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Contributed Papers

Econometric Theory, Model Misspecification, and Inference

Mon, Aug 4, 8:30 AM - 10:20 AM Room CC-205C Music City Center

Pilar PoncelaChair

Business and Economic Statistics Section

7 Presentations

Mosaic inference on panel data

8:35 AM - 8:50 AM

Co-authors: Asher Spector, Rina Barber, Asher Spector, Emmanuel Candes (Stanford University)

Panel data Permutation tests Linear regression Semiparametric models Hypothesis tests

Pairwise difference representations of moments: Gini and generalized Lagrange identities

8:50 AM - 9:05 AM

Co-authors: Jean-Marie Dufour (McGill University), Abderrahim Taamouti (University of Liverpool Management School), Meilin Tong (McGill University), Meilin Tong (McGill University)

Moments Covariance Skewness Kurtosis Gini Lagrange identity

Misspecification in trivariate probit models with recursive structure and sample selection

9:05 AM - 9:20 AM

Co-authors: ROCIO SANCHEZ-MANGAS (UNIVERSIDAD AUTONOMA DE MADRID), ROCIO SANCHEZ-MANGAS (UNIVERSIDAD AUTONOMA DE MADRID), MARCO A. PEREZ-NAVARRO (UNIVERSIDAD AUTÓNOMA DE MADRID)

trivariate probit models sample selection recursive models Simulated Maximum Likelihood estimation

Estimation and Prediction in Mis-specified Fractionally Integrated Models with an Unknown Mean

9:20 AM - 9:35 AM

Co-authors: Kanchana Nadarajah (University of Sheffield), Kanchana Nadarajah (University of Sheffield), Indeewara Perera (University of Sheffield), Donald Poskitt (Australian National University)

conditional sum of squares linear predictor long memory model maximum likelihood mis-specification pseudo-true value

Design-based weighted regression estimators for conditional spillover effects

9:35 AM - 9:50 AM

Co-authors: Fei Fang (Yale University), Fei Fang (Yale University), Edoardo Airoldi (Temple University), Laura Forastiere (Yale University)

causal inference in networks design-based causal inference

Model-assisted inference of staggered rollout cluster randomized experiments

9:50 AM - 10:05 AM

Co-authors: Xinyuan Chen (Mississippi State University), Xinyuan Chen (Mississippi State University), Fan Li (Yale School of Public Health)

Covariate adjustment Causal inference cluster-robust variance estimator design-based inference heteroskedasticity-consistent variance estimator finite-population central limit theorem

Reducing False Discovery Rates for A/B Experiments in Google Cloud

10:05 AM - 10:20 AM

Co-authors: Taylor Mattia (Google), Taylor Mattia (Google)

online A/B experimentation false discovery rate (FDR)permutation testing power analysis Google Cloud multiple comparisons

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