| 2009 |
|
| February 23 |
Exchange the latest news on our econometric
life |
| March 2 |
Joerg Stoye, NYU,
"Treatment Choice as a Statistical Decision Problem" |
| March 23 |
Yoko Konishi, Japanese
Society of Promotion of Science, "Measuring Firm-Specific Productivies" |
| 2008 |
|
| February 25 |
Taisuke Otsu, Discussion of J.P.
Romano and M. Wolf (2000), "Finite Sample Nonparametric Inference and Large Sample
Efficiency," Annals of Statistics, 28: 756-778 |
| March 3 |
Patrik Guggenberger, "The
Asymptotic Size of Testing Procedures" |
| March 24 |
Xiaoxia Shi, Discussion of D.W.K.
Andrews (1994), "Empirical Process Methods in Econometrics," in: R.F. Engle and
D.L. McFadden (eds.), Handbook of Econometrics, vol. 4, pp. 2247–2294 |
| March 31 |
Zhipeng Liao, Discussion of David
Pollard and Peter Radchenko (2006), "Nonlinear Least Squares Estimation," Journal
of Multivariate Analysis, 97: 548-562 |
| April 7 |
Igor Kheyfets, Discussion of Hong
and Li (2005), "Nonparametric Specification Testing for Continuous-Time Models with
Applications to Term Structure of Interest Rates," Review of Financial Studies,
18 |
| April 14 |
Christian Bontemps, Discussion of C.
Bontemps, T. Magnac and E. Maurin, "Set Identified Linear Models" (Seminar) |
| April 21 |
Xu Cheng, Discussion of B.E. Hansen
(1996) "Inference when a Nuisance Parameter is Not Identified under the Null
Hypothesis," Econometrica, 64: 413-430 |
| April 28 |
Sunyoung Park, Discussion of R.L.
Matzkin, "Nonparametric Identification," Handbook of Econometrics, vol.
6, pp. 5307-5368 |
| September 15 |
Peter Phillips, "The Yale
Econometrics Lunch" and Roundtable Raconteurs |
| September 22 |
Tassos Magdalinos and Job Market
Mini Presentations |
| September 29 |
Xu Cheng, Mini Presentation and Peter
Phillips, Elements of a Good Seminar |
| October 6 |
Xu Cheng and Ilze Kalnina, 15
Minute Technical Outlines on Repeat Billings |
| October 13 |
Peter Phillips, "Financial
Exuberance and Mildly Explosive Processes," DVD |
| October 20 |
Xiaohong Chen, "Sieve Maximum
Likelihood Estimation of Copula-Based Markov Models" |
| October 27 |
Alice Klynge, 15 Minute Mini
Presentation, "Returns to Literacy, Creativity and Other Competencies" |
| November 3 |
Chris Conlon, "Adventures in
Estimating Demand (with Empirical Likelihood)" |
| November 10 |
Ed Vytlacil, "Weighted Average
Derivatives and Marginal Policy Effects" |
| November 17 |
Yoon Whang, "Non Nested Testing
for Conditional Moment Restrictions" |
| December 1 |
Peter Phillips, "Unit
Roots in Life: People and Places" |
| 2007 |
|
| September 10 |
Peter Phillips, Introducing the Yale
Econometrics Lunch |
| September 17 |
Chris Conlon, "Semiparametric
Estimation of Multinomial Discrete Choice Models Using a Subset of Choices" |
| September 24 |
Alon Eizenberg, Discussion of Chib
and Jacobi (2007), "Analysis of Treatment Response Data from Eligibility
Designs" |
| October 1 |
Jiti Gao and Peter Phillips,
Discussion of Newbold Conference, Durham Conference and Northern Rock Bank Run in the UK |
| October 8 |
Ilze Kalnina, "Estimating
Quadratic Variation Consistently in the Presence of Endogenous and Diurnal Measurement
Error" |
| October 15 |
Jiti Gao, "Estimation in
Continuous-time Financial Models" |
| October 22 |
Peter Phillips, DVD: Yacine Ait
Sahalia's Durham talk |
| October 29 |
Scott Murdock, "Convergence
Properties of the Likelihood of Computed Dynamic Models" |
| November 5 |
Peter Phillips, DVD: Richard
Baillie’s Durham talk |
| November 12 |
Huaming Peng, "Factor Count
Choice Using Posterior Information" |
| November 26 |
Huaming Peng, 5min Job Talk |
| December 3 |
Yixiao Sun |
