2023 Symposium for High Dimensional Econometric and Machine Learning
Time: June 29, 2023 (Thursday)
Venue: Room 508, Weilun Building, SEM, Tsinghua University
Zoom ID:861 0471 3315,  Password:067655
   
 
  
   | 8:00-8:30: Registration | 
  
   | 8:30-8:45: Opening Remarks Speaker: Chong-En Bai, Dean of the School of Economics and Management, Tsinghua University | 
  
   | 8:45-10:15: Invited Session 1  Chair: Liangjun Su, Tsinghua University | 
  
   | 
 [1] “STEEL: Singularity -- Aware Reinforcement Learning” Xiaohong Chen, Yale University [2]  “Econometric Learning: A Selected Review” Chunrong Ai, Chinese University of Hong Kong, Shenzhen [3] “Learning Before Testing: A Selective Nonparametric Test for Conditional Moment Restrictions” Zhipeng Liao, University of California, Los Angeles 
 | 
  
   | 10:15-10:45: Tea Break | 
  
   | 10:45-12:15:Invited Session 2  Chair: Sainan Jin, Tsinghua University | 
  
   | 
 [1]“ Regularized GMM for Time-Varying Models with Applications to Asset Pricing” Yongmiao Hong, University of Chinese Academy of Sciences [2] “Causal Inference with Convex Clustering” Xiaoxia Shi, University of Wisconsin, Madison [3] “Machine Learning Algorithm for Fingerprint-based Indoor Localization: A Structural Approach” Haiqing Xu, University of Texas, Austin 
 | 
  
   | 12:15-13:30: Lunch | 
  
   | 13:30-15:00: Invited Session 3    Chair: Hongjun Li, Tsinghua University | 
  
   | 
 [1] “Robust Quantile Factor Model” Songnian Chen, Zhejiang University [2]  “Estimation of Heterogeneous Panel Data Models with an Application to Program Evaluation”   Xun Lu, Chinese University of Hong Kong [3] “Control Interactive Fixed effects with Diversified Projections” Kunpeng Li, Capital University of Economics and Business 
 | 
  
   | 15:00-15:30: Tea Break | 
  
   | 15:30-17:00: Invited Session 4   Chair:  Yingjie Feng, Tsinghua University | 
  
   | 
 [1] “Stochastic Arbitrage with Market Index Options” Brendan Beare,  University of Sydney [2] “Unconfoundedness with Network Interference” Michael Leung,  University of California, Santa Cruz [3] “A Unifying Framework for Testing Shape Restrictions” Zheng Fang, Emory University 
 | 
  
   | 17:30-19:30:Dinner(By invited ) | 
 
 
  
   | Local Organizing Committee | 
  
   | Chair Liangjun Su, School of Economics and  Management, Tsinghua University | 
  
   | Co-Chair Sainan Jin, School of Social Sciences & School of Economics and Management, Tsinghua University | 
  
   | Member Hongjun Li, School of Social Sciences, Tsinghua University Yingjie Feng, School of Economics and Management, Tsinghua University |