On Thursday April 11th, 2024 the Center for the Application of Mathematics and Statistics to Economics (CAMSE) and the Center for the Theoretical Foundations of Learning, Inference, Information, Intelligence, Mathematics and Microeconomics at Berkeley (CLIMB) will host a half day mini-conference. The goal is to gather campus researchers at the intersection of economics, machine learning and statistics. Attendence is open to anyone from the Berkeley data science communities (broadly and inclusively defined). Registration is not required. The conference will be held in room 250 of Sutardja Dai H ..read more

On Friday and Saturday March 25th and 26th, 2022 the Center for the Application of Mathematics and Statistics to Economics (CAMSE) will host a conference in Honor of the legendary James L. Powell. Attendence is by invitation only. The conference will be held in room B100 of the Blum Center. A map with the location of Blum Hall can be found here. Information on transit options from SFO and OAK airports can be found here. Blum Hall is very close to the North Gate of campus. The nearest BART stop is Downtown Berkeley. The nearest public parking facility is the Lower Hearst / North Gate parking ga ..read more

On Friday November 19th, 2021 the Berkeley econometrics group will host the fourth annual “Berkeley-Stanford Econometrics Jamboree”. The event will consist of a morning session of student presentations (9AM to 11:30AM) and an afternoon session of faculty presentations (2PM to 6PM). The morning session will take place in the legendary venue 639 Evans Hall. To accommodate a somewat larger group, the afternoon session will take place in 290 Hearst Memorial Mining Building. This magnificient building is adjacent to Evans Hall. Attendence is open to anyone from the Berkeley and Stanford data scienc ..read more

On Friday November 8th, 2019 the Berkeley econometrics group, in partnership with the Statistics Department, will host the third annual “Berkeley-Stanford Econometrics Jamboree”. The event will consist of a morning session of student presentations (9AM to 11:30AM) and an afternoon session of faculty presentations (2PM to 6PM). Both sessions will take place in the legendary Neyman room (1011 Evans Hall). Attendence is open to anyone from the Berkeley and Stanford data science communities (broadly and inclusively defined) and there is no need to register. The event is intentionally informal. Ple ..read more

On Friday November 30th, 2018 the Berkeley econometrics group, in partnership with the Statistics Department (through their NSF Research and Training Grant “Advancing Machine Learning - Causality and Interpretability”) will host the second annual “Berkeley-Stanford Econometrics Jamboree”. The event will run from 2PM to 6PM in room Jerzy Neyman Room (1011 Evans Hall). Attendence is open to anyone from the Berkeley and Stanford data science communities (broadly and inclusively defined) and there is no need to register. The event is intentionally informal. Please feel free to share these event de ..read more

On Friday November 17th, 2017 the Berkeley econometrics group will host a “Berkeley-Stanford Econometrics Jamboree”. The event will run from 2PM to 6PM in room 597 of Evans Hall. Attendence is open to anyone from the Berkeley and Stanford data science communities (broadly and inclusively defined) and there is no need to register. The event is intentionally informal. Please feel free to share these event details with others who may be interested. A conference program can be found below. Please contact Bryan Graham with any corrections or possible scheduling conflicts. We’ve got a great group of ..read more

We are very excited to welcome conference attendees to Berkeley on November 4th and 5th. A preliminary conference program can be found below. Please contact Bryan Graham with any corrections or possible scheduling conflicts. If we have forgetten someone please let us know and we will do our best to make adjustments. We’ve got a great group of speakers, from the statistics, econometrics and machine learning communities, scheduled. The conference will be held in Blum Hall Plaza at UC Berkeley. The venue is very close to the North Gate of campus. The nearest BART stop is Downtown Berkeley. The ne ..read more

Over the past few years I have devoted a large amount of my research time to developing econometric methods for the analysis of network data. This an interesting area; the statistics, math, economics and empirical work are all very interesting (and not coincidently challenging). The first full paper I’ve completed is this area is called “An econometric model of link formation with degree heterogeneity.” The latest revision of the paper can be found here. The paper proposes and analyzes two estimators for the parameter indexing a simple (but nevertheless interesting) model of network formation ..read more

Earlier this spring my co-authors and I finally published the paper “Efficient estimation of data combination models by the method of auxiliary-to-study tilting (AST)” in the Journal of Business and Economic Statistics . A copy of this paper can be found on my research page here. Publishing this material was almost a decade long process. On the whole I’ve been reasonably-to-very lucky when it comes to publishing, but this paper is an exception that proves the rule. The material dates to 2006 (the “Eureka moment” came shortly after the birth of my son), with the first widely circulated version ..read more

Guido Imbens, Geert Ridder and I just released the working paper “Identification and efficiency bounds for the average match function under conditionally exogenous matching”. A pdf copy can be found here. This is one of those papers that took many years just to get into draft form. Thankfully I remained excited about working on it for the duration. That said, it does feel good to get a draft done! The paper builds on our earlier work on the econometrics of assignment problems (a survey of this work can be found here. To understand the types of empirical questions motivating the new paper it is ..read more