Econometric Theory

The ET Lecture Series

The ET Lecture Series comprises two annual invited lectures, one for the SETA (Symposium for Econometric Theory and Applications) meeting in Asia each year in Asia and the other for EC2 (European Conferences of the Econom[etr]ics Community), held in Europe. We are fortunate to have the support of the Cowles Foundation, Yale University and Cambridge University Press as financial sponsors.

One of the goals of this lecture series is to reinforce the major role that ET has played in the econometrics community for the last 30 years, giving theory a strong place in the foundation of the discipline, broadening the research agenda by publishing work that econometricians like to do, and helping to inspire the younger generation of scholars. The ET lecture is a significant keynote address in these meetings and is a major feature of each conference program. 

ET Lectures

James Stock (Harvard University).  2014 EC2 meeting, Barcelona. “An Empirical Bayes Approach to Seasonal Adjustment with Time-Varying Seasonals”.

Manfred Deistler (Technische Universitaet Wien).  2013 EC2 meeting, University of Cyprus. “Multivariate AR Systems and Mixed Frequency Data: Identifiability and Estimation” (forthcoming in Econometric Theory).

Oliver Linton (Cambridge University).  2013 SETA meeting, SKKU Korea. “Nonparametric Modelling of High Dimensional Time Series”.

Benedikt Poetscher (University of Vienna).  2012 SETA meeting, Shanghai. “On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests” (forthcoming in Econometric Theory).

Halbert White (University of California, San Diego) . 2011 SETA, Australia. “Granger Causality and Structural Causality in Cross-Section and Panel Data” (in process).

Michael Jansson (University of California).  2010 SETA meeting, Singapore. Small Bandwidth Asymptotics for Density-Weighted Average Derivatives.  Econometric Theory, Vol. 30:1 Feb 2014 pp. 176 - 200.

Andrew Chesher (University College London). 2009 Inaugural Asian Econometric Theory Lecture at the SETA Conference, Kyoto, Japan.  “ Semiparametric Structural Models of Binary Response: Shape Restrictions and Partial Identification”.  Econometric Theory, Vol 29:2 April 2013, pp. 231 – 266.