Program

09:50-10:00: Christian Brownlees and Katerina Petrova
Welcome
10:00-10:40: Victor Todorov (Kellogg School of Management)
Keynote: Observable versus Latent Factors
10:40-11:20: Nikolay Gospodinov (Federal Reserve Bank of Atlanta)
A New Jackknife Variance Estimator for Time-Series and Panel Regressions
11:20-11:50: Coffee Break
11:50-12:30: Stelios Arvantis (Athens University of Economics and Business)
Sparse spanning portfolios and under-diversification with second-order stochastic dominance
12:30-13:10: Jiti Gao (Monash University)
Inference for High-Dimensional Local Projections
13:10-14:20: Lunch
14:20-15:00: Katerina Petrova (Universita' Ca' Foscari)
Uniform inference with general autoregressions
15:00-15:40: Silvia Goncalves (McGill University)
Keynote: Improved inference for nonparametric regression and regression-discontinuity designs
19:00 @ Terraza dei Nobili: Conference Dinner

10:00-10:40: Giuseppe Cavaliere (Bologna University)
Keynote: κ=1
10:40-11:20: Carlos Velasco (Universidad Carlos III)
Instrumental variable estimation via a continuum of instruments
11:20-11:50: Coffee Break
11:50-12:30: James Duffy (University of Oxford)
Identification in (endogenously) nonlinear SVARs is easier than you think
12:30-13:10: Liudas Giraitis (Queen Mary University of London)
Augmented Dynamic Regression
13:10-14:20: Lunch
14:20-15:00: Christian Brownlees (LUISS and UPF)
Anytime-valid Inference for Time Series with Applications to Sequential Causal and Predictive Inference
15:00-15:40: Tassos Magdalinos (Southampton University)
Uniform inference with general AR(p) processes

Venue and Logistics

The conference will be held at the Università Ca' Foscari

Sestiere Dorsoduro, 3246, 30123 Venezia VE

The conference dinner is Terraza dei Nobili at 19:00, on Wednesday 22nd.

Zattere, Dorsoduro, 924, 30123 Venezia VE