Special Lectures


LABOUR Lectures: Francis Vella - Georgetown University

Title: Topics in Microeconometrics
Dates: June 20, 21, 22 (10am-12:30pm)

The objective of these lectures is to review some literature on discrete choice, sample selection and nonparametric models before discussing methods devoted to the evaluation of treatment effects. The course will also discuss the use of control functions and quantile regression in econometrics.

Day 1: Binary Choice Models; Multinomial Choice Models; Censored Regressions; Sample Selection Models

Day 2: Program Evaluation; Instrumental Variables; Propensity Score Matching; Regression Discontinuity; Control Functions

Day 3: Control Functions; Semiparametric Estimation; Quantile Regression

Attendance by registration only at andrada.matei@eief.it


FRANCO PERACCHI -University of Rome “Tor Vergata” & EIEF

Title: Nonparametric Methods
Dates: May 19, 21, 22, 23, 26, 28, 29 (9-11am)

Nonparametric density estimators. Linear nonparametric regression estimators. Nonparametric distribution function and quantile function estimators.

GIANCARLO SPAGNOLO - SITE-Stockholm School of Economics

Title: Banking
Dates: May 13 (4-6pm), 19 (2-4pm), 20 (4-6pm), 21, 22, 26 (2-4pm), 27 (4-6pm), 28 (2-4pm)

Theories of financial intermediation. Competition, reputation and the regulation of financial and information intermediaries. The regulatory debate after the financial crisis.


CONSOB – EIEF seminars on Financial Regulation 2012 – 2013

- 17 May 2013, from 12 pm to 1:30 pm: Professor Denis Gromb (INSEAD) - Legal Investor Protection and Takeovers
- 3 June 2013,
from 12 pm to 1:30 pm: Professor Daniel Ferreira (London School of Economics) - Unfriendly Creditors
- 5 July 2013, from 1 pm to 2:30 pm: Professor Thierry Foucault (HEC Paris) - News Trading and Speed
- 31 October 2013, from 1 pm to 2:30 pm: Associate Professor Roman Kozhan (Warwick Business School, University of Warwick) - Toxic arbitrage

…more to be scheduled.

JAN R. MAGNUS - Tilburg University

Title: Pretesting and Model Averaging
Date: April 5 (4-5:30 pm), April 11 (3-4:30 pm), April 12 (5-6:30 pm)

In econometrics we typically use our available data to select a model and also, within the selected model, to estimate or predict. Then we report our estimates or predictions as if the selected model was never in doubt. We therefore ignore the uncertainty generated by the model selection process. This problem is called pretesting and it can have big effects. More general than pretesting is model averaging, where we do not select one single model, but let all models in a class play a role, though not all an equally important role. In the lectures we will develop the theory of pretesting and model averaging, concentrating primarily on weighted-average least squares (WALS). Hand-outs and papers used in the course will be posted or distributed. Course material.



Dates: From June 11 to July 11, 2012.

For details see the calendar. Each visitor will present his own research on the topic.

CONSOB – EIEF seminars on Financial Regulation 2012 – 2013

- 31 May 2012, from 3 pm: Professor Andrew Ellul (Kelley School of Business, Indiana University) - “Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading
- 3 September 2012: Professor Patrick Bolton (Columbia University) - Cream Skimming in Financial Markets
- 19 October 2012, from 11 am: Professor Ailsa Roell (School of International & Public Affairs, Columbia University) - Market Maker Pricing and Information about Prospective Order Flow

LABOUR Lectures: CHARLES F. MANSKI - Northwestern University

Title: Public Policy in an Uncertain World: Analysis and Decisions
Dates: March 20 and 22 (3-5pm)
Lecture 1, Lecture 2
If you are interested in attending these lectures, please send an e-mail to labour@economia.uniroma2.it specifying your name and affiliation.



Title: Cointegrated VAR Model: Special Topics
Dates: Nov. 8 (12-1pm), 9 (11am-1pm; 2-4pm), 10 (11am-1pm), 11 (1-2pm), 14 (11am-1pm)
Professor Juselius’ Lectures: Lecture 1, Lecture 2, Lecture 3, Lecture 4, Lecture 5, Lecture 6, Lecture 7
Professor Johansen’s Lectures: Lecture


Title: Experimental Economics
Dates: Nov. 2 (11am-1pm; 2-4pm), 3 (11am-1pm; 2-4pm)

LABOUR Lectures: JEFFREY M. WOOLDRIDGE - Michigan State University

Title: Topics in Microeconometrics
Date: October 18 (9.30 am-1pm; 2.30-4pm), 19 (9.30 am-1pm; 2.30-4pm)
Slides 1, Slides 2, Slides 3, Slides 4, Slides 5


Dates: From June 13 to July 13, 2011.

For details see the calendar. Each visitor will present his own research on the topic. If you wish to participate, please fill in the form and send it to applications@eief.it indicating all the lectures you would like to attend. Due to space constraints, we cannot guarantee that all the applications will be accepted. All accepted applications will be notified.

RAJNISH MEHRA - Arizona State University

Title: The Equity Premium: Why Is It a Puzzle
Date: May 25 (2-5 pm)

MICHAEL LECHNER - University of St. Gallen

Dates: April 8 (10am - 12pm) - Matching Estimation.
April 12 (3 - 5pm) - Evaluation of Active Labour Market Policy. Slides 1. Slides 2.
April 14 (4 - 6pm) - Labour Market Effects of Individual Sports Participation. Paper 1. Paper 2.

LABOUR Lectures: JOSEPH ALTONJI - Yale University

Title: Selection on Observables and Bias from Unobservables: With Applications to the School Choice Literature
Dates: March 8, 9 (4-6pm), 11 (3-5pm)
Lecture 1, Lecture 2, Lecture 3


FRANCIS VELLA - Georgetown University

Title: Control Functions in Microeconometric Models
Dates: June 17 (2 - 5 pm), 18 (10 am - 1 pm)

LABOUR Lectures: ANNE CASE - Princeton University

Title: A Discussion of Techniques and Issues in Development Economics
Dates: May 31, June 1, 3 (3 to 5 pm)

ANTONIO FORCINA - University of Perugia

Title: Introduction to Causal Inference without Counterfactuals
Dates: April 9 and 16 (9 to 11.30 am)

LABOUR Lectures: JANET CURRIE - Columbia University and NBER

Title: Early Life and Human Capital Development
Dates: March 23, 24 (2.30-4 pm, 4.30-6), 25 (3-4.30 pm)
This course will provide an overview of recent literature in Economics linking early life experiences to human capital development and longer term outcomes.
Lecture 1, Lecture 2, Lecture 3, Lecture 4, Lecture 4b, Lecture 5

KENNETH D. WEST - University of Wisconsin

Title: Forecast Evaluation
Dates: March 4, 11 (9.30-11 am)

DAVID K. LEVINE - Washington University

Title: Game Theory and Behavioral Economics
Dates: February 15, 19, 22 and 26 (11 am to 1 pm), March 5 (2-4 pm)