 
Description Seminar - Data perturbation for high-dimensional statistical inference by Richard Samworth (University of Cambridge) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Professional Practitioners
Results and Impact Seminar - Data perturbation for high-dimensional statistical inference by Richard Samworth (University of Cambridge)
Year(s) Of Engagement Activity 2018
 
Description Seminar - Debiased Machine Learning of Causal Parameters with Riesz Representers by Victor Chernozhukov (MIT) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Date: 12:30 15 October 2019 - 13:30 15 October 2019
Type: Seminar
Speaker: Victor Chernozhukov MIT
Venue: The Institute for Fiscal Studies
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1725
 
Description Seminar - Demian Pouzo 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Date: 12:30 04 June 2019 - 13:30 04 June 2019
Type: Seminar
Speaker: Demian Pouzo University of California, Berkeley
Venue: Institute for Fiscal Studies
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1646
 
Description Seminar - Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK by Ivan Fernandez-Val 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Professional Practitioners
Results and Impact We develop a semiparametric distribution regression model under endogenous sample selection. This model is a semi-parametric generalization of Heckman selection model that accommodates much rich patterns of heterogeneity in the selection process and effect of the covariates. The model applies to continuous, discrete and mixed outcomes. We study the identification of the model, and develop a computationally attractive two-step method to estimate the model parameters, where the first step is a probit regression for the selection equation and the second step consists of multiple distribution regressions with selection corrections for the outcome equation. We construct estimators of functionals of interest such as actual and counterfactual distributions of latent and observed outcomes via plug-in rule. We derive functional central limit theorems for all the estimators and show the validity of multiplier bootstrap to carry out functional inference. We apply the methods to wage decompositions in the UK using new data. Here we decompose the difference between the male and female wage distributions into four effects: composition, wage structure, selection structure and selection sorting. We uncover positive sorting for single men and negative sorting for married women that accounts for a substantial fraction of the gender wage gap at the top of the distribution. These findings can be interpreted as evidence of assortative mating in the marriage market and glass-ceiling in the labor market.
Year(s) Of Engagement Activity 2018
 
Description Seminar - Econometrics for decision making by Charles Manski 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Date: 12:30 03 March 2020 - 13:30 03 March 2020
Type: Seminar
Speaker: Charles F. Manski Northwestern University
Venue: The Institute for Fiscal Studies
Year(s) Of Engagement Activity 2020
URL https://www.cemmap.ac.uk/event/id/1790
 
Description Seminar - Empirical Content of Discrete Choice Models by Debopam Bhattacharya 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Date: 12:30 19 March 2019 - 13:30 19 March 2019
Type: Seminar
Speaker: Debopam Bhattacharya Cambridge University
Venue: Institute for Fiscal Studies
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1675
 
Description Seminar - Essential Concepts of Causal Inf an intriguing future by Don Rubin 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Date: 12:30 14 May 2019 - 13:30 14 May 2019
Type: Seminar
Speaker: Don Rubin Harvard
Venue: Institute for Fiscal Studies

Abstract: Causal inference is a major topic in any field that tries to understand the kinds of treatments (i.e., interventions) we humans are considering in order to effect particular changes in the world around us, whether those treatments involve business decisions, pharmaceuticals to ingest, educational programs to offer, military actions to take - effectively everything that involves choices in our lives. Despite the ubiquity of this topic to the lives of unconscious and later conscious humans for tens of thousands of years, it has a remarkable history, with solid mathematical foundations beginning only in the early 20th century, with the development of crucial ideas tied to related ideas in physics, namely those arising in quantum mechanics. This formulation of causal inference has an intriguing future because of the increasing application of causal inference to treatments with conscious units, humans, despite its mathematical origins with unconscious units: plants, animals, industrial objects. Conscious units do not necessarily comply with their assigned treatments and can suffer from complications such as placebo effects; moreover, humans may depart from study protocols by dropping out early, or may use the internet to interfere with each other in ways that were considered impossible in the middle of the twentieth century. The proper handling of such complexities comprises an intriguing collection of topics, which are currently virtually unstudied with any mathematical rigor.
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1679
 
Description Seminar - Estimating Optimal Dynamic Treatment Assignment Rules under Intertemporal Budget Constraints by Shosei Sakaguchi 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Date: 12:30 26 March 2019 - 13:30 26 March 2019
Type: Seminar
Speaker: Shosei Sakaguchi UCL
Venue: Institute for Fiscal Studies
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1676
 
Description Seminar - Experimenting in Equilibrium by Stefan Wager (Stanford University) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Date: 12:30 19 November 2019 - 13:30 19 November 2019
Type: Seminar
Speaker: Stefan Wager Stanford University
Venue: The Institute for Fiscal Studies
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1730
 
Description Seminar - Fast, Robust, and Approximately Correct: Estimating Mixed Demand Systems by Bernard Salani (Columbia University) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact Fast, Robust, and Approximately Correct: Estimating Mixed Demand Systems by Bernard Salani (Columbia University)
08/05/18
Year(s) Of Engagement Activity 2018
 
Description Seminar - Forecasting with a Panel Tobit Model by Frank Schorfheide (University of Pennsylvania) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact Seminar - Forecasting with a Panel Tobit Model by Frank Schorfheide (University of Pennsylvania)
Year(s) Of Engagement Activity 2018
 
Description Seminar - Geographic Expansion Mergers and FCC Spectrum Policy: Estimating a Matching Game with Externalities by Jeremy Fox (Rice University) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Seminar - Geographic Expansion Mergers and FCC Spectrum Policy: Estimating a Matching Game with Externalities by Jeremy Fox (Rice University)
05/12/17
Year(s) Of Engagement Activity 2017
 
Description Seminar - Identifying the effect of persuasion by Simon Lee 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Professional Practitioners
Results and Impact 06/11/18
Identifying the effect of persuasion by Simon Lee
Year(s) Of Engagement Activity 2018
 
Description Seminar - Implied Stochastic Volatility Models by Yacine Ait-Sahalia 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Date: 12:30 30 April 2019 - 13:30 30 April 2019
Type: Seminar
Speaker: Yacine Ait-Sahalia Princeton
Venue: Institute for Fiscal Studies

This paper proposes to build "implied stochastic volatility models" designed to fit option-implied volatility data, and implements a method to construct such models. The method is based on explicitly linking shape characteristics of the implied volatility surface to the specification of the stochastic volatility model. We propose and implement parametric and nonparametric versions of implied stochastic volatility models.
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1640
 
Description Seminar - Implied Stochastic Volatility Models by Yacine Ait-Sahalia 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Date: 12:30 30 April 2019 - 13:30 30 April 2019
Type: Seminar
Speaker: Yacine Ait-Sahalia Princeton
Venue: Institute for Fiscal Studies

This paper proposes to build "implied stochastic volatility models" designed to fit option-implied volatility data, and implements a method to construct such models. The method is based on explicitly linking shape characteristics of the implied volatility surface to the specification of the stochastic volatility model. We propose and implement parametric and nonparametric versions of implied stochastic volatility models.
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1640
 
Description Seminar - Inefficient Collective Households: Abuse and Consumption by Krishna Pendakur (SFU) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Date: 12:30 01 October 2019 - 13:30 01 October 2019
Type: Seminar
Speaker: Krishna Pendakur Simon Fraser University
Venue: The Institute for Fiscal Studies
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1723
 
Description Seminar - Inference Under Random Limit Bootstrap Measures by Giuseppe Cavaliere 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Date: 12:30 02 April 2019 - 13:30 02 April 2019
Type: Seminar
Speaker: Giuseppe Cavaliere Bologna
Venue: Institute for Fiscal Studies
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1678
 
Description Seminar - Inference for iterated GMM under misspecification and clustering - Seojeong Lee (University of New South Wales) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Inference for iterated GMM under misspecification and clustering - Seojeong Lee (University of New South Wales)
Year(s) Of Engagement Activity 2017
 
Description Seminar - Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms by David (Byunghoon) Kang - Lancaster University 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Seminar - Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms by David (Byunghoon) Kang - Lancaster University
Year(s) Of Engagement Activity 2018
 
Description Seminar - Inference on Average Treatment Effects in Aggregate Panel Data Settings (joint with V. Chernozhukov and Y. Zhu) by Kaspar Wuthrich 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact Seminar - Inference on Average Treatment Effects in Aggregate Panel Data Settings (joint with V. Chernozhukov and Y. Zhu) by Kaspar Wuthrich
Year(s) Of Engagement Activity 2018
 
Description Seminar - It's complicated: A Nonparametric Test of Preference Stability between Singles and Couples by Stefan Hubner 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact 30/10/2018
Seminar - It's complicated: A Nonparametric Test of Preference Stability between Singles and Couples by Stefan Hubner
Year(s) Of Engagement Activity 2018
 
Description Seminar - Kernel Estimation for Dyadic Data by Jim Powell 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Date: 12:30 28 May 2019 - 13:30 28 May 2019
Type: Seminar
Speaker: James L. Powell University of California, Berkeley
Venue: Institute for Fiscal Studies

In this forthcoming working paper we consider nonparametric estimation of density and conditional expectation functions for dyadic random variables, i.e., random variables defined for all pairs of individuals/nodes in a network of size N. These random variables are assumed to satisfy a "local dependence" property, specifically, that any random variables in the network that share one or two indices may be dependent (though random variables which do not have an index in common are assumed to be independent). Estimation of density functions for continuously-distributed random variables or regression functions for continuously-distributed regressors are proposed using straightforward application of the kernel estimation methods proposed by Rosenblatt and Parzen (for densities) or by Nadaraya and Watson (for regression functions). Estimation of their asymptotic variances is also straightforward using existing proposals for dyadic data. More unusual are the rates of convergence and asymptotic (normal) distributions for the estimators, which are shown to converge at the same rate as the (unconditional) sample mean, i.e., the square root of the number N of nodes, under standard assumptions on the kernel method. This differs from the results for nonparametric estimation of densities and regression functions for monadic data, which generally have a slower rate of convergence than the sample mean.
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1641
 
Description Seminar - Learning L2-Continuous Regression Functionals via Regularized Riesz Representers by Whitney Newey 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Professional Practitioners
Results and Impact Seminar - Learning L2-Continuous Regression Functionals via Regularized Riesz Representers by Whitney Newey
09/10/18
Year(s) Of Engagement Activity 2018
 
Description Seminar - Limit Theorems for Data with Network Structure by Guido Kuersteiner 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Date: 12:30 23 April 2019 - 13:30 23 April 2019
Type: Seminar
Speaker: Guido Kuersteiner Maryland
Venue: Institute for Fiscal Studies

This paper develops new limit theory for data that are generated by networks or more generally display cross-sectional dependence structures that are governed by observable and unobservable characteristics. Strategic network formation models are an example. Whether two data points are highly correlated or not depends on draws from underlying characteristics distributions. The paper defines a measure of closeness and primitive conditions on the distribution of observable characteristics, unobservables and functional forms determining interaction between data points. A summability condition over the probability distribution of observable characteristics is shown to be a critical ingredient in establishing limit results. The paper establishes weak and strong laws of large numbers as well as a stable central limit theorem for a class of statistics that include as special cases network statistics such as average node degrees or average peer characteristics.
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1639
 
Description Seminar - Limited Attention and Risk Preferences - Francesca Molinari (Cornell University) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Limited Attention and Risk Preferences - Francesca Molinari (Cornell University)
03/10/17
Year(s) Of Engagement Activity 2017
 
Description Seminar - Machine Learning for Dynamic Discrete Choice by Vira Semenova (Harvard) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Date: 12:30 10 December 2019 - 13:30 10 December 2019
Type: Seminar
Speaker: Vira Semenova Harvard
Venue: The Institute for Fiscal Studies
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1733
 
Description Seminar - Measuring UK GDP Growth Data Uncertainty by Ana Galvao with James Mitchel 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Professional Practitioners
Results and Impact Seminar - Measuring UK GDP Growth Data Uncertainty by Ana Galvao with James Mitchel
20/11/18
Year(s) Of Engagement Activity 2018
 
Description Seminar - New York University, "Modelling Simultaneously Determined Discrete Outcomes", March 5th 2019 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact Andrew Chesher gave seminar at New York University, "Modelling Simultaneously Determined Discrete Outcomes", March 5th 2019
Year(s) Of Engagement Activity 2019
 
Description Seminar - Nonparametric inference for event counting and link-based dynamic network models by Enno Mammen (University of Heidelberg). 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact Seminar - Nonparametric inference for event counting and link-based dynamic network models by Enno Mammen (University of Heidelberg).
Year(s) Of Engagement Activity 2018
 
Description Seminar - Nonparametric maximum likelihood methods for binary response models with random coefficients by Roger Koenker 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact Seminar - Nonparametric maximum likelihood methods for binary response models with random coefficients by Roger Koenker
16/10/18
Year(s) Of Engagement Activity 2018
 
Description Seminar - Optimal Linear Instrumental Variables Approximations by Juan Carlos Escanciano 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact Seminar - Optimal Linear Instrumental Variables Approximations by Juan Carlos Escanciano
23/20/18
Year(s) Of Engagement Activity 2018
 
Description Seminar - Optimal dynamic treatment allocation presented by Anders Kock (University of Oxford) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Seminar - Optimal dynamic treatment allocation presented by Anders Kock (University of Oxford)
28/11/17
Year(s) Of Engagement Activity 2017
 
Description Seminar - Partial Unemployment Insurance - Thomas Le Barbanchon (Bocconi University) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact Partial Unemployment Insurance - Thomas Le Barbanchon (Bocconi University)
17/10/17
Year(s) Of Engagement Activity 2017
 
Description Seminar - Recovering Latent Variables by Matching joint with Manuel Arellano by Stephane Bonhomme (Chicago) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact Seminar - Recovering Latent Variables by Matching joint with Manuel Arellano by Stephane Bonhomme (Chicago)
20/02/18
Year(s) Of Engagement Activity 2018
 
Description Seminar - Revising the Synthetic Control Estimator by Bruno Ferman (Sao Paulo School of Economics, FGV) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Seminar - Revising the Synthetic Control Estimator by Bruno Ferman (Sao Paulo School of Economics, FGV)
26/09/17
Year(s) Of Engagement Activity 2017
 
Description Seminar - Semiparametric estimation of structural functions in nonseparable triangular models by Sami Stouli (University of Bristol) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Professional Practitioners
Results and Impact Semiparametric estimation of structural functions in nonseparable triangular models by Sami Stouli (University of Bristol)
01/05/18
Year(s) Of Engagement Activity 2018
 
Description Seminar - Sensitivity Analysis using Approximate Moment Condition Models by Tim Armstrong (Yale) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact Sensitivity Analysis using Approximate Moment Condition Models by Tim Armstrong (Yale)
02/10/18
Year(s) Of Engagement Activity 2018
 
Description Seminar - Set Estimation of an Unknown Error Rate using Random Revealed Preferences by Aluma Dembo (University of Oxford) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Professional Practitioners
Results and Impact Seminar - Set Estimation of an Unknown Error Rate using Random Revealed Preferences by Aluma Dembo (University of Oxford)
24/04/18
Year(s) Of Engagement Activity 2018
 
Description Seminar - Statistical Non-Significance in Empirical Economics by Alberto Abadie 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Date: 12:30 05 March 2019 - 13:30 05 March 2019
Type: Seminar
Speaker: Alberto Abadie MIT
Venue: Institute for Fiscal Studies
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1637
 
Description Seminar - Testing Nonparametric Shape Restrictions cemmap seminar by Javier Hidalgo joint work with Tatiana Komarova 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Date: 12:30 19 February 2019 - 13:30 19 February 2019
Type: Seminar
Speaker: Javier Hidalgo LSE
Venue: Institute for Fiscal Studies
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1673
 
Description Seminar - The Inverse Product Differentiation Logit Model by Mogens Fosgerau (Copenhagen) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Date: 12:30 05 November 2019 - 13:30 05 November 2019
Type: Seminar
Speaker: Mogens Fosgerau University of Copenhagen
Venue: The Institute for Fiscal Studies
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1728
 
Description Seminar - The uniform validity of impulse response inference in autoregressions by Atsushi Inoue 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Date: 12:30 23 May 2019 - 13:30 23 May 2019
Type: Seminar
Speaker: Atsushi Inoue Vanderbilt
Venue: Institute for Fiscal Studies
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1681
 
Description Seminar - Theory of Weak Identification in Semiparametric Models by Tetsuya Kaji 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Date: 12:30 12 March 2019 - 13:30 12 March 2019
Type: Seminar
Speaker: Tetsuya Kaji
Venue: Institute for Fiscal Studies
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1638
 
Description Seminar - Two-way fixed effects estimators with heterogeneous treatment effects by Clement de Chaisemartin (UCSB) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Date: 12:30 29 October 2019 - 13:30 29 October 2019
Type: Seminar
Speaker: Clement de Chaisemartin UCSB
Venue: The Institute for Fiscal Studies
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1727
 
Description Seminar - Uniform Nonparametric Series Inference for Dependent Data with an Application to the Search and Matching Model by Jia Li (Duke University) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact Seminar - Uniform Nonparametric Series Inference for Dependent Data with an Application to the Search and Matching Model by Jia Li (Duke University)
22/05/18
Year(s) Of Engagement Activity 2018
 
Description Seminar - University of Cambridge, "Modelling Simultaneously Determined Discrete Outcomes", February 27th 2019 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Andrew Chesher gave seminar - University of Cambridge, "Modelling Simultaneously Determined Discrete Outcomes", February 27th 2019
Year(s) Of Engagement Activity 2019
 
Description Seminar - University of Surrey, "Incomplete English Auction Models with Heterogeneity", March 28th 2018 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Andrew Chesher gave Seminar - University of Surrey, "Incomplete English Auction Models with Heterogeneity", March 28th 2018
Year(s) Of Engagement Activity 2018
 
Description Seminar - University of Toronto, "Modelling Simultaneously Determined Discrete Outcomes", March 8th 2019 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact Andrew Chesher gave seminar at University of Toronto, "Modelling Simultaneously Determined Discrete Outcomes", March 8th 2019
Year(s) Of Engagement Activity 2019
 
Description Seminar - Weak Instruments Test in Discrete Choice Models by Eric Renault (Warwick) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Date: 12:30 08 October 2019 - 13:30 08 October 2019
Type: Seminar
Speaker: Eric Renault University of Warwick
Venue: The Institute for Fiscal Studies
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1724
 
Description Seminar -Why does the Yield Spread Predict Bond Returns? A New Keynesian Explanation by Martin Andreasen 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Professional Practitioners
Results and Impact Seminar -Why does the Yield Spread Predict Bond Returns? A New Keynesian Explanation by Martin Andreasen
27/11/18
Year(s) Of Engagement Activity 2018
 
Description Seminar On Cross-Validated Lasso presented by Zhipeng Liao (UCLA) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Seminar On Cross-Validated Lasso presented by Zhipeng Liao (UCLA)
21/11/17
Year(s) Of Engagement Activity 2017
 
Description Seminar Rice University (Houston, Texas) February 4, 2021 Academics, 40 people Title: "Sparse Demand Systems: Corners and Complements" 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach Local
Primary Audience Policymakers/politicians
Results and Impact Seminar
Rice University (Houston, Texas)
February 4, 2021
Academics, 40 people
Title: "Sparse Demand Systems: Corners and Complements"
Year(s) Of Engagement Activity 2020
 
Description Seminar University of Pittsburgh, "Modelling Simultaneously Determined Discrete Outcomes", December 3rd 2018 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact Andrew Chesher gave Seminar University of Pittsburgh, "Modelling Simultaneously Determined Discrete Outcomes", December 3rd 2018
Year(s) Of Engagement Activity 2018
 
Description Seminar at University of Birmingham, "21st century IV", March 21st 2018 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Andrew Chesher gave seminar at University of Birmingham, "21st century IV", March 21st 2018
Year(s) Of Engagement Activity 2018
 
Description Seminar at University of Bristol, "Incomplete Models", October 31st 2017 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Postgraduate students
Results and Impact Andrew Chesher gave seminar at University of Bristol, "Incomplete Models", October 31st 2017
Year(s) Of Engagement Activity 2017
 
Description Structural Modeling of Simultaneous Discrete Choice with Applications to Firm Entry and Product Quality Choice - UBC 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Other audiences
Results and Impact University of British Colombia, "Structural Modeling of Simultaneous Discrete Choice with Applications to Firm Entry and Product Quality Choice", November 29th 2019 - Andrew Chesher
Year(s) Of Engagement Activity 2019
 
Description Structural Modelling of Simultaneous Discrete Choice with Applications to Firm Entry and Product Quality Choice - Simon Fraser University 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Simon Fraser University, "Structural Modelling of Simultaneous Discrete Choice with Applications to Firm Entry and Product Quality Choice", November 28th 2019 - Andrew Chesher
Year(s) Of Engagement Activity 2019
 
Description T. Kitawaga gave a lecture and a series of seminar presentations in 2020 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Local
Primary Audience Study participants or study members
Results and Impact T. Kitawaga gave a lecture on "Learning Optimal Policies: EWM Approach" at Humbolt University in Feb 2020.
T. Kitawaga also gave seminar presentations:
o 9th Italian Congress of Econometrics and Empirical Economics, Online (Jan, 2021)
o University of Bristol (Dec 2020, statistics seminar)
o International Seminar on Selective Inference, online (Dec, 2020)
o University of Liverpool (Dec 2020, departmental seminar)
o UC Irvine (Nov 2020, econometrics seminar)
o UC Riverside (Nov 2020, econometrics seminar)
o Southern Economic Association Annual Meeting, Online (Nov, 2020)
o SciencesPo (Sep 2020, departmental seminar)
o Econometric Society World Congress, Online (Aug, 2020)
o Chamberlain online seminar (May 2020, discussant)
o University of Bristol (Feb 2020, economics departmental seminar)
o University of Milan (Jan 2020, economics departmental seminar)
o NY Fed (Jan 2020, econometrics seminar)
o The North American Meeting of Econometric Society, San Diego (Jan, 2020)
Year(s) Of Engagement Activity 2020
 
Description Talk at Yale University, New Haven, USA on 13th September 2017 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact Talk at Yale University, New Haven, USA on 13th September 2017
Year(s) Of Engagement Activity 2017
 
Description The Value of Time: A High-frequency Analysis of Ride-Hail Auctions by Jakub Kastl co-authored with Buchholz, Doval, Matejka and Salz 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Other audiences
Results and Impact Date: 12:30 26 February 2019 - 13:30 26 February 2019
Type: Seminar
Speaker: Jakub Kastl Princeton
Venue: Institute for Fiscal Studies
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1674
 
Description Training - Panel data methods 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Professional Practitioners
Results and Impact Date: 09:00 13 May 2019 - 17:00 14 May 2019
Type: Training Course
Tutor: Jeffrey M. Wooldridge MSU

Basic estimation methods include random effects, fixed effects, and first differencing. Instrumental variables estimation of models without strictly exogenous explanatory variables will also be covered, including those that contain contemporaneously endogenous variables and those that contain lagged dependent variables. Estimation of linear models with heterogeneous trends and heterogeneous slopes will also be covered. Special considerations with unbalanced panels will be discussed, including how to test for sample selection and attrition bias.

The statistical package Stata will be used to illustrate the methods during lectures and in obtaining hands-on experience during the practical work. Please note that this training course will be given in a microeconometrics laboratory where computers will be provided with the neccessary programmes.

Participants should have good working knowledge of ordinary least squares and two stage least squares in a cross-sectional environment, at the level of the "Introductory Microeconometrics" training course.
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1635
 
Description Training course - Estimating causal parameters from a high dimensional model using the lasso in Stata 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Professional Practitioners
Results and Impact This six-hour course shows how to estimate causal parameters from a high-dimensional model using the inferential lasso commands in Stata.

It begins by introducing high-dimensional models and discusses which estimation methods work and which estimation methods do not work. This introduction shows how the lasso is used in these methods.

Next, the course provides an introduction to how the lasso is implemented in Stata and an overview of relevant theory. This part also discusses how to use Stata's lasso commands to solve prediction problems.

Finally, the course discusses the Stata implementation and the relevant theory for a series of commands that estimate causal parameters from high-dimensional models. These parts of the course discuss commands for linear models, logit models and Poisson models with exogenous variables. They also discuss commands for linear models with endogenous variables. Some extensions to average treatment effects for exogenous treatments are also discussed.

David Drukker, StataCorp

David M. Drukker is the Executive Director of Econometrics at Stata and has a Ph.D. in Economics from the University of Texas at Austin.
He has been with Stata since 1999. He has developed many Stata commands for estimating treatment effects and for analyzing panel data, time-series data, and cross-sectional data. He played a key role in the initial development of Stata MP, helped integrate Mata into Stata, and has helped develop some of Stata's numerical techniques. David has also published papers on econometric methods and been principal investigator on two large research grants.
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1712
 
Description Training course - Implementing an Estimation Command in Stata/Mata 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Professional Practitioners
Results and Impact David Drukker the Executive Director of Econometrics at Stata will deliver a course on Implementing an estimation command in Stata/Mata.

Writing a Stata command for methods that you use or develop disseminates your research to a huge audience. This short course shows how to write a Stata estimation command. No Stata or Mata programming experience is required, but it does help. After providing an introduction to basic Stata do-file programming, the course covers basic and advanced ado-file programming. Next, it provides an introduction to Mata, the byte-compiled matrix language that is part of Stata. Then the course shows how to implement linear and nonlinear statistical methods in Stata/Mata programs. Finally, the course discusses using Monte Carlo simulations to test the implementation.

Outline:

o How does Stata work?
o Estimation-postestimation framework
o Estimation followed by test, predict, and margins

o A quick introduction to Stata do-file programming

o An introduction to Stata ado-file programming and to syntax

o A Stata program that implements the ordinary least-squares (OLS) estimator

o Writing a certification script

o An introduction to basic Mata programming

o Making our OLS program use Mata

o More Mata programming examples

o Mata programming for nonlinear statistical estimation

o A Stata/Mata program for Poisson regression

o Making predict and margins work with our command

o Monte Carlo simulations in Stata

Schedule


10:00 - 10:30: Registration and refreshments

10:30 - 11:30: The syntax of Stata estimation commands and\\ basic Stata programming

11:30 - 12:30: Programming an estimation command in Stata (Basics)

12:30 - 13:15: Lunch
Year(s) Of Engagement Activity 2017
 
Description Training course - Machine Learning and Econometrics 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact Machine Learning and Econometrics
07/06/18
This two-day conference covers empirical applications and methodological advances in data science and econometrics, with a special focus on the applications of machine learning and computational statistics to Social Science.

The goal is to foster the exchange of ideas between different scientific communities by bringing together Statisticians, Computer Scientists and Economists, which each have their unique perspective on the recent expansion of data availability and the corresponding progress in data analysis.

Please see below for a list of speakers.


Angelos Alexopoulos (Cambridge)
Mirko Draca (Warwick)
Hedibert Freitas Lopes (Insper)
Arthur Gretton (UCL)
Mario Gutierrez-Roig (Warwick)
Stephen Hansen (Oxford)
Matt Harding (UC Irvine)
Marcin Kacperczyk (Imperial College)
Ioannis Kosmidis (Warwick)
Hyungsik Roger Moon (USC)
Lars Nesheim (UCL)
Sofia Olhede (UCL)
Katerina Petrova (St Andrews)
Nick Polson (Chicago Booth)
Jan Spiess (Harvard)
Vasilis Syrgkanis (Microsoft Research)
Michalis Titsias (Athens)

Please note the programme attached is not finalised.

This workshop is jointly funded by The Alan Turing Institute and CeMMAP.
Year(s) Of Engagement Activity 2018
 
Description Training course - Panel data methods 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach National
Primary Audience Professional Practitioners
Results and Impact Basic estimation methods include random effects, fixed effects, and first differencing. Instrumental variables estimation of models without strictly exogenous explanatory variables will also be covered, including those that contain contemporaneously endogenous variables and those that contain lagged dependent variables. Estimation of linear models with heterogeneous trends and heterogeneous slopes will also be covered. Special considerations with unbalanced panels will be discussed, including how to test for sample selection and attrition bias.

The statistical package Stata will be used to illustrate the methods during lectures and in obtaining hands-on experience during the practical work. Please note that this training course will be given in a microeconometrics laboratory where computers will be provided with the neccessary programmes.

Participants should have good working knowledge of ordinary least squares and two stage least squares in a cross-sectional environment, at the level of the "Introductory Microeconometrics" training course.
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1634
 
Description Training course - Panel data methods 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact This course in panel data econometrics, presented from a microeconometrics perspective, will cover linear panel data models with unobserved heterogeneity, including discussions of the strengths and weaknesses of the various estimation methods.

Basic estimation methods include random effects, fixed effects, and first differencing. Instrumental variables estimation of models without strictly exogenous explanatory variables will also be covered, including those that contain contemporaneously endogenous variables and those that contain lagged dependent variables. Estimation of linear models with heterogeneous trends and heterogeneous slopes will also be covered. Special considerations with unbalanced panels will be discussed, including how to test for sample selection and attrition bias.

The statistical package Stata will be used to illustrate the methods during lectures and in obtaining hands-on experience during the practical work. Please note that this training course will be given in a microeconometrics laboratory where computers will be provided with the neccessary programmes.

Participants should have good working knowledge of ordinary least squares and two stage least squares in a cross-sectional environment, at the level of the "Introductory Microeconometrics" training course.

The course will be presented at a level below my book Econometric Analysis of Cross Section and Panel Data, second edition. MIT Press, 2010. Some of the material can be found in the Imbens/Wooldridge cemmap lecture notes here:

http://www.cemmap.ac.uk/uploads/cemmap/forms/Imbens_Wooldridge_notes.pdf

10/05/18
Year(s) Of Engagement Activity 2018
 
Description Training course - Partial identification in practice 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Professional Practitioners
Results and Impact Date: 09:45 20 June 2019 - 17:00 21 June 2019
Type: Training Course
Tutor: Adam Rosen Duke University
Venue: UCL Economics Department

Partial identification allows applied researchers to learn about parameters of interest without requiring them to make assumptions that guarantee point identification. This course offers applied researchers an introduction to partial identification and its use in empirical work in economics. No prior knowledge of partial identification is required. Students should however be familiar with commonly used econometric methods such as ordinary least squares, two stage least squares, and maximum likelihood.

As an introduction, the course will begin with a review of point identification and the derivation of estimating equations in familiar contexts, such as the classical linear model. We will then illustrate how the same deductive logic can sometimes result in partial identification. A key area of focus will be on models that produce moment inequalities.

We will then review several areas of economics in which partially identifying models have been applied, such as the study of treatment effects, models with missing data or censored variables, auction models, and instrumental variable models with discrete outcomes. We will discuss the features of data and the models used across different applications to produce empirical results.

Techniques for performing estimation and inference will be demonstrated along the way, using a combination of STATA and MATLAB routines. Some familiarity with both will be helpful, but advanced expertise is not required. Please note that this training course will be given in a microeconometrics laboratory where computers will be provided with the necessary programs.

At the end of the course participants should expect to have an understanding of how partially identifying models been employed successfully in applications, what features of these applications have contributed to their success, and what tools are currently available for their use in further applications.
Year(s) Of Engagement Activity 2019
URL https://www.cemmap.ac.uk/event/id/1636
 
Description Training course - Partial identification in practice 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact Partial identification allows applied researchers to learn about parameters of interest without requiring them to make assumptions that guarantee point identification. This course offers applied researchers an introduction to partial identification and its use in empirical work in economics. No prior knowledge of partial identification is required. Students should however be familiar with commonly used econometric methods such as ordinary least squares, two stage least squares, and maximum likelihood.

As an introduction, the course will begin with a review of point identification and the derivation of estimating equations in familiar contexts, such as the classical linear model. We will then illustrate how the same deductive logic can sometimes result in partial identification. A key area of focus will be on models that produce moment inequalities.

We will then review several areas of economics in which partially identifying models have been applied, such as the study of treatment effects, models with missing data or censored variables, auction models, and instrumental variable models with discrete outcomes. We will discuss the features of data and the models used across different applications to produce empirical results.

Techniques for performing estimation and inference will be demonstrated along the way, using a combination of STATA and MATLAB routines. Some familiarity with both will be helpful, but advanced expertise is not required. Please note that this training course will be given in a microeconometrics laboratory where computers will be provided with the necessary programs.

At the end of the course participants should expect to have an understanding of how partially identifying models been employed successfully in applications, what features of these applications have contributed to their success, and what tools are currently available for their use in further applications.
Year(s) Of Engagement Activity 2018
 
Description Training course - Policy evaluation methods 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach Regional
Primary Audience Professional Practitioners
Results and Impact Date: 10:00 14 January 2020 - 13:30 17 January 2020
Type: Training Course
Speaker: Barbara Sianesi Institute for Fiscal Studies
Venue: UCL Economics Department

How can one evaluate whether a government labour market programme such as the Work Programme, or a subsidy to education such as the EMA is actually working? This course deals with the econometric and statistical tools that have been developed to estimate the causal impact on one or more outcomes of interest of any generic 'treatment' - from government programmes, policies or reforms, to the returns to education, the impact of unionism on wages, or of smoking on own and children's health.

After highlighting the 'evaluation problem' and the challenges it poses to the analyst, we focus on the main empirical methods to solve it. Specifically, in this 3 and a half-day course we cover:

Randomised social experiments
Naive non-experimental estimator
Natural experiments or instrumental variables
Regression Discontinuity Design
Regression analysis
Matching methods
Before-after
Difference-in-differences
Synthetic control methods


For each of these approaches, we give the basic intuition, discuss the assumptions needed for its validity, highlight the question it answers and formally show identification of the parameter of interest. The relative strengths and weaknesses of each approach are discussed in detail, drawing from example applications in the economics literature. Each method will be implemented 'hands-on' in practical Stata sessions.

By the end of the course, participants will be able to:

frame a variety of microeconometric problems into the evaluation framework, and be aware of the concomitant methodological and modelling issues;
be discerning users of econometric output - able to interpret the results of applied work in the evaluation literature and to assess its strengths and limitations;
access the evaluation literature to further deepen knowledge on their own;
choose the appropriate evaluation method and strategy to estimate causal effects in different contexts; and
use simple statistical packages (we use Stata in the course) to implement the different evaluation methods to real data.


Level of knowledge required:

This is an intermediate-level course on quantitative empirical methods for policy evaluation. As such, familiarity with basic statistical concepts (e.g. significance testing) and basic econometric tools like OLS regression and probit/logit models is required. Note also that the course does rely on notation and there is a certain degree of formalisation (at the level of this paper).

The practical part of the course will make use of Stata; although the exercises will be guided,basic familiarity with this software is strongly recommended (Please see Basic Stata PDF).

In considering this course, please note that while offering an in-depth and thorough overview and discussion of the various evaluation methods, this is not an advanced course at the post-graduate level. Most emphasis is devoted to understanding the issues, to the choice of the most appropriate method for a given context and to the implementation of evaluation methods in practice. On the other hand, there is also a certain degree of formalisation, so this course might not be the most suitable to those purely interested in commissioning or managing evaluation work.

Note also that while participants have often come from a range of backgrounds and have reported enjoying the course, the examples and discussions come from a mostly (labour) economics perspective.
Year(s) Of Engagement Activity 2020
URL https://www.cemmap.ac.uk/event/id/1709
 
Description Training course - Policy evaluation methods 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact How can one evaluate whether a government labour market programme such as the Work Programme, or a subsidy to education such as the EMA is actually working? This course deals with the econometric and statistical tools that have been developed to estimate the causal impact on one or more outcomes of interest of any generic 'treatment' - from government programmes, policies or reforms, to the returns to education, the impact of unionism on wages, or of smoking on own and children's health.

After highlighting the 'evaluation problem' and the challenges it poses to the analyst, we focus on the main empirical methods to solve it. Specifically, in this 3 and a half-day course we cover:

Randomised social experiments
Naive non-experimental estimator
Natural experiments or instrumental variables
Regression Discontinuity Design
Regression analysis
Matching methods
Before-after
Difference-in-differences
Synthetic control methods


For each of these approaches, we give the basic intuition, discuss the assumptions needed for its validity, highlight the question it answers and formally show identification of the parameter of interest. The relative strengths and weaknesses of each approach are discussed in detail, drawing from example applications in the economics literature. Each method will be implemented 'hands-on' in practical Stata sessions.

By the end of the course, participants will be able to:

frame a variety of microeconometric problems into the evaluation framework, and be aware of the concomitant methodological and modelling issues;
be discerning users of econometric output - able to interpret the results of applied work in the evaluation literature and to assess its strengths and limitations;
access the evaluation literature to further deepen knowledge on their own;
choose the appropriate evaluation method and strategy to estimate causal effects in different contexts; and
use simple statistical packages (we use Stata in the course) to implement the different evaluation methods to real data.


Level of knowledge required:

This is an intermediate-level course on quantitative empirical methods for policy evaluation. As such, familiarity with basic statistical concepts (e.g. significance testing) and basic econometric tools like OLS regression and probit/logit models is required. Note also that the course does rely on notation and there is a certain degree of formalisation (at the level of this paper).

The practical part of the course will make use of Stata; although the exercises will be guided,basic familiarity with this software is strongly recommended (Please see Basic Stata PDF).

In considering this course, please note that while offering an in-depth and thorough overview and discussion of the various evaluation methods, this is not an advanced course at the post-graduate level. Most emphasis is devoted to understanding the issues, to the choice of the most appropriate method for a given context and to the implementation of evaluation methods in practice. On the other hand, there is also a certain degree of formalisation, so this course might not be the most suitable to those purely interested in commissioning or managing evaluation work.

Note also that while participants have often come from a range of backgrounds and have reported enjoying the course, the examples and discussions come from a mostly (labour) economics perspective.

Background reading

No preparatory reading is required as the course does not assume prior knowledge of evaluation methods and issues.

Past participants have however suggested emphasising the importance of reading the following paper to get acquainted with the notation and concepts, while others have recommended that it be set as required reading at the end of the first day (a copy will be included in the course pack for reference). This paper in fact covers some of the evaluation methods that will be discussed in detail during the course, and does so at the same level of formalisation that will be used in the technical part of the course. It may thus be worthwhile to scan it in advance of the course to get an idea of the issues, notation and material more generally:

Blundell, R., Dearden, L. and Sianesi, B. (2005), "Evaluating the Effect of Education: Models, Methods and Results from the National Child Development Survey", Journal of the Royal Statistical Society, Series A, 168, 473-512. IFS Working Paper.
Year(s) Of Engagement Activity 2019
 
Description Uncertain identification - presentation at the 9th French Econometrics Conference, Paris 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Postgraduate students
Results and Impact Uncertain identification - presentation at the 9th French Econometrics Conference, Paris
Year(s) Of Engagement Activity 2017
 
Description Urban movement and activity pattern analysis (organizers: Lars Nesheim (cemmap) and Paul Longley (CDRC)). October 22 Academic audience of 40 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach Local
Primary Audience Study participants or study members
Results and Impact Urban movement and activity pattern analysis (organizers: Lars Nesheim (cemmap) and Paul Longley (CDRC)).
October 22
Academic audience of 40
Year(s) Of Engagement Activity 2020
 
Description Weak Identification in a Class of Generically Identified Models with an Application to Factor Models - Gregory Cox (Columbia University) 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact Weak Identification in a Class of Generically Identified Models with an Application to Factor Models - Gregory Cox (Columbia University)
Year(s) Of Engagement Activity 2018
 
Description Workshop - Conference on Incomplete Models held at Northwestern 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact Workshop - Conference on Incomplete Models held at Northwestern
9-10 November 2018
Year(s) Of Engagement Activity 2018
 
Description Workshop - Macroeconomic Modelling and Forecasting 
Form Of Engagement Activity Participation in an activity, workshop or similar
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact The workshop will showcase the current research by some leading researchers in Macroeconometrics and Applied Macroeconomics, with an emphasis on methodological innovations.

Confirmed speakers:

Marco del Negro (New York Fed) - Please click here for Marco's Papers.

Toru Kitagawa (UCL)

James Hamilton (UCSD)- Please click here for James' Papers.

Sophocles Mavroeidis (Oxford)

Barbara Rossi (UPF).
Year(s) Of Engagement Activity 2018
 
Description cemmap Conference in Applied Microeconomics at Georgetown University 
Form Of Engagement Activity A talk or presentation
Part Of Official Scheme? No
Geographic Reach International
Primary Audience Professional Practitioners
Results and Impact https://gcer.georgetown.edu/initatives-cemmap-applied-microeconomics-conference
Year(s) Of Engagement Activity 2018