Program
39th Annual Meeting of the Canadian Econometrics Study Group
Inequality Measures and Econometric Modelling
Schedule as of August 26, 2024
Dates: October 25 – 27, 2024
Venue: Novotel North York
Host: Department of Economics, York University
Friday, October 25, 2024
18:00 – 20:00: Welcome Reception and Poster Session I
Poster presenters listed below.
Saturday, October 26, 2024
8:00 – 8:30: Continental Breakfast and Registration
8:30 – 9:10: Keynote Address I – Chair: Antoine Djogbenou (York University)
Francesca Molinari (Cornell University): Inference for an Algorithmic Fairness-Accuracy Frontier
9:15 – 10:35: Session I – IDENTIFICATION – Chair: Victoria Zinde-Walsh (McGill University)
Victor Aguirregabiria (University of Toronto): Identification of Structural Parameters in Dynamic Discrete Choice Games with Fixed Effects Unobserved Heterogeneity
Discussant: Jun Zhao (York University)Ruli Xiao (Indiana University): Identification of Dynamic Discrete Choice Models with Hyperbolic Discounting Using a Terminating Action
Discussant: Mathieu Marcoux (University of Montreal)
10:35 – 10:50: Break
10:50 – 12:10: Session II – EFFICIENT ESTIMATION – Chair: Prosper Dovonon (Concordia University)
Bertille Antoine (Simon Fraser University): Efficient Two-Sample Instrumental Variable Estimators with Change-Points and Near-weak Identification
Discussant: Leonard Goff (University of Calgary)Ilze Kalnina (North Carolina State University): Improved Estimation by Simulated Maximum Likelihood
Discussant: Nikolay Kudrin (Queen’s University)
12:10 – 13:10: Lunch
13:10 – 15:10: Session III –- INEQUALITY MEASURES I – Chair: René Garcia (University of Montreal)
Arthur Charpentier (UQAM): Calibration of Probabilistic Scores of Classifiers
Discussant: Yang Lu (Concordia University)Jean-Marie Dufour (McGill University): Winners and Losers: Extended Lorenz Curves and Gini Coefficients for Possibly Negative Variables
Discussant: Xin Gao (York University)Christian Gourieroux (University of Toronto): The Risk of Random Sets with Applications to Basket Derivatives
Discussant: Ilya Archakov (York University)
15:10 – 15:30: Break
15:30 – 17:30: Session in Honor of Russell Davidson (McGill University) – Chair: James MacKinnon (Queen’s University)
Charles Beach (Queen’s University): A Statistical Characterization of Median-Based Inequality Measures
Discussant: Pujee Tuvaandorj (York University)Emmanuel Flachaire (Aix-Marseille University): Inequality Decomposition with Machine Learning
Discussant: Xiaolin Sun (Monash University)Rami Tabri (Monash University): The Information Projection in Moment Inequality Models: Existence, Dual Representation, and Approximation
Discussant: Thomas Russell (Carleton University)
17:30 – 18:45: Poster Session II
Poster presenters listed below.
19:00 – 21:00: Conference Dinner
Sunday, October 27, 2024
8:00 – 8:30: Continental Breakfast
8:30 – 9:10: Keynote Address II – Chair: Paul Rilstone (York University)
Marc Henry (Penn State University): Lorenz Map, Inequality Ordering and Curves Based on Multidimensional Rearrangements
9:15 – 10:35: Session V – INEQUALITY MEASURES II – Chair: Marcel Voia (University of Orleans)
Gordon Anderson (University of Toronto): Inequality Measurement in Multivariate Ordinal Environments
Discussant: Max Antoine Lesellier (University of Montreal)Ricardas Zitikis (Western University): Measuring Income Inequality via Percentile Relativities
Discussant: Arthur Thomas (Paris Dauphine University)
10:35 – 10:50: Break
10:50 – 12:10: Session VI – BIG DATA – Chair: Razvan Sufana (York University)
Bin Chen (University of Rochester): Inference for CP Tensor Factor Model
Discussant: Dalibor Stevanovic (UQAM)Firmin Doko Tchatoka (The University of Adelaide): Identification of High-Dimensional Panel Autoregressions with Application to Climate Change
Discussant: Abhimanyu Gupta (University of Essex)
12:10 – 13:10: Lunch
13:10 – 15:10: Session VII – CAUSAL INFERENCE – Chair: Lynda Khalaf (Carleton University)
Désiré Kédagni (University of North Carolina at Chapel Hill): Evaluating the Impact of Regulatory Policies on Social Welfare in Difference-in-Difference Settings
Discussant: Julius Owusu (University of Bristol)Hiro Kasahara (Vancouver School of Economics): Event Study Designs for Discrete Outcomes with Latent Heterogeneity
Discussant: Yuanyuan Wan (University of Toronto)Ismaël Mourifié (Washington University in St. Louis): Lee Bounds with Multilayered Sample Selection
Discussant: Nese Yildiz (University of Rochester)
Poster Session I:
- Abdallah Zalghout (MacEwan University): Simultaneous Inference Methods for Distributional Analysis
- Abhimanyu Gupta (University of Essex): Testing Linearity of Spatial Interaction Functions
- Adrian K. Schroeder (University of Toronto): Recurrent Neural Network GO-GARCH Model for Portfolio Selection
- Alain Hecq (Maastricht University): Reduced-Rank Matrix Autoregressive Models: A Medium N Approach
- Alex Maynard (University of Guelph): Inference in Predictive Quantile Regressions
- Alexander Murray (Bank of Canada): Model Aggregation for Improving Forecasts of Canada’s Core Inflation Rate
- Amal Sere (University of Montreal): Estimation of Demand with Market-Level Data in the Case of Decreasing Returns
- Arthur Thomas (Paris Dauphine University): Forecasting Extreme Trajectories Using Semi-norm Representations
- Aryan Manafi Neyazi (York University): GCov-Based Portmanteau Test
- Atom Vayalinkal (University of Toronto): Sharp Identification Regions in General Selection Models with (Un)ordered Treatments and Discrete Instruments
- Brice Gueyap (Western University): Identification and Estimation of a Semiparametric Logit Model using Network Data
- Cathy Ning (Toronto Metropolitan University): Safe Haven Currencies: A Dependence-Switching Copula Approach
- Chenyue Liu (University of Toronto): Identifying Local Quantile Treatment Effects With an Invalid Instrument
- Dalibor Stevanovic (UQAM): Estimation of Non-Gaussian SVAR Using Tensor Singular Value Decomposition
- Dinghai Xu (University of Waterloo): Modeling “Good” and “Bad” Volatilities under a Threshold Realized Semivariance GARCH
- Dongwoo Kim (Simon Fraser University): Semi-Nonparametric Models of Multidimensional Matching: an Optimal Transport Approach
- Doosoo Kim (Toronto Metropolitan University): Specification Tests for Difference-in-Differences Models
- Doyeon Pyun (Indiana University): From Functional Autoregressions to Vector Autoregressions
- Emile Herve Ndoumbe (University of Ottawa): Estimating Industry Risk Premia using Large-Scale Information on Volatility: A Supervised Dynamic Orthogonal Component (sDOC) Approach
- Endong Wang (McGill University): Counterfactual Analysis in Macroeconomics: Theory and Inference
- Erica Mtenga (Georgia State University): Estimating Treatment Effects in the Presence of Overlapping Programs and Misreporting
- Firmin Ayivodji (University of Montreal): Can Media Narratives Predict House Price Movements?
- Gabriel Rodriguez-Rondon (McGill University): Estimation and Inference for Higher-Order Stochastic Volatility Models with Leverage
- Hui Xiao (Saint Mary’s University): Trust Thy Neighbor? Uncovering the Structure of the Real Estate Market
- Hyun Hak Kim (Toronto Metropolitan University): GAM-MIDAS: Generalized Additive Model Based Mixed-Data Sampling Regression with Informal Data
- Jiatong Li (Vanderbilt University): Uniform Inference in High-Dimensional Threshold Regression Models
- Jooyoung Cha (Vanderbilt University): Beyond Sparsity: Local Projections Inference with High-Dimensional Covariates
- Julius Owusu (University of Bristol): Randomization Inference of Heterogeneous Treatment Effects under Network Interference
- Kazuhiko Hayakawa (Hiroshima University): A Unified Approach to Estimation and Inference for Short Linear Panel Regression Models with Dynamics, Endogeneity and Interactive Fixed Effects
- Kenichi Shimizu (University of Alberta): Scalable Estimation of Multinomial Response Models with Uncertain Consideration Sets
- Kensuke Sakamoto (University of Wisconsin-Madison): Causal Inference under Endogenous Network Interference
- Leonard Goff (University of Calgary): Outcome-Agnostic Identification with Instrumental Variables
- Marine Carrasco (University of Montreal): Nonparametric Estimation of the Density of a Change-Point
- Martin Burda (University of Toronto): Constrained Bayesian Neural Network Utility in the Design of Price Promotions
- Masaya Takano (Monash University): Dynamics of Distributions: Earnings, Income, and Wealth
- Mathieu Marcoux (University of Montreal): Estimating Marginal Costs from Discrete Prices and Product Characteristics: An Application to Mobile Plans
- Matthew D. Webb (Carleton University): Using Images as Covariates: Measuring Curb Appeal with Deep Learning
Poster Session II:
- Matthew J. Elias (e61 Institute): Testing for Restricted Stochastic Dominance under Survey Nonresponse with Panel Data: Theory and an Evaluation of Poverty in Australia
- Max Antoine Lesellier (University of Montreal): A Most Powerful Moment-Based Test on the Distribution of Random Coefficients
- Nikolay Kudrin (Queen’s University): Testing for and Evaluating the Extent of Selective Reporting
- Peter MacKenzie (York University): Assessing the Impact of Digital and Financial Technologies on Business Efficiency and Cyber Security in Canada
- Prosper Dovonon (Concordia University): A Uniformly Valid Test for Instrument Exogeneity
- Quinlan Lee (University of Toronto): Forecast Relative Error Decomposition
- Rosnel Sessinou (HEC Montreal): Precision Least Squares: Estimation and Inference in High-Dimensions
- Sidi Sawadogo (University of Montreal): Machine Learning in Two-Stage Estimation of Dynamic Structural Models: A Focus on Transition Matrix Estimation
- Steven F. Lehrer (Queen’s University): Do Opportunities for Low-Income Students at Top Colleges Promote Academic Success? Evidence from Colombia’s Ser Pilo Paga Program
- Sunny Karim (Carleton University): Difference-in-Differences with Unpoolable Data
- Thomas Russell (Carleton University): A Dual Approach to Wasserstein-Robust Counterfactuals
- Vadim Marmer (University of British Columbia): Unknown Group Structures in Econometric Models
- Wasiu Babajide Akintunde (Texas Tech University): Exploring the Link Between Technological Innovation, Economic Development, and CO2 Emissions in the US: Application of the ANN and EKC Techniques
- Wilfried Youmbi (Western University): Nonparametric Analysis of Random Utility Models with Nontransitive Preferences
- Xiaolin Sun (Monash University): Partially Identified Heterogeneous Treatment Effect with Selection: An Application to Gender Gaps
- Yang Lu (Concordia University): Backtesting Expected Shortfall: A Duration-Severity Approach
- Yanyou Chen (University of Toronto): Driving the Drivers: Algorithmic Assignment in Ride-Hailing
- Yao Luo (University of Toronto): Demand Analysis under Price Rigidity and Endogenous Assortment: An Application to China’s Tobacco Industry
- Yukun Ma (Vanderbilt University): Doubly Robust Estimators with Weak Overlap
- Yuya Shimizu (University of Wisconsin-Madison): Nonparametric Regression under Cluster Sampling
Sponsors:
- Office of the Vice-President Research & Innovation, York University
- Faculty of Liberal Arts & Professional Studies, York University
- Department of Economics, York University
- Social Sciences and Humanities Research Council of Canada
- Canadian Economics Association
- Analysis Group
- The Society for Nonlinear Dynamics and Econometrics
- York University’s CIRC “Digital Currencies”
- The Fields Institute