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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 Session 1: Panel Data Methods & Applications – Chair: Kyungchul Song (UBC)

14:50 – 15:20 Bin Chen (Rochester): Semiparametric Inference in Panel Data with Interactive and High-dimensional Confounding

15:20 – 15:50 Young Ahn (Brown): Disentangling Extensive and Intensive Margin Effects in Panel Data

15:50 – 16:20 Kensuke Sakamoto (McGill): Estimation and Inference in a Peer Effects Model under Heteroskedasticity

16:20 – 16:40 Coffee Break

16:40 – 18:10 Session 2: Model Selection, Experimental Design and Policy Evaluation – Chair: Nail Kashaev (Western)

16:40 – 17:10 Yan Liu (Kyoto): Model Selection Tests for Incomplete Models

17:10 – 17:40 Zhiheng You (Pennsylvania): Policy Learning with Network-Shaping Treatments

17:40 – 18:10 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

7:00 – 8:00 Breakfast

8:00 – 8:45 Keynote Address II – Chair: Bertille Antoine (SFU)

Yoosoon Chang (Indiana Bloomington)

8:45 – 10:15 Session 3: Causal Inference and Research Design – Chair: Brennan Thompson (Toronto Metropolitan University)

8:45 – 9:15 Lonjezo Sithole (Michigan): Multi-margin Selection in Leniency Designs

9:15 – 9:45 Evan Munro (Chicago Booth): Robust Signal Maximization in Spillover Experiments

9:45 – 10:15 Sunny Karim (Carleton): Good Controls Gone Bad: Difference-in-differences with Covariates

10:15 – 10:35 Coffee Break

10:35 – 12:35 Session 4: Advances in GMM, IV, and Moment-Based Inference – Chair: Thanasis Stengos (Guelph)

10:35 – 11:05 Grigory Franguridi (USC): Generalized method of moments with partially missing data

11:05 – 11:35 Hiroyuki Kasahara (UBC): Representativeness and efficiency in overidentified IV

11:35 – 12:05 Lixiong Li (Johns Hopkins): Econometric Inference with Machine-Learned Proxies: Partial Identification via Data Combination

12:05 – 12:35 Saraswata Chaudhuri (McGill): Targeted Feasible Generalized Least Squares

12:35 – 14:15 Lunch & Poster Session II

Poster presenters listed below.

14:15 – 16:15 Session 5: ML and Computational Econometrics – Chair: Ken Stewart (UVic)

14:15 – 14:45 Yao Luo (Toronto): PINE: Amortized Neural Estimation for Random-Coefficients Demand Models

14:45 – 15:15 Benoit Perron (U. de Montréal): Bootstrapping with AI/ML-generated labels

15:15 – 15:45 Yuya Shimizu (UW-Madison): Econometrics with Pre-Trained Embeddings for Unstructured Data

15:45 – 16:15 Matt Webb (Carleton): Which Policy Works, and Where? Estimation and Inference for State-Level Treatment Effects in Difference-in-Differences

16:15 – 16:35 Coffee Break

16:35 – 18:05 Session 6: Journal of Econometrics Session – Chair: Sílvia Gonçalves (McGill)

16:35 – 17:05 Yiru Wang (Pittsburgh): Heterogeneous Local Projections

17:05 – 17:35 Ilya Archakov (York): A Robust Similarity Estimator

17:35 – 18:05 Natasha Kang (Xiamen): A Framework for Common Long Cycles

19:00 – 21:00 Conference Dinner

Sunday, October 18, 2026

7:00 – 8:00 Breakfast

8:00 – 8:45 Keynote Address III – Chair: Dongwoo Kim (SFU)

Pedro Sant’Anna (Emory)

8:45 – 10:15 Session 7: Robustness, Specification and Testing – Chair: Rosnel Sessinou (Univ. of Surrey)

8:45 – 9:15 Deborah Kim (Warwick): Testing Sign Agreement

9:15 – 9:45 Frank Kleibergen (Amsterdam): Testing for Identification in Potentially Misspecified Linear GMM

9:45 – 10:15 Ertian Chen (Xiamen): Robust Structural Estimation under Misspecified Latent-State Dynamics

10:15 – 10:35 Coffee Break

10:35 – 12:35 Session 8: Semiparametric and Nonparametric Methods – Chair: Vadim Marmer (UBC)

10:35 – 11:05 Leonard Goff (Calgary): Identification of Causal Effects with a Bunching Design

11:05 – 11:35 Max Tabord-Meehan (Toronto): Inference for Linear Systems with Unknown Coefficients

11:35 – 12:05 Jun Ma (Renmin): Tuning Free Semi-parametric Estimation for First Price Auctions with Endogenous Entry

12:05 – 12:35 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, 18:10 – 20:00):

  1. Sami Abdurahman (TMU): Kolmogorov-Arnold Sieve Networks for High-Dimensional Estimation and Inference
  2. Victor Aguiar (SFU): GARP-EFM: Improving Foundation Models with Revealed Preference Structure
  3. Yanping Chen (Indiana Bloomington): Robust Variance Estimation in Linear Regression: A Projection-Geometry Perspective
  4. Xiao Gao (UC Riverside): Local Quantile Regression Forest
  5. Kohei Izumi (Rochester): Nonparametric Threshold Regression via Local Classification
  6. Jakob Juergens (UW-Madison): Orthogonal Inference for Conditional Z-Estimation without Cross-Fitting: A Distributional Nearest-Neighbor Approach
  7. Mahdi Ebraihimi Kahou (Bowdoin): The Blessings of Overparameterization: Applications in Solving Economic Models
  8. James MacKinnon (Queen’s): Improved Inference for CSDID Using the Cluster Jackknife
  9. Anicet Nzeukoc (U de Montréal): Instrumental Variable Estimation of Risk-Neutral Density using Functional Linear Models
  10. Adrian Schroeder (Toronto): Markov Kernel Methods: Multiple Equilibria, Uncertainty Regimes, and Learning
  11. Elisavet Serenidou (Guelph): Spatial Regression Discontinuity Designs under Spillovers: Estimation and Inference
  12. Rosnel Sessinou (Surrey): Encompassing and Progression Testing in High-Dimensions
  13. Pascale Valéry (HEC Montréal): Mimicking for Value: Rivals’ Strategic Innovation Responses to Technological Acquisitions
  14. Yuanyuan Wan (Toronto): Identifying Strategic Misreporting and Correcting Biased Estimates
  15. Zhiheng You (Pennsylvania): Model Restrictiveness in Functional and Structural Settings
  16. Jun Zhao (York): Structural Analysis of Posted-Price Selling in Online Markets: A Nonparametric Approach

Poster Session II (Saturday, October 17, 12:35 – 14:15):

  1. Roy Allen (Western): Latent Utility and Latent Choices
  2. Alexandru Badescu (Calgary): On the relation between discrete and continuous-time affine option pricing models
  3. Chun Pang Chow (UBC): Markups, Markdowns, and Productivity: Identification and Estimation of Production Function and Labor Supply Curve
  4. Sebastian Fossati (Alberta): Unfolding Regional Business Cycles: Factor Models for Three-Way State-Level Tensors
  5. Bela Georgiev (TMU): Comparing Treatment Effects in Staggered Difference-in-Differences Designs
  6. William Hope (Wilfrid Laurier): Evaluating Copper Price Forecasts: A Meta-Study
  7. Nail Kashaev (Western): Discrete Choice with Endogenous Peer Selection
  8. Doosoo Kim (TMU): Model-Based Interpretation of Pretrend Tests in Difference-in-Differences
  9. Alex Maynard (Guelph): Modelling the Implications of Geographical Controls and Instruments in Fingerprinting Regressions
  10. Simon Rudkin (Manchester): A Neighborhood-Based Local Decomposition of Group Differences
  11. Rostand Tchouakam Mbouendeu (U de Montréal): Solving consumption-investment models with Theory-Informed Neural Networks (TINNs): Theory and Implementation
  12. Atom Vayalinkal (Toronto): Many Treatments, Some Instruments: Sharp Identification and Specification Testing in Treatment Selection Models
  13. Qiyang Yu (Rochester): Spillovers under Common Shocks in Panel Data: Estimation and Inference
  14. Elaheh Zarabi (York): Count Variables with Locally Explosive Patterns
  15. Zhengluo Zhang (Toronto): Sequential Nested Logit under Cut Bayesian Inference

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