Canadian Econometrics Study Group

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The 39th CESG Annual Meeting

Inequality Measures and Econometric Modelling

October 25-26, 2024
Toronto, Ontario

Keynote Speakers:

Marc Henry (Penn State University)

Francesca Molinari (Cornell University)

Host: York University

Program in PDF

Details

The 39th CESG Annual Meeting

October 25-26, 2024
Toronto, Ontario

The 39th Annual Meeting of the Canadian Econometrics Study Group (CESG) will be held in Toronto, Ontario on October 25-26, 2024. The meeting is organized by the Department of Economics at York University.

Venue: Novotel North York

3 Park Home Avenue
Toronto ON, M2N 6L3

Hotel/Travel Information

Accommodation

We have arranged a block of rooms at a special conference rate at the Novotel North York:

Rate: $189 for king bed or double bed until September 15, 2024.
To book, please call hotel reservation directly at 416-733-2929 extension 1 and mention group name “York University-Economics” or Block ID#1744612, to avail the special group rate. Alternatively, you can email reservations@novotelnorthyork.com

Travel Information to Hamilton, ON

Air Travel
- Toronto Pearson International Airport (YYZ) offers a wide range of domestic and international flights.
- Billy Bishop Toronto City Airport (YTZ) is directly connected to the Toronto subway (TTC) line at Union Station through a shuttle.
- You can take the subway to North York Centre Station. The conference venue is 3 minutes walking distance.
- Participants can also use a taxi or a share ride service to travel from the airport to North York in Toronto.
Car Travel
- North York in Toronto is accessible via several major highways, including the 401 and the 407.
Train Travel
- Toronto is served by VIA Rail, providing train connections to various cities across Canada. The closest VIA RAIL station to the conference venue is Union Station Toronto.
- You can use a taxi or a share ride service to travel from the Union Station to North York in Toronto. You can also use the subway line from Union Station to North York Centre Station and walk 3 minutes to the conference venue.

Parking Information around the Venue (North York Novotel)

There is an underground paid parking at the conference venue. There are also other parking slots around the venue.

Call for Papers

The 39th CESG Conference is organized by the Department of Economics at York University in Toronto, Ontario, from October 25-27, 2024.

The conference theme is “Inequality Measures and Econometric Modelling.” The keynote speakers are:

Marc Henry (Penn State University)

Francesca Molinari (Cornell University)

Contributed papers for presentation at the conference are now invited. Contributions are welcome in theoretical, applied, or computation econometrics. Submissions will be considered for regular and poster sessions, and only completed papers (submitted in PDF format) will be considered.

Prospective contributors are invited to submit papers at caneconometrics@gmail.com. The deadline for submissions is May 31, 2024.

Notification of acceptance or rejection will be made by the end of June 2024. All attendees are expected to register for the conference.

For up-to-date information on the conference, please visit https://caneconometrics.ca.

Local organizers: Ilya Archakov, Antoine Djogbenou, Joann Jasiak, Paul Rilstone, Razvan Sufana, Pujee Tuvaandorj, Jun Zhao.

Download PDF

Program

39^th Annual Meeting of the Canadian Econometrics Study Group

Inequality Measures and Econometric Modelling

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)

Rosnel Sessinou (Erasmus School of Economics): Precision Least Squares: Estimation and Inference in High-Dimensions
Discussant: Abhimanyu Gupta (University of Essex)

12:10 – 13:10: Lunch

13:10 – 15:10: Session VII – CAUSAL INFERENCE – Chair: Alain Hecq (Maastricht University)

Ismaël Mourifié (Washington University in St. Louis): Lee Bounds with Multilayered Sample Selection
Discussant: Nese Yildiz (University of Rochester)

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 (Concordia University)

Hiro Kasahara (Vancouver School of Economics): Event Study Designs for Discrete Outcomes with Latent Heterogeneity
Discussant: Yuanyuan Wan (University of Toronto)>

Poster Session I:

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
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
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 (Concordia University): Randomization Inference of endogeneous 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
Sidi Sawadogo (Université de Montréal): Machine Learning in Two-Stage Estimation of Dynamic Structural Models: A Focus on Transition Matrix Estimation

Poster Session II:

Firmin Ayivodji (International Monetary Fund): Can Media Narratives Predict House Price Movements?
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
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 (University of Rochester): Doubly Robust Estimators with Weak Overlap
Yuya Shimizu (University of Wisconsin-Madison): Nonparametric Regression under Cluster Sampling

Accommodation

Travel Information to Hamilton, ON

Parking Information around the Venue (North York Novotel)

Poster Session I:

Poster Session II:

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