Econometric Theory Research Seminar

Welcome to the webpage for the Econometric Theory Research Seminars in the School of Economics at the University of Sydney!

Our meetings provide an opportunity for faculty working in the field of econometric theory to present early-stage and ongoing research. Other interested faculty and Ph.D. students with research relevant to the themes of the group are invited to present as well.

All presentations will be held in the Merewether Building from 12 noon to 1:00 pm.

Please find below the 2016 Econometric Theory Research Seminar Schedule.
If you wish to contribute to a session, please contact

In 2017, Peter Exterkate will coordinate the ETRS series. If you wish to contribute in 2017, please contact

2017 Semester 1 Schedule





22 February

Adrian Pagan

Investigating the relationship between DSGE and SVAR models

5 April

Colin Cameron

Machine learning for empirical economists - part 1

12 April

Colin Cameron

Machine learning for empirical economists - part 2

19 April

Andrey Vasnev

Conditionally optimal weights for forecast combinations of (potentially) misspecified models

24 May

Yi Sun

Inference in moment inequality models with combined data sources

30 May (Tuesday 11 - 12)

Colin Cameron

Robust inference for dyadic data

7 June

Parinaz Ezzaati

Monetary policy responses to foreign financial shocks: Application of a modified open-economy Taylor rule




2017 Semester 2 Schedule





18 October

Vladimir Tyazhelnikov

The Usual Suspects: Pareto and Lognormal Distributions

25 October

Rami Tabri

An improved bootstrap test for restricted stochastic dominance

1 November

Ye Lu

Incremental Factor Model for High Frequency Observations with Large Dimension and Long Span