JGM program

Practical information

Conference venues

Invited and contributed sessions
Building 1810, room 211
Universitetsbyen 51
8000 Aarhus C
Map of campus or download the AU Find app

Registration, lunches, poster sessions and welcome reception
Huset Hejmdal
Peter Sabroes Gade 1
8000 Aarhus C
https://www.husethejmdal.dk/

Conference dinner
Restaurant Syvni13
Kalkværksvej 5, 19th floor
8000 Aarhus C
https://syvni13.dk/

WiFi

Eduroam or Aarhus University Guest WiFi: AU_Guest

Contact during conference

During the conference, please contact:
Solveig Nygaard Sørensen
+45 20 42 14 34 or sns@econ.au.dk

Presentation and Poster information

Please send presentation slides in advance to Solveig Nygaard Sørensen at sns@econ.au.dk (preferably as PDF) or bring them on a USB drive.
Poster size: A0 (841x1189 mm) - horizontal or vertical.
Poster presenters are responsible for setting up their own posters.
Tape and adhesive putty will be available.
Posters will be displayed across three floors in Huset Hejmdal.
Participants are encouraged to visit as many posters as possible during the poster sessions.

Wednesday, June 17

11:45-12:45	Registration and lunch			Hejmdal

13:10-16:55	Afternoon session		Building 1810, room 211
13:10-15:10	Welcome by Morten Ørregaard Nielsen Invited Session I Session chair: Mikkel Sølvsten Jeffrey Wooldridge A heterogeneous slopes approach to difference-in-differences with non-binary treatments Colin Cameron Cluster-robust inference for regression when there are not many clusters M. Hashem Pesaran Cluster robust inference in small samples using bias corrections
15:10-15:40	Refreshment Break
15:40-16:55	Contributed Session I Session chair: Morten Ørregaard Nielsen Matthew Webb Jackknife inference with two-way clustering Dennis Kristensen Inference on linear regressions with nonparametric two-way fixed effects Morten Ørregaard Nielsen Higher-order asymptotics for regression t-statistics
17:10-18:10	Drinks and Poster Session A			Hejmdal
	Mikkel Bennedsen A multi-copula approach to handling endogenous regressors Ovidijus Stauskas Improved bootstrap inference for linear dynamic panel data models with interactive effects Jonas Skjold Raaschou-Pedersen Doubly robust instrumented difference-in-differences Maksim Smirnov Many instruments estimation and inference under clustered dependence Mikkel Sølvsten Approximately parallel trends: event study inference under trend violations	Pedro Picchetti Sensitivity analysis for instrumental variables under joint relaxations of monotonicity and independence Christina Maschmann Estimation of average partial effects in ultra-short panel data when individual-specific slopes are not identified Eduardo Fonseca Mendes Learning about corruption: a statistical framework for working with audit reports Nikolay Kudrin Testing for and evaluating the extent of selective reporting
18:10-19:10	Welcome reception (light dinner) Hejmdal

Thursday, June 18

8:45-9:00	Arrival		Building 1810, room 211
9:00-10:20	Invited Session II Session chair: Morten Ørregaard Nielsen
	Giuseppe Cavaliere Bootstrapping ACD models Russell Davidson Time series inference: bootstrap methods based on machine learning
10:20-10:45	Refreshment Break
10:45-12:00	Contributed Session II Session chair: Grigory Franguridi
	Kirill Evdokimov Improved estimation by simulated maximum likelihood Byunghoon Kang Efficient GMM and weighting matrix under misspecification Grigory Franguridi Generalized method of moments with partially missing data
12:10-14:10	Lunch and Poster Session B			Hejmdal
	J. Eduardo Vera-Valdes Cointegration by parts: detecting breaking points Yookyung Julia Koh Factor inference under common components in volatility Gabriele Mingoli Autoregressive models with non-causal ARCH volatility Paul Haimerl Threshold estimation and inference in cointegrated nonlinear SVARs	Robert Taylor Real-time monitoring of asset price bubbles over long horizons Frederik Krabbe Asymptotic properties of the maximum likelihood estimator for Markov-switching observation-driven models Paulo Rodrigues Structural breaks in conditional tail risk Keita Sunada Optimal treatment assignment rules under constraints

14:30-17:30	Afternoon session	Building 1810, room 211
14:30-15:50	Invited Session III Session chair: Bent Jesper Christensen
	Andrew Chesher The projection solution to the incidental parameter problem Timo Teräsvirta Testing GARCH models for omitted parametric time-variation in the unconditional variance
15:50-16:15	Refreshment Break
16:15-17:30	Contributed Session III Session chair: Jesper Riis-Vestergaard Sørensen
	James Duffy Identification in (endogenously) nonlinear SVARs is easier than you think Karsten Reichold Beyond the oracle property: adaptive LASSO in cointegrating regressions with local-to-unity regressors Jesper Riis-Vestergaard Sørensen Triple/double-debiased LASSO
19:00-	Conference Dinner https://syvni13.dk/english/ After-dinner speech by Russell Davidson		Syvni13

Friday, June 19

8:45-9:00	Arrival	Building 1810, room 211
9:00-10:20	Invited Session IV Session chair: Phillip Heiler
	Bruce Hansen The exact wild bootstrap Silvia Goncalves Bootstrapping with AI/ML-generated labels
10:20-10:45	Refreshment Break
10:45-12:00	Contributed Session IV Session chair: Abhimanyu Gupta
	Lonjezo Sithole Multi-margin selection in leniency designs Guy Tchuente Who matters to whom? Identifying peer effects with propagation geometry Abhimanyu Gupta A nonparametric test for cross-unit spillovers
12:00-12:15	Refreshment Break
12:15-13:05	Contributed Session V Session chair: Tim Vogelsang
	Shakeeb Khan Identification and estimation of translation invariant panel data models Tim Vogelsang Testing hypotheses about ratios of linear trend slopes in systems of equations with a focus on tests of equal trend ratios
13:05-13:10	Concluding remarks by Mikkel Sølvsten
13:20-14:30	Lunch	Building 1814, room 169