TI Econometrics Lectures 2025
The Tinbergen Institute Lectures are an annual series of advanced PhD-level courses. Qualified internal and external research master and PhD students are explicitly invited to participate. The Econometrics Lectures are organized jointly with Econometric Institute Rotterdam and Princeton University Press.
Dates: May 22-23, 2025 (Econometrics Lectures) and on May 21, 2025 (Workshop)
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.
The (preliminary) title is "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 nondifferentiable functionals.