Estimation of censored paneldata models with slope heterogeneity with shu shen, 2014, journal of applied econometrics, 29. Professor shengs work develops tools to estimate empirical models of social interactions. It also includes statistical tests and confidence sets with correct size and coverage. Testing generalized regression monotonicity, econometric theory, 35, 11461200, 2019. An excellent introduction to probability and statistics is statistical inference by casella and berger 2002.
Date name title of presentation 462012 jungmo yoon, claremont mckenna college nonparametric estimation and inference on conditional quantile. Econometrics ii fall 2007, fall 2006 econometrics i spring 2006. Testing treatment effect heterogeneity in regression discontinuity designs. Testing crosssectional stock returns predictability without data snooping bias, joint with.
We consider inference on optimal treatment assignments. Before joining the imf in 2010, she was a principal analyst at. Date name title of presentation 162020 jie wei, hust, wuhan, china a panel probit model with timevarying individual effects 12020 resul cesur. Written by renowned experts in their respective fields, schaums outlines cover everything from math to science, nursing to language.
If we are only interested in the causal effect of x on y, we can use a weaker assumption of conditional mean independence. If youre trying to reach a phd student who isnt listed here, please contactphd program administrator mirtha cabello or check the bu directory. As an economics major at seton hall, youll enhance your quantitative and analytical skills through an intellectual discourse that it unbiased and rigorous, studying a range of economic schools of thought keynesian, postkeynesian and neoclassical. Ecn140 econometrics shu shen 1 19 lecture 1 outline course outline i chapter 1.
Lack of identification diagnostics in gmm contexts, joint with stephen g. Internally consistent estimation of nonlinear panel data models with correlated random. Lu huang university of connecticut school of business. For those wanting a deeper foundation in probability, i recommend ash 1972 or billingsley 1995. September 6 mee room, room 342, third floor, memorial union, u. Author links open overlay panel yuchin hsu a b c 1 shu shen d.
The first chapter proposes methods for examining how a response. Testing for homogeneity in mixture models, with roger koenker and stanislav volgushev, 2018, econometric theory, 344, 850895 4. Econometrics seminars spring 2012 ucr department of economics. Econometrics seminars winter 2020 ucr department of economics. Shu shen gratefully acknowledges research support from the institute for social sciences of the. When available, the papers may be downloaded as pdf files, which can be read or printed using the acrobat reader. More than 40 million students have trusted schaums outlines for their expert knowledge and helpful solved problems. Shuchun susan yang is a senior economist in the fiscal surveillance division of the fiscal affairs department. Econometrics, 208, 468486, 2019 joint with shu shen. Testing crosssectional stock returns predictability without data snooping bias, joint with kendro vincent.
One area of econometrics that is of particular interest to applied researchers is programme. Economists study the choices individuals and nations make, and why. The 2020 kansas econometrics workshop april 18, 2020 department of economics, university of kansas we are happy to announce that 2020 kansas econometrics workshop, organized by the department of economics, university of kansas, will be held on april 18 saturday, 2020 at university of kansas about 40 miles to the west of kansas city, kansas. Theory and application in treatment effect evaluation, with shu shen, 2018, the econometrics. Shu shen and junjie zhang revision submitted to the journal of the american statistical associations. Testing treatment e ect heterogeneity in regression. Twosided heterogeneity, endogenous sharing, and international matching markets revise and resubmit, economic theory 2. Econometrics f2017, uc riverside econometrics s2015, econometrics uc berkeley 2014, uc davis econometrics w20, environmental economics f20, uc santa barbara w20. Theory and application in treatment effect evaluation with shu shen pdf, the econometrics journal, 2018, 21, 15. Testing treatment effect heterogeneity in regression. Econometrics iii empirical industrial organization ii machine learning, statistics, and engineering advanced statistical methods information control and games. Twosided heterogeneity, endogenous bargaining, and international matching markets 2. This is a partial listing of secondyear and above phd students in the department of economics.
Revision submitted to the journal of the association of environmental and resource. We would like to show you a description here but the site wont allow us. Econometrics seminars winter 2020 ucr department of. Shu shen teaches courses in analysis of economic data ecn 102, econometrics ecn 140, and economic and financial forecasting currently ecn 190 for undergraduate students, and crosssectional econometrics ecn 240d and topics in econometrics. Such methods are useful when economists or policy makers. Our methods allow for inference on the treatment assignment rule that would be optimal given knowledge o. Although formal statistical arguments and theoretical properties of linear econometrics regression will be introduced, this course will focus more on. Weakinstrument robust inference for twosample instrumental variables regression with shu shen. The first chapter proposes methods for examining how a response variable is influenced by a covariate. Joe journal of econometrics vol 208, issue 2, pages. Immigration, matching, and inequality with jihyun park work in progress 1. Introduction to probability and statistics fall 2012, fall 20, fall 2015, fall 2016, fall 2019.
Shu chun susan yang is a senior economist in the fiscal surveillance division of the fiscal affairs department. Date name title of presentation 162020 jie wei, hust, wuhan, china a panel probit model with timevarying individual effects 12020 resul cesur, university of connecticut did. The conditional expectation of u does not depend on x if control for. Retaliation is also prohibited by university policy. Professor shu shen department of economics university of california, davis. Joe journal of econometrics vol 208, issue 2, pages 323. The university of kansas prohibits discrimination on the basis of race, color, ethnicity, religion, sex, national origin, age, ancestry, disability, status as a veteran, sexual orientation, marital status, parental status, gender identity, gender expression, and genetic information in the universitys programs and activities. Shu 201 honors calculus normand,raoul justin friday, december 21. The university of texas at austin, 2011 supervisor.
For further study in econometrics beyond this text, i recommend davidson 1994 for asymptotic theory, hamilton 1994 for timeseries methods, wooldridge 2002 for panel data and discrete response models, and li and racine 2007 for nonparametrics and semiparametric econometrics. Ecn 140 econometrics university of california, davis prof. Robust uniform inference for quantile treatment effects in regression discontinuity designs, journal of econometrics, 211, 589618, 2019 joint with harold d. This paper proposes consistent testing methods that can be used to examine the effect of a policy treatment on the whole distribution of response outcomes within the settings of a regression discontinuity design. Shuyang sheng is an assistant professor of economics after obtaining her ph. Schaums outline of statistics and econometrics, second. Theory and application in treatment effect evaluation with shu shen. Monotonicity test for local average treatment effects under regression discontinuity yuchin hsu institute of economics, academia sinica,taiwan shu shen university of california, usa 2. Jason abrevaya may 2019 university of texas at austin. Stephen donald my dissertation includes three essays that examine or relax classical restrictive assumptions used in econometrics estimation methods. Twosample instrumentalvariables regression with potentially. The joint distribution the joint distribution of discrete rvs x and y is the probability that the two rvs simultaneously take on certain. My dissertation includes three essays that examine or relax classical restrictive assumptions used in econometrics estimation methods. We develop a command, weaktsiv, for twosample instrumentalvariables regression models with one endogenous regressor and potentially weak instruments.
The simple regression model shu shen lecture 2 outline simple linear regression model i 1. Applied econometrics for health economists a practical guide 2nd edition andrew m. Jan 06, 2020 econometrics seminars winter 2020 mondays, 4. Double machine learning with gradient boosting and its application to the big n audit quality effect. Program for 2012 california econometrics conference this. You may only refer to the exam and the provided formula sheet. Omitted variable bias population regression equation true world suppose we omitted x 1i and estimated the following regression. Before joining the imf in 2010, she was a principal analyst at the congressional budget office. For more advanced statistical theory, i recommend lehmann and casella. Program for 2012 california econometrics conference this version. Econometrics seminars spring 2012 ucr department of.
Armstrong, timothy and shen, shu, inference on optimal treatment assignments april 9, 2015. Testing treatment e ect heterogeneity in regression discontinuity designs yuchin hsuy institute of economics, academia sinica. Ecn190 time series and financial econometrics financial econometrics part i shu shen 1 21 financial. Shu shen people in the social science departments at uc. Professor shu shen department of economics university of california, davis office. Oracle and adaptive false discovery rate controlling methods for onesided testing. The joint distribution the joint distribution of discrete rvs x and y is the probability that the two rvs simultaneously take on certain values, say x and y. Our methods allow for inference on the treatment assignment rule that would be optimal given knowledge of the population treatment effect in a general setting. Shu shen, ucd with tim armstrong inference on optimal treatment assignment tentative title. Econometric theory, applied econometrics, applied microeconometrics. Contact tae hwy lee when available, the papers may be downloaded as pdf files, which can be read or printed using the acrobat reader.
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