Econometrics – UCR | Department of Economics

Econometrics Seminars Spring 2026

Candice Jenkins — Mon, 15 Sep 2025 21:53:27 +0000

Econometrics Seminars Spring 2026

Tuesday, 2:00-3:20 pm
In-Person Seminars will be held in Sproul 2206.
Zoom meeting ID’s will be emailed out before each seminar.

Questions? Contact Donggyu Kim

When available, the papers may be downloaded as pdf files, which can be read or printed using the Acrobat Reader.

DATE	NAME	TITLE OF PRESENTATION
3/31/2026	Jinyong Hahn, UCLA	Robust estimation and inference with given marginals
4/7/2026
4/14/2026
4/21/2026	Hyungsik Roger Moon, USC
4/28/2026
5/5/2026
5/12/2026	Danna Zhang, UCSD
5/19/2026	Yingying Fan, USC	LLM-Powered Prediction Inference with Online Text Time Series
5/26/2026	Mingyu (Max) Joo, UCR School of Business
6/2/2026

Econometrics Seminars Winter 2026

Candice Jenkins — Mon, 15 Sep 2025 21:44:27 +0000

Econometrics Seminars Winter 2026

Tuesday, 2:00-3:20 pm (unless otherwise is noted with *)
In-Person Seminars will be held in Sproul 2206.
Zoom meeting ID’s will be emailed out before each seminar.

Questions? Contact Tae-Hwy Lee

When available, the papers may be downloaded as pdf files, which can be read or printed using the Acrobat Reader.

DATE	NAME	TITLE OF PRESENTATION
1/6/2026 *Zoom (2:00-3:20pm)	Ekaterina Seregina, Colby College	A Nonlinear Target-Factor Model with Attention Mechanism for Mixed-Frequency Data
1/9/2026 10:00am to 11:00am	Ali Mehrabani, University of Kansas (Joint with Macroeconomics)	Identifying Latent Group Structures in Spatial Panel Models with Common Shocks.
1/9/2026 2:00pm to 3:20pm	Shahnaz Parsaeian University of Kansas (Joint with Macroeconomics)	Mixed Frequency Panel Regressions with Sparsity and Heterogeneity.
1/13/2026	Grigory Franguridi, USC	Generalized method of moments with partially missing data
1/20/2026	No Seminar
1/27/2026	Han Hong, Stanford	The ROC Curve and Statistical Allocations Paper 1 Paper 2
2/3/2026 *Zoom (3:30-4:50pm)	Fuwei Jiang, Xiamen University	Market Risk Premium: A Single Optimal Predictive Factor in High Dimension
2/10/2026 *Zoom (3:30-4:50pm)	Xuan Leng, Xiamen University	Reinforced Tail Quantile Regression
2/17/2026	Whitney Newey, MIT	Linear Estimation of Structural and Causal Effects for Nonseparable Panel Data
2/24/2026 *Zoom (3:30-4:50pm)	Yundong Tu, Peking University	Shattering Break Barriers: Inferential Theory for Group Factor Models Subject to Disruptive Breaks
2/27/2026 *Friday	M. Hashem Pesaran, USC and Cambridge (Joint with Macroeconomics)	The Output Convergence Debate Revisited: Lessons from recent developments in the analysis of panel data models
3/3/2026	Tianyan Tu, UCR	Optimal Tensor Portfolio
3/10/2026	Xiaohong Chen, Yale
3/11/2026 *Wednesday (2:00-3:20pm)	Xiaohong Chen, Yale

Econometrics Seminars Fall 2025

site-admin — Mon, 15 Sep 2025 21:16:18 +0000

Econometrics Seminars Fall 2025

Tuesday, 2:00-3:20 pm
In-Person Seminars will be held in Sproul 2206.
Zoom meeting ID’s will be emailed out before each seminar.

Questions? Contact Ruoyao Shi

When available, the papers can be downloaded as PDF files, which can be read or printed using Adobe Acrobat Reader.

DATE	NAME	TITLE OF PRESENTATION
9/30	Saerom Lee (UCR)	Improving Forecast Combinations
10/2 (Thursday, 4:00-5:20 pm, Room TBA)	Mahrad Sharifvaghefi (Pittsburgh)	Robust GMM Estimation and Testing in a Weak Instrument Setting: Bridging Theory and Practice
10/21	Mengsi Gao (USC)	Endogenous Interference in Randomized Experiments
10/28	Max Farrell (UCSB)	Nonlinear Binscatter Methods
11/4	Keren Fang (UCR)	Inference for Moment Inequalities with Nuisance Functions
11/18	Chuqing Jin (Toulouse)	Why Do Index Funds Have Market Power? Quantifying Frictions in the Index Fund Market
12/2	Takuya Ura (UC Davis)	PRTE with Multidimensional Unobserved Heterogeneity with Lina Zhang

Econometrics Seminars Spring 2025

Christina Gnuschke — Mon, 03 Mar 2025 21:58:03 +0000

Econometrics Seminars Spring 2025

Tuesday, 2:00-3:20 pm
In-Person Seminars will be held in Sproul 2206.
Zoom meeting ID’s will be emailed out before each seminar.

Questions? Contact Donggyu Kim

When available, the papers may be downloaded as pdf files, which can be read or printed using the Acrobat Reader.

DATE	NAME	TITLE OF PRESENTATION
04/01/2025	Xiaoqian Liu (UCR Statistics)	A Majorization-Minimization Gauss-Newton Method for 1-Bit Matrix Completion
04/08/2025 Zoom 3:30-4:50pm	Degui Li (University of Macau)	Large-Scale Curve Time Series with Common Stochastic Trends
04/15/2025	Yinglun Zhu (UCR)	Strategic Scaling of Test-Time Compute
04/22/2025	Dacheng Xiu (University of Chicago)	Can Machines Learn Weak Signals?
04/29/2025	Yuan Liao (Rutgers University)	Does Noise Hurt Economic Forecasts?
04/30/2025 *Wednesday	Yuan Liao (Rutgers University)	The Uncertainty of Machine Learning Predictions in Asset Pricing
05/06/2025 Zoom 3:30-4:50pm	Fa Wang (Peking University)	Estimation and Inference for Unbalanced Panel Data Models with Interactive Fixed Effects
05/12/2025 Monday Joint with Macro	Oscar Jorda (UC Davis)	Interest Rates, Emissions and Energy Efficiency
05/20/2025	Yuefeng Han (University of Notre Dame)	Estimation and Inference for Two-Way Matrix Factor Models
05/27/2025	Kyoo il Kim (Michigan State University)	An Instrumental Variables Approach to Testing Firm Conduct
06/03/2025

Econometrics Seminars Winter 2025

Christina Gnuschke — Fri, 13 Dec 2024 21:49:49 +0000

Econometrics Seminars Winter 2025

Tuesday, 2:00-3:20 pm
In-Person Seminars will be held in Sproul 2206.
Zoom meeting ID’s will be emailed out before each seminar.

Questions? Contact Tae-Hwy Lee

When available, the papers may be downloaded as pdf files, which can be read or printed using the Acrobat Reader.

DATE	NAME	TITLE OF PRESENTATION
1/06/2025 *Monday	Southern California Winter Econometrics Day	Southern California Winter Econometrics Day
1/07/2025	Bin Chen (University of Rochester)	Estimation, inference, and forecast with CP tensor factor models
1/14/2025	Recruiting Seminar
1/21/2025	Allan Timmermann (UCSD)	Financial Statements and Macroeconomic Dynamics
1/28/2025	Recruiting Seminar
2/04/2025	Recruiting Seminar
2/11/2025 *Zoom	Dimitris Korobilis (University of Glasgow, UK)	Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach
2/18/2025	Recruiting Seminar
2/25/2025	Young Eun Choi (UCR)	What is the effect of the corporate marriage of Disney and Pixar on their films’ image quality?
3/04/2025 *Joint seminar with Macro	Richard Crump (NY-FRB)	A Jackknife Variance Estimator for Panel Regressions & A Simple Diagnostic for Time-Series and Panel-Data Regressions
3/11/2025	Graham Elliott (UCSD)	Combining Forecasts – On Why Averaging beats Optimal Linear Weights

Econometrics Seminars Fall 2024

Christina Gnuschke — Thu, 05 Sep 2024 19:58:41 +0000

Econometrics Seminars Fall 2024

Tuesday, 2:00-3:20 pm
In-Person Seminars will be held in Sproul 2206.
Zoom meeting ID’s will be emailed out before each seminar.

Questions? Contact Ruoyao Shi

When available, the papers may be downloaded as pdf files, which can be read or printed using the Acrobat Reader.

DATE	NAME	TITLE OF PRESENTATION
10/15/2024	Timothy Armstrong (USC)	Robust Estimation and Inference in Panels with Interactive Fixed Effects
10/22/2024	Rajveer Jat (UCR)	Sufficient Instruments Filter for Causal Discovery
10/29/2024	Daanish Padha (UCR)	Forecasting using supervised factors and idiosyncratic element
11/05/2024	Andres Santos (UCLA)	Identification and Estimation in a Class of Potential Outcomes Models
11/12/2024	Yifei Ding (UCR)	Deep learning for individual heterogeneity with generated regressors by adversarial training
11/19/2024	Adam McCloskey (University of Colorado, Boulder)	Identification and Estimation of Causal Effects in High-Frequency Event Studies
11/26/2024 *Zoom	Joseph Fry (University of Colorado, Boulder)	Robust Inference when Nuisance Parameters may be Partially Identified with Applications to Synthetic Controls
12/03/2024 2:30pm Zoom	Yingjie Feng (Tsinghua University)	Uniform Estimation and Inference for Nonparametric Partitioning-Based M-Estimators

Econometrics Seminars Spring 2024

Christina Gnuschke — Thu, 21 Mar 2024 21:03:14 +0000

Econometrics Seminars Spring 2024

Tuesday, 2:00-3:20 pm
In-Person Seminars will be held in Sproul 2206.
Zoom meeting ID’s will be emailed out before each seminar.

Questions? Contact Tae-Hwy Lee

When available, the papers may be downloaded as pdf files, which can be read or printed using the Acrobat Reader.

DATE	NAME	TITLE OF PRESENTATION
04/02/2024	Jose Sanchez Gomez (UCR)	Detecting hub variables in large Gaussian graphical models
04/08/2024 Hybrid Monday	Seth Pruitt (Arizona State University)	Risk Exposures from Risk Disclosures: What They Said and How They Said It
04/09/2024	Pedro Isaac Chavez Lopez (UCR)	Sufficient Dimension Reduction in Supervised Forecasting with Many Predictors
04/16/2024	Andrew Chesher (University College London)	Robust Analysis of Short Panels
04/23/2024	Alfonso Landeros (UCR)	The Proximal Distance Principle for Constrained Estimation
04/26/2024 Friday 3:40-5:00pm	Hashem Pesaran (University of Southern California)	Identifying and exploiting alpha in linear asset pricing models with strong, semi-strong, and latent factors Paper Link Online Supplement Link
04/30/2024	Colin Cameron (UC Davis)	Robust Inference for Dyadic Data with Application to the Gravity Model of Trade
05/07/2024	Xinwei Ma (UC San Diego)	Mediation Analysis with Mendelian Randomization
05/14/2024	Zhe Fei (UCR)	U-learning for Prediction Inference via Combinatory Multi-Subsampling: With Applications to LASSO and Neural Networks
05/21/2024	Ruoyao Shi (UCR)	Identification and Estimation of Nonstationary Dynamic Discrete Choice Models
05/28/2024	Shujie Ma (UCR)	Privacy‐Preserving Community Detection for Locally Distributed Multiple Networks
05/30/2024 *Thursday	Yifei Ding (UCR)	Deep learning for individual heterogeneity with generated regressors by adversarial training
06/04/2024	Amos Golan (American University)	Information and Decision Theoretic Approach to Partial Identification

Econometrics Seminars Winter 2024

Christina Gnuschke — Thu, 04 Jan 2024 21:41:11 +0000

Econometrics Seminars Winter 2024

Thursday, 3:30-4:50 pm
In-Person Seminars will be held in Sproul 2206.
Zoom meeting ID’s will be emailed out before each seminar.

Questions? Contact Tae-Hwy Lee

When available, the papers may be downloaded as pdf files, which can be read or printed using the Acrobat Reader.

DATE	NAME	TITLE OF PRESENTATION
01/11/2024	Departmental Seminar
01/18/2024	Departmental Seminar
01/25/2024	Departmental Seminar
02/01/2024	Departmental Seminar
02/08/2024	Fa Wang (Peking University)	Newton Raphson Method for Matrix Completion
02/15/2024 *Zoom	Jie Wei (Huazhong University of Science and Technology)	Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?
02/22/2024	No Seminar
02/29/2024	Daanish Padha (UCR)	Forecasting Economic Time Series Using Supervised Factors and Idiosyncratic Elements
03/07/2024 *Zoom	Yonghui Zhang (Renmin University of China)	A One-Covariate-at-a-Time Multiple Testing Approach to Variable Selection in Additive Models
03/14/2024 *Zoom	Shahnaz Parsaeian (University of Kansas)	Estimation and Identification of Latent Group Structures in Panel Data with Interactive Fixed Effects

Econometrics Seminars Fall 2023

Christina Gnuschke — Tue, 19 Sep 2023 19:59:56 +0000

Econometrics Seminars Fall 2023

Thursday, 3:30-4:50 pm
In-Person Seminars will be held in Sproul 2206.

Questions? Contact Ruoyao Shi

When available, the papers may be downloaded as pdf files, which can be read or printed using the Acrobat Reader.

DATE	NAME	TITLE OF PRESENTATION
10/05/2023	Anh Tran (UCR)	Predicting Discrete Outcomes Using Many Highly Correlated Predictors
10/12/2023	Rajveer Jat	A LASSO-Based Multivariate Maximum Entropy Density Estimator
10/19/2023	Yuehao Bai (USC)	On the Efficiency of Finely Stratified Experiments
10/26/2023	No Seminar
11/02/2023	Pedro Isaac Chavez Lopez (UCR)	High Dimensional Supervised Forecasting for Conditional Quantiles: Quantile-Covariance Three-Pass Regression Filter
11/09/2023	Patrik Guggenberger (Penn State)	More results on finite sample minimax regret rules
11/16/2023	Yifei Ding (UCR)	Continuous Treatment: Methods Comparison
11/23/2023	No Seminar (Thanksgiving Holiday)
11/30/2023	Yong Ju Lee (UCR)	Nonparametric estimation of structural equation under conditional heteroscedasticity
12/07/2023

Econometrics Seminars Spring 2023

Christina Gnuschke — Tue, 07 Mar 2023 19:37:17 +0000

Econometrics Seminars Spring 2023

Thursday, 3:30-4:50 pm
In-Person Seminars will be held in Sproul 2206.
Zoom meeting ID’s will be emailed out before each seminar.

Questions? Contact Ruoyao Shi

When available, the papers may be downloaded as pdf files, which can be read or printed using the Acrobat Reader.

DATE	NAME	TITLE OF PRESENTATION
4/06/2023 *Sproul 2206	Kirill Ponomarev (University of Chicago)	Selecting Inequalities for Sharp Identification in Models with Set-Valued Predictions
4/13/2023 *Sproul 2206	Yinchu Zhu (Brandeis University)	Phase Transition of the Monotonicity Assumption in Learning Local Average Treatment Effects
4/20/2023 *Sproul 2206	Shuyang Sheng (UCLA)	Social Interactions with Endogenous Group Formation
4/27/2023 *Sproul 2206	Anh Tran (UCR)	Forecasting Discrete Outcomes Using Many Highly Correlated Predictors
5/04/2023 *Sproul 2206	Euncheol Shin (Korea Advanced Institute of Science & Technology)	Optimal Influence Design in Networks
5/11/2023 *Sproul 2206	Tao Wang (University of Victoria, Canada)	Distributed Learning for Kernel Mode-Based Regression
5/18/2023 *Sproul 2206	Yingyao Hu (Johns Hopkins University)	Revealing Unobservables by Deep Learning: Generative Element Extraction Networks (GEEN)
5/25/2023 *Sproul 2206	TBD
6/01/2023 *Sproul 2206	Yifei Ding (UCR)	Deep learning for individual heterogeneity with generated regressors
6/08/2023 *Sproul 2206	Yong Ju Lee (UCR)	Nonparametric estimation of structural equation under conditional heteroscedasticity