Aarhus Workshop in Econometrics VII

Identification Robust Inference and Machine Learning in Econometrics

Welcome to the 7th edition of the Aarhus Workshop in Econometrics (AWE VII).

The main academic program consists of two days of research paper presentations. We get together as a group of ambitious junior as well as established senior researchers in econometrics from both Europe and the US.

This workshop is co-sponsored by the Independent Research Fund Denmark and the Aarhus Center for Econometrics(ACE), directed by Professor Morten Ørregaard Nielsen. The conference dinner is on Thursday, October 9. Additionally, we offer a complimentary cultural program exploring the city of Aarhus.

Invited speakers

Anders Bredahl Kock, University of Oxford	Patrik Guggenberger, Pennsylvania State University
Bertille Picard, Ensai-Crest	Shakeeb Khan, Boston College
Chen Qiu, Cornell University	Sukjin Han, University of Bristol
Derya Uysal, LMU Munich	Toru Kitagawa, Brown University
Giovanni Mellace, University of Southern Denmark	Tymon Sloczynski, Brandeis University
Grigory Franguridi, University of Southern California	Vincent Starck, LMU Munich
Jana Mareckova, University of St. Gallen	Xinwei Ma, University of California San Diego
Nadja van 't Hoff, University of Amsterdam	Yuya Sasaki, Vanderbilt University

Practical information

Organizers
Bezirgen Velieyev, bveliyev@econ.au.dk and Phillip Heiler, pheiler@econ.au.dk

Practical information
Solveig Nygaard Sørensen, sns@econ.au.dk, tel. +4520421434

Venues
Presentations take place in building 2632(L).
Lunches are served in building 2610(S) in the upper multiroom.
Conference dinner will be at the art museum ARoS Aarhus.

PROGRAM AARHUS WORKSHOP IN ECONOMETRICS VII

Thursday, October 9
Venue: Aarhus University, Department of Economics and Business Economics

08.00-08.30 Registration and coffee. Building 2632(L)

08.30-09.50 Session I – Chair: Phillip Heiler

Xinwei Ma, “Many Blocks Asymptotics: Treatment Effect Estimation and Statistical Inference”
Chen Qiu, “Approximate Least-Favorable Distributions and Nearly Optimal Tests via Stochastic Mirror Descent”

09.50-10.15 Coffee break

10.15-12.15 Session II – Chair: Bezirgen Veliyev

Yuya Sasaki, “Nonparametric Inference for Policy Learning and Welfare”
Patrik Guggenberger, “Minimax Regret Rules with Pilot Data”
Toru Kitagawa, “Who with Whom? Learning Optimal Matching Policies”

12.15-13.45 Lunch. Building 2610(S)

13.45-15.05 Session III – Chair: Eric Hillebrand

Jana Mareckova, “Fairness-Aware and Interpretable Policy Learning” [2509.12119] Fairness-Aware and Interpretable Policy Learning
Bertille Picard, “Decomposing Inequalities using Machine Learning and Overcoming Common Support Issues”

15.05-15.20 Coffee break

15.20-16.40 Session IV – Chair: Luke Taylor

Derya Uysal, “Covariate Balancing and the Equivalence of Weighting and Doubly Robust Estimators of Average Treatment Effects” https://arxiv.org/abs/2310.18563
Tymon Sloczynski, “Quantifying the Internal Validity of Weighted Estimands” https://arxiv.org/abs/2404.14603

16.40 Walk to the art museum ARoS

17.00-18.00 Free entry to the galleries at the ARoS museum and Your Rainbow Panorama

Your Rainbow Panorama

18.00-18.30 Welcome drink at level 8

18.30-20.45 Dinner in the ARoS restaurant at level 8

21.00 End of today

Friday, October 10
Venue: Aarhus University, Department of Economics and Business Economics

09:10–09:40 Coffee. Building 2632(L)

09:40–11:00 Session V – Chair: Morten Ø. Nielsen

Vincent Starck, “Optimally-Transported Generalized Method of Moments”
Grigory Franguridi, “Inference for partially identified moment models via regularized optimal transport”

11.00-11.25 Coffee break

11.25-12.45 Session VI – Chair: Peter Korsbakke Christensen

Sukjin Han, “Set-Valued Control Functions”
Phillip Heiler, “Generalized LATE: Identification and Inference under Weak and Non-Monotonic Choice Behavior”

12.45-14.00 Lunch. Building 2610(S)

14.00-15.20 Session VII – Chair: Mikkel Sølvsten

Nadja van't Hoff, “Shapley Instruments”
Giovanni Mellace, “Jackknife Instrumental Variable Inference”

15.20-15.40 Coffee break

15.40-17.00 Session VIII – Chair: Chen Huang

Shakeeb Khan, “Solving the incidental parameters problem in panels by profiling in a class of nonlinear models”
Anders Kock, “High-dimensional Gaussian and bootstrap approximations for robust means” https://arxiv.org/abs/2504.08435

End of workshop

List of participants

Alberto Saavedra Espinosa, Aarhus University
Allan Würtz, Aarhus University
Anders Bredahl Kock, University of Oxford
Leopoldo Catania, Aarhus University
Bent Jesper Christensen, Aarhus University
Bertille Picard, Ensai-Crest
Bezirgen Veliyev, Aarhus University
Chen Huang, Aarhus University
Chen Qiu, Cornell University
Derya Uysal, LMU Munich
Edoardo Zanelli, Aarhus University
Eric Hillebrand, Aarhus University
Giovanni Mellace, University of Southern Denmark
Grigory Franguridi, University of Southern California
Jana Mareckova, University of St. Gallen
Jesper Sørensen, University of Copenhagen
Jesper Wulff, Aarhus University
Julie Norlander, Aarhus University
Leopoldo Catania, Aarhus University
Luke Taylor, Aarhus University
Marius Just, Aarhus University
Mikkel Sølvsten, Aarhus University
Morten Berg Jensen, Aarhus University
Morten Nielsen, Aarhus University
Nadja van 't Hoff, University of Amsterdam
Natasia Villadsen, Aarhus University
Patrik Guggenberger, Pennsylvania State University
Paul Haimerl, Aarhus University
Peter Christensen, Aarhus University
Phillip Heiler, Aarhus University
Shakeeb Khan, Boston College
Solveig Nygaard Sørensen, Aarhus University
Sukjin Han, University of Bristol
Toru Kitagawa, Brown University
Tymon Sloczynski, Brandeis University
Vincent Starck, LMU Munich
Xinwei Ma, University of California San Diego
Yana Petrova, Aarhus University
Yuya Sasaki, Vanderbilt University

Revised 03.02.2026

Solveig Nygaard Sørensen