TI Econometrics Lectures 2025

Isaiah Andrews is professor of economics at the Massachusetts Institute of Technology and a research associate of the National Bureau of Economic Research. He has been a co-editor of the American Economic Review (2021-2023). In 2018, The Economist named him one of the 8 "best young economists of the decade. He was named a MacArthur Fellow in 2020 and in 2021, the American Economic Association awarded him the John Bates Clark Medal.  

Title: Asymptotic Optimality in Econometrics

These lectures will cover some classic results in statistical decision theory together with recent applications in theoretical econometrics. Planned topics in decision theory include optimality concepts, convergence of experiments, and asymptotic optimality in regular models. Planned applications in econometrics will draw a variety of examples from the recent literature on nonstandard inference, e.g. inference with weak instruments and inference on non-differentiable functionals.

Registration

Participation is free of charge for students enrolled in Tinbergen Institute's Research Master's programs in Economics and Business Data Science, as well as for Research Master's students, PhD students, and faculty from the affiliated schools (ESE-EUR, ASE-UvA, ABS-UvA and SBE-VU). Tuition fees apply for external participants:
External (PhD) students and Faculty: €500
External/professional: €1000

External students and participants who want to take the exam and earn credits must later also register in OSIRIS. Note that it is the student’s own responsibility to get these credits registered at a university other than Erasmus University. 

Registration is open

If you have any question concerning registration, please contact tinbergen@tinbergen.nl. 

Venue

Erasmus University Rotterdam, Campus Woudestein, room tba

Lecture schedule will be shared with the participants closer to the Lectures.