SESSION ONEUniform nonparametric inference in time series via StataAdditional information: Econ21_Li.pdf
Jia LiSingapore Management University
Panel-data models with large N and large T: An overviewAdditional information: Econ21_Ditzen.pdf
Jan DitzenFree University of Bozen-Bolzano
Instrumental-variable estimation of large-T panel-data models with common factorsAdditional information: Econ21_Kripfganz.pdf
Sebastian KripfganzUniversity of Exeter Business SchoolCoauthor: Vasilis SarafidisBI Norwegian Business School
Break
KEYNOTE ADDRESSNonlinear difference in differences with panel dataAdditional information: Econ21_Wooldridge.zip
Jeffrey M. WooldridgeMichigan State University
Lunch
SESSION TWOInference after model selection
David DrukkerSam Houston State University
Cluster–robust inference: A guide to empirical practiceAdditional information: Econ21_Web.pdf
Matthew D. WebbCarleton UniversityCoauthor: James MacKinnonQueen's UniversityCoauthor: Morten NielsenAarhus University
Break
SESSION THREEdrdid and csdid: Doubly robust DID with multiple time periodsAdditional information: Econ21_Rios-Avila.pdf
Fernando Rios-AvilaBard College
Multiple hypothesis testing in StataAdditional information: Econ21_Clarke.zip
Damian ClarkeUniversidad de Chile
Testing for time-varying Granger causalityAdditional information: Econ21_Baum.pdf
Christopher F. BaumBoston College, DIW Berlin & CESISCoauthor: Jesús OteroUniversidad del RosarioCoauthor: Stan HurnQueensland University of Technology
Econ21_Wooldridge.zip
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