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New York Camp Econometrics
Program 2026

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Keynote Speaker

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Jeffrey Wooldridge

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Walter Adams Distinguished Faculty Fellow in Economics and University Distinguished Professor
Department of Economics

Michigan State University

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*Please note unless indicated otherwise, sessions and events will be held in the Wikoff Room.

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Friday, April 24, 2026

Session I: 4:00-5:40 p.m. Kajal Lahiri (University at Albany, SUNY), Chair

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4:00-4:25 p.m.

1. “On Minimax Regret Rules with Pilot Data,” Jiaqi Huang and Patrik Guggenberger (Pennsylvania State University).

4:25-4:50 p.m.

2. “Extrapolating LATE with Weak IVs,” Muyang Ren (University of Tennessee).

4:50-5:15 p.m.

3. “Orthogonalized Synthetic Controls,” Joseph Fry (Rutgers University).

5:15-5:40 p.m.

4. “A Fool’s Errand? The Inverse Productivity Relationship Reconsidered,” Ling Yao and Marc F. Bellemare (University of Minnesota).

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Poster Session
6:10-7:10 p.m.
 

1. “Robust Inference for Conditional Z-Estimation via Distributional Nearest Neighbors,” Jakob R. Juergens (University of Wisconsin – Madison).

2. “Estimation of Average Partial Effects in Short-T Panel Dara When Individual-Specific Slopes Are Not Identified,” Christina Maschmann and Simon Reese (Lund University).

3. “Gaussian Approximation for High Dimensional Network Dependent Random Variables,” Baoning Zheng (Vanderbilt University).

4. “Endogenous Quantile Regression with Measurement Error in Dependent Variable,” Xuanjing Su (University of Wisconsin – Madison).

5. “Subsampling Under Two-way Clustering with Serial Correlation,” Haonan Miao (University of Wisconsin – Madison).

6. “Spatial Dynamic Panel Data Model with Interactive Fixed Effects and Time-Variant Endogenous Spatial Weight Matrices,” Badi H. Baltagi and Junjie Shu (Syracuse University).

7. “Efficient Estimation in Difference-in-Differences Designs with Staggered Entry and Exit in the Presence of Serial Correlation and Time-Varying Variances,” Jingyue Cui and Jeffrey M. Wooldridge (Michigan State University).

8. “A Simple and Powerful Diagnostic Test for Binary Choice Models,” Ting Ji, Laura Liu, Yulong Wang and Jiahe Xing (Syracuse University).

9. “Network Bootstrap via Sampled Subgraphs,” Lin Chen (Vanderbilt University).

10. “Identifying Treatment and Spillover Effects with Synthetic Parallel Trends,” Shengbin Wei (Boston College).

11. “Regression Adjustment for the Local Average Treatment Effect in Randomized Experiments,” Haruo Kakehi (University of Wisconsin-Madison).

12. “Multiscale Comparison of Nonparametric Trending Coefficients,” Marina Khismatullina and Bernhard van der Sluis (Erasmus University).

13. “The Arbitrage-free Valuation of Durable Assets and Related Real Options,” Robert A. Jarrow, Crocker H. Liu and Motoyuki Yoshihara (Cornell University).

Saturday, April 25, 2026
8:00-9:00 a.m.: Breakfast

Session I:  9:00 a.m.-10:30 a.m.  

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9:00-10:00 a.m.

Welcoming Remarks: Badi H. Baltagi, (Syracuse University) Chair

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Keynote Address: Jeffrey Wooldridge, Walter Adams Distinguished Faculty Fellow in Economics and University Distinguished Professor Department of Economics, Michigan State University

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1. “A Heterogeneous Slopes Approach to Difference-in-Differences with Non-Binary Treatments”


10:00-10:25 a.m.
2. “More Powerful Difference-in-Difference,” Saraswata Chaudhuri and Yang Ning (McGill University).


10:30-11:00 a.m.: Coffee break.


Session II:  11:00 a.m.-12:15 p.m. Chihwa Kao (University of Connecticut), Chair

11:00-11:25 a.m. 
3. “Robust Two-Sample Mean Inference under Serial Dependence,” Ulrich Hounyo (University at Albany, SUNY) and Min Seong Kim.
11:25-11:50 a.m.
4. “Cross-Fitting-Free Dbiased Machine Learning with Multiway Dependence,”Kaicheng Chen and Harold D. Chiang (University of Wisconsin – Madison).
11:50 a.m.-12:15 p.m.
5. “Mixed LR-C(α)-type Tests for Irregular Hypotheses, General Criterion Functions and Misspecified Models,” Jean-Marie Dufour (McGill University) and Purevdorj Tuvaandorj.


12:15-1:45 p.m.: Lunch
Location: The View

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Session III:  1:45-3:00 p.m. Daniel L. Millimet (Southern Methodist University), Chair


1:45-2:10 p.m.
6. “Panel Quantile Regression with Common Shocks,” Harold D. Chiang, Antonio F. Galvao, and Chia-Min Wei (University of Wisconsin – Madison).
2:10-2:35 p.m.
7. “Almost Uniform Bias Correction for Persistent Panel Local Projections,” Geert Dhaene and
Arturas Juodis (University of Amsterdam and Tinbergen Institute).
2:35-3:00 p.m.
8. “The Multiway Mundlak Estimator in Unbalanced Panels,” Benjamin O. Harrison (Emory
University), Gustavo Canavire Bacarreza, David Jacho-Chavez and Fernando Rios-Avila.


3:00-3:30 p.m.: Coffee break.


Session IV:  3:30-4:45 p.m. Jean-Marie Dufour (McGill University), Chair


3:30-3:55 p.m.
9. “I Am So Tired! I Don’t Know What to Do! Survey Fatigue and Financial Literacy: Results from a Randomized Experiment,” Anna Chernesky, Kim P. Huynh, and Marcel Voia (Laboratoire d’Economie d’Orleans and University of Bucharest).
3:55-4:20 p.m.
10. “Reconsidering the Case for Composite Indices: With Applications in Political Economy,” Daniel L. Millimet (Southern Methodist University) and Alfredo R. Paloyo.
4:20-4:45 p.m.
11. “Three-Way Random Effects Stochastic Frontier Model,” Levent Kutlu and Robin Sickles (Rice University).


Session V: 4:45-5:35 p.m. Antonio F. Galvao (Michigan State University), Chair


4:45-5:10 p.m.
12. “Unconditional Randomization Tests for Interference,” Liang Zhong (The University of Hong Kong).
5:10-5:35 p.m.
13. “Network formation with Multidimensional Unobserved Heterogeneity,” Jun Sung Kim and Suyong Song (University of Iowa).


6:30-7:30 p.m.: Cocktail Hour
7:30-9:00 p.m.: Dinner
 

 

Sunday, April 26, 2026


8:00-9:00 a.m.: Breakfast
 

Session V: 9:00-10:15 a.m. Jeffrey Wooldridge, (Michigan State University), Chair


9:00-9:25 a.m.
1.“Distributional Robustness Optimization in Asset Pricing Models,” Huarui Jing (The University of the South) and Chihwa Kao.
9:25-9:50 a.m.
2. “Causal Effects of Financial Deregulation on Bank Risk: Insights from Double Machine Learning with Panel Data,” Ali Habibnia (Virginia Tech) and Gaurav Shah.
9:50-10:15 a.m.
3. “A New Neyman-orthogonal Estimator for the Coefficients of Interest in a High-Dimensional Ordinal Logit Model,” David M. Drukker (Clemson University), Christan Raschke and Amelia Salazar.


10:15-10:45 a.m.: Coffee break.


Session VI: 10:45 a.m.-12:25 p.m. Robin Sickles (Rice University), Chair

10:45-11:10 a.m.
4. “Estimating Export-productivity Cutoff Contours with Profit Data: A Novel Threshold Estimation Approach,” Peter H. Egger and Yulong Wang (Lehigh University).
11:10-11:35 a.m.
5. “Spectral Consistency of Pooled Tapered Autocovariance Estimators in Large Panel Models,”
Chihwa Kao (University of Connecticut).

11:35 a.m.-12:00 p.m.
6. “Accounting for Ties in the Cox Model Using Profile Empirical Likelihood,” Jan Ondrich (Syracuse University).
12:00-12:25 p.m.
7. “Inattention and Learning in Professional Forecasts,” Karan Bhasin and Kajal Lahiri (University at Albany, SUNY).


12:25 p.m.: Lunch
 


Conference closes.

This conference was made possible by the following sponsors:

Syracuse University Maxwell School of Citizenship &Public Affairs (Center for Policy Research)

Syracuse University Melvin A. Eggers Fund
The Maxwell School Economics Department
Syracuse University Office of Academic Affairs

International Association for Applied Econometrics

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