| 2011 |
Monday, 12:00
p.m., 28 Hillhouse, B1 |
| Feb 14 |
Han Hong, Yale University, "An MCMC Approach to Classical Estimation" (with
Victor Chernozhukov) |
| Feb 21 |
Eric Becker, Yale University, "Getting Started with Amazon
Web Services" |
| Feb 28 |
Byoung Park, Yale University,
"Bayesian Estimation of Multinomial Roy Model: With an Application to Estimation of
College Premium" |
| March 21 |
Zhentao Shi, Yale University,
"Self-selection in Social Network" |
| March 28 |
Eduardo Souza Rodrigues, Yale University,
"Nonparametric Regression with Common Shocks" |
| April 4 |
Keisuke Hirano, University of
Arizona/Cowles Visitor, "Identification of Time and
Risk Preferences in Buy Price Auctions" (with Daniel Ackerberg, Quazi Shahriar) |
| April 11 |
Keisuke Hirano, University of
Arizona/Cowles Visitor, "Robustness to Parametric
Assumptions in Missing Data Models" (with Bryan Graham) |
| April 18 |
Sokbae (Simon) Lee, University College
London, "Testing for Threshold Effects in Regression
Models" (with Myung Hwan Seo, Youngki Shin) |
| April 25 |
Sukjin Han, Yale University,
"Nonparametric Identification in Triangular Simultaneous Equations Models" |
| May 2 |
Jihyung Lee, Yale University,
""Toward a Unified Inference for Autoregression under Conditional
Heteroskedasticity" |
| May 9 |
Marianne Bruins, Yale University,
"Nonparametric Euler Equations Identification and Estimation" |
| September 5 |
Peter Phillips, Yale University,
"Econometric History and Folklore" |
| September 12 |
Zhentao Shi, Yale University, PhD student,
"Consistency and Convergence Rate of Nonparametric Boosting Classifiers" |
| September 19 |
Sukjin Han, Yale University, PhD student,
Job Market Interview Oral |
| September 26 |
Eric Becker, James Wolter, Yale University,
PhD students, Job Market Interviews Oral |
| October 3 |
Lorenzo Camponovo, University of Lugano,
Job Market Interview Oral
and
Eduardo Souza Rodrigues, Yale University, PhD student, Job Market Interviews Oral |
| October 10 |
James Duffy, Yale University, PhD student,
"Spatial Averaging of Nonparametric Regression" |
| October 17 |
Tim Christensen, Yale University PhD
student, "Nonlinear Principal Components and Long-run Implications of Multivariate
Diffusions" |
| October 24 |
Jihyung Lee, Yale University, PhD student |
| October 31 |
Zhentao Shi, Yale University, PhD student,
"High-Dimensional IV Estimator" |
| November 7 |
Byoung Park, Yale University, PhD student,
"Nonparametric Identification of Roy Model: Part II" |
| November 14 |
Timothy Christensen, Yale University, PhD
student, "On the Semiparametric Estimation of Long-run Risk" |
| 2010 |
|
| February 15 |
Nese Yildiz, University of Rochester, TBA |
| February 22 |
Yoko Konishi, Research Institute Economy,
Trade and Industry |
| March 1 |
Alex Torgovitsky, Yale University, TBA |
| March 22 |
Sukjin Han, Yale University,
"Nonparametric IV Estimation in The Presence of Weak Instrument" |
| March 29 |
Eric Becker, Yale University, TBA |
| April 5 |
Sylvain Chabe-Ferret, CEMAGREF, TBA |
| April 12 |
Simon Lee, University College London, TBA |
| April 19 |
Yoonseok Lee, University of Michigan, "A Specification Test for Instrumental Variables
Regression with Many Instruments" |
| April 26 |
Ariel Pakes, Harvard University, TBA |
| May 3 |
Zhipeng Liao, Yale University, TBA |
| May 10 |
Sukjin Han, Yale University, TBA |
| September 6 |
Liudas Giraitis, Queen Mary University,
visiting Cowles, "Limit Theory for Sums of Linear Processes" |
| September 13 |
James Duffy, Yale University, "A
Reality Check for Data Snooping" |
| September 20 |
Lorenzo Camponovo, University of Saint
Gallen, "Breakdown Point Theory for Implied
Probability Bootstrap" |
| September 27 |
Alex Torgovitsky and Zhipeng Liao, Yale
University, Job Market Candidates - Interview practice |
| October 4 |
Marianne Bruins, Yale University, "Generalized Method of Moments with many Weak Moment
Conditions" |
| October 11 |
Scott Murdock and Irene Botosaru, Yale
University, Job Market Candidates - Interview practice |
| October 18 |
Zhengyuan Gao, University of Amsterdam,
visiting Cowles, "An Empirical Likelihood-Base Local Estimation and Its Application
to Worst Case Dynamic Games" Paper 1 Paper 2 |
| October 25 |
Jihyung Lee, Yale Unversity, "Ultra High Frequency Volatility Estimation with
Dependent Microstructure Noise" |
| November 1 |
Edward Vytlacil, Yale University,
"Nonparametric Identification and Estimation of a Binary Choice Model of Loan
Approval Using Only Approved Loans" |
| November 8 |
Eric Becker, Yale University, "Model Selection via Testing: An Alternative to
(Penalized) Maximum Likelihood Estimators" |
| November 15 |
Irene Botosaru, Zhipeng Liao, and Scott
Murdock, Yale University, Job Market Candidates - Interview practice |
| November 22 |
THANKSGIVING |
| November 29 |
Sukjin Han, Yale University, "Nonparametric Regression with Singular Design" |
| December 6 |
Alex Torgovitsky, Yale University, will
give a practice job interview talk. |
| 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" |
| September 14 |
Zhipeng Liao, "Nonparametric Estimation and Testing of Fixed Effects Panel
Data Models" by Henderson et.al. in JoE (2008) |
| September 21 |
Sukjin Han, Yale, "Some Impossibility Theorems In Econometrics with Applications
to Structural and Dynamic Models," by Dufour in Econometrica (1997) |
| September 28 |
Alex Torgovitsky, Yale, "Finite Sample Inference for Quantile Regression Models,"
by V. Chernozhukov, et.al. in JoE (2009) |
| October 5 |
Eduardo Souza Rodrigues, Yale, "Sequential Estimation of Dynamic Discrete Games,"
by V. Aguirregabiria and P. Mira in Econometrica, 75, Issue: 1, (Jan. 2007) |
| October 12 |
Eric Becker, Yale, "Nonparametric Maximum Likelihood Estimation in Models of
Multinomial Choice" |
| October 19 |
Vladimir Spokoiny, Weierstrass Institute
and Humboldt University Berlin, "Foundations and Applications of Modern Nonparametric
Statistics" Handout 1, Handout 2, Handout
3, Handout 4 |
| October 26 |
James Wolter, Yale, "Multidimensional
Levy Processes: Asset Pricing and Estimation" |
| November 2 |
Sylvain Chabe-Ferret, CEMAGREF and Visiting
Yale, "Decisive Characteristics: Definition and Application to the Policy Relevance
of Treatment Effects" |
| November 9 |
Zhipeng Liao, Yale, "Local Asymptotics
of Sieve M-estimates with Weakly Dependent Data" |
| November 16 |
Alice Heegaard Klynge, University of
Copenhagen and Cowles visitor, "The Selection Model with Choice of Ability
Supply" |
| November 30 |
Xiaoxia Shi, Yale, "Model Selection
Test for Nonnested Moment Inequality Models" |
| December 7 |
Simon Lee, University College London and
Visiting Yale, "Nonparametric Tests of Conditional
Treatment Effects" (joint with Yoon-Jae Whang) |
| 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 |
