The Gregory C. Chow
Econometric Research Program


Director of Econometrics:
Bo Honoré

Academic Support and
Seminar Coordinator:

Ellen Graf
Phone: (609) 258-4004
Fax: (609) 258-6419

Mailing Address:
Princeton University
Department of Economics
Princeton, NJ 08544-1021

ERP Related Informations:
ERP Archives - Working Papers
ERP Courses
ERP Faculty
ERP Home Page
ERP Resources
ERP Seminar - Archives



Oskar Morgenstern Memorial Seminar
Spring 2017
Tuesdays: 2:40 - 4:00pm
217 Julis Romo Rabinowitz
Speaker's Office: ?

February 21 Jia Li, Duke University
"Volume, Volatility and Public News Announcements"
February 28 Pedro Sant'Anna, Vanderbilt University
"Program Evaluation with Right-Censored Data"
March 7 Andrew Chesher, University College London
"Generalized Instrumental Variable Models"
March 21 No Seminar ~ Spring Break
April 4

Department Wide Seminar

April 12 (Wednesday) Mikkel Plagborg-Moller, Harvard University
"Confidence Sets Based on Shrinkage Estimators"
April 18 James Duffy, University of Oxford
"Limit Theory for Nonlinear Functions of 'Weakly Nonstationary' Linear Processes" (joint with I. Kasparis)
April 25 Elena Manresa, MIT
"Discretizing Unobserved Heterogeneity" joint with Stephane Bonhomme and Thibaut Lamadon (University of Chicago)
May 2 Dennis Kristensen, University College London
"Individual Counterfactuals with Multidimensional Unobserved Heterogeneity" (with R. Blundell and R. Matzkin)
May 8 (Monday) Robert Engle, NYU Stern School of Business
"Structural GARCH:  The Volatility-Leverage Connection"
May 9 Chris Sims
"Feedbacks:  Financial Markets and Economic Activity" (joint with Markus Brunnermeier, Darius Palia, and Karthik Sastry)
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