
Program
41st Annual Meeting of the Canadian Econometrics Study Group
Recent Advances in Econometrics: robustness, flexibility and adaptivity
Dates: October 16 – 18, 2026
Venue: Coast Coal Harbour Vancouver Hotel
Host: Simon Fraser University
Friday, October 16, 2026
14:00 – 14:05 Opening Remarks
14:05 – 14:50 Keynote Address I – Chair: Xiaoting Sun (SFU)
Tong Li (Vanderbilt)
14:50 – 16:20 Panel Data Methods & Applications – Chair: TBA
Bin Chen (Rochester): Semiparametric Inference in Panel Data with Interactive and High-dimensional Confounding
Young Ahn (Brown): Disentangling Extensive and Intensive Margin Effects in Panel Data
Kensuke Sakamoto (McGill): Estimation and Inference in a Peer Effects Model under Heteroskedasticity
16:20 – 16:40 Coffee break
16:40 – 18:10 Model Selection, Experimental Design and Policy Evaluation – Chair: TBA
Yan Liu (Kyoto): Model Selection Tests for Incomplete Models
Zhenxiao Chen (Pennsylvania): Policy Learning with Network-Shaping Treatments
Sid Kankanala (Chicago): Compound Decisions and Empirical Bayes via Bayesian Nonparametrics
18:10 – 20:00 Poster Session I & Welcome Reception
Poster presenters listed below.
Saturday, October 17, 2026
7:30 – 8:00 Breakfast
8:00 – 8:45 Keynote Address II – Chair: Bertille Antoine (SFU)
Yoosoon Chang (Indiana Bloomington)
8:45 – 10:15 Causal Inference and Research Design – Chair: TBA
Lonjezo Sithole (Michigan): Multi-margin Selection in Leniency Designs
Evan Munro (Chicago Booth): Robust Signal Maximization in Spillover Experiments
Sunny Karim (Carleton): Good Controls Gone Bad: Difference-in-differences with Covariates
10:15 – 10:35 Coffee break
10:35 – 12:35 Advances in GMM, IV, and Moment-Based Inference – Chair: TBA
Grigory Franguridi (USC): Generalized Method of Moments with Partially Missing Data
Hiroyuki Kasahara (UBC): Representativeness and Efficiency in Overidentified IV
Lixiong Li (Johns Hopkins): Econometric Inference with Machine-Learned Proxies: Partial Identification via Data Combination
Saraswata Chaudhuri (McGill): Targeted Feasible Generalized Least Squares
12:35 – 14:00 Lunch & Poster Session II
Poster presenters listed below.
14:00 – 16:00 ML and Computational Econometrics – Chair: TBA
Yao Luo (Toronto): PINE: Amortized Neural Estimation for Random-Coefficients Demand Models
Benoit Perron (U. de Montreal): Bootstrapping with AI/ML-generated Labels
Yuya Shimizu (UW-Madison): Econometrics with Pre-Trained Embeddings for Unstructured Data
Matt Webb (Carleton): Which Policy Works, and Where? Estimation and Inference for State-Level Treatment Effects in Difference-in-Differences
16:00 – 16:20 Coffee break
16:20 – 18:20 Journal of Econometrics Session – Chair: TBA
Yiru Wang (Pittsburgh): Heterogeneous Local Projections
Ilya Archakov (York): A Robust Similarity Estimator
Natasha Kang (Xiamen): A Framework for Common Long Cycles
Michele Piffer (Bank of England and King’s College): Theory Based Priors for the Output Gap
18:30 – 20:30 Conference Dinner
Sunday, October 18, 2026
7:30 – 8:00 Breakfast
8:00 – 8:45 Keynote Address III – Chair: Dongwoo Kim (SFU)
Pedro Sant’Anna (Emory)
8:45 – 10:15 Robustness, Specification and Testing – Chair: TBA
Deborah Kim (Warwick): Testing Sign Agreement
Frank Kleibergen (Amsterdam): Testing for Identification in Potentially Misspecified Linear GMM
Ertian Chen (UCL): Robust Structural Estimation under Misspecified Latent-State Dynamics
10:15 – 10:35 Coffee break
10:35 – 12:35 Semiparametric and Nonparametric Methods – Chair: TBA
Leonard Goff (Calgary): Identification of Causal Effects with a Bunching Design
Max Tabord-Meehan (Toronto): Inference for Linear Systems with Unknown Coefficients
Jun Ma (Renmin): Tuning Free Semi-parametric Estimation for First Price Auctions with Endogenous Entry
Jean-Marie Dufour (McGill): Approximation Bounds for Conditional Expectations and Nonparametric Regressions: Theory and Inference
12:35 – 14:00 Lunch & Adjourn
Poster Session I (Friday, October 16):
- Sami Abdurahman (TMU): Kolmogorov-Arnold Sieve Networks for High-Dimensional Estimation and Inference
- Victor Aguiar (SFU): GARP-EFM: Improving Foundation Models with Revealed Preference Structure
- Yanping Chen (Indiana Bloomington): Robust Variance Estimation in Linear Regression: A Projection-Geometry Perspective
- Xiao Gao (UC Riverside): Local Quantile Regression Forest
- Kohei Izumi (Rochester): Nonparametric Threshold Regression via Local Classification
- Jakob Juergens (UW-Madison): Orthogonal Inference for Conditional Z-Estimation without Cross-Fitting: A Distributional Nearest-Neighbor Approach
- Mahdi Ebraihimi Kahou (Bowdoin): The Blessings of Overparameterization: Applications in Solving Economic Models
- James MacKinnon (Queen’s): Improved Inference for CSDID Using the Cluster Jackknife
- Anicet Nzeukoc (U de Montreal): Instrumental Variable Estimation of Risk-Neutral Density using Functional Linear Models
- Adrian Schroeder (Toronto): Markov Kernel Methods: Multiple Equilibria, Uncertainty Regimes, and Learning
- Elisavet Serenidou (Guelph): Spatial Regression Discontinuity Designs under Spillovers: Estimation and Inference
- Rosnel Sessinou (Surrey): Encompassing and Progression Testing in High-Dimensions
- Pascale Valery (HEC Montreal): Mimicking for Value: Rivals’ Strategic Innovation Responses to Technological Acquisitions
- Yuanyuan Wan (Toronto): Identifying Strategic Misreporting and Correcting Biased Estimates
- Zhiheng You (Pennsylvania): Model Restrictiveness in Functional and Structural Settings
- Jun Zhao (York): Structural Analysis of Posted-Price Selling in Online Markets: A Nonparametric Approach
Poster Session II (Saturday, October 17):
- Roy Allen (Western): Latent Utility and Latent Choices
- Alexandru Badescu (Calgary): On the Relation between Discrete and Continuous-Time Affine Option Pricing Models
- Chun Pang Chow (UBC): Markups, Markdowns, and Productivity: Identification and Estimation of Production Function and Labor Supply Curve
- Sebastian Fossati (Alberta): Unfolding Regional Business Cycles: Factor Models for Three-Way State-Level Tensors
- Bela Georgiev (TMU): Comparing Treatment Effects in Staggered Difference-in-Differences Designs
- William Hope (Wilfrid Laurier): Evaluating Copper Price Forecasts: A Meta-Study
- Nail Kashaev (Western): Discrete Choice with Endogenous Peer Selection
- Doosoo Kim (TMU): Model-Based Interpretation of Pretrend Tests in Difference-in-Differences
- Alex Maynard (Guelph): Modelling the Implications of Geographical Controls and Instruments in Fingerprinting Regressions
- Simon Rudkin (Manchester): A Neighborhood-Based Local Decomposition of Group Differences
- Rostand Tchouakam Mbouendeu (U de Montreal): Solving Consumption-Investment Models with Theory-Informed Neural Networks (TINNs): Theory and Implementation
- Atom Vayalinkal (Toronto): Many Treatments, Some Instruments: Sharp Identification and Specification Testing in Treatment Selection Models
- Qiyang Yu (Rochester): Spillovers under Common Shocks in Panel Data: Estimation and Inference
- Elaheh Zarabi (York): Count Variables with Locally Explosive Patterns
- Zhengluo Zhang (Toronto): Sequential Nested Logit under Cut Bayesian Inference