| 2011 |
|
| January 19 |
Peter Robinson, London School of Economics,
"Inference on Power Law Spatial
Trends (Running Title: Power Law Trends)" |
| January 26 |
Peter Robinson, London School of Economics,
"Asymptotic Theory of Nonparametric Regression
with Spatial Data" |
| February 2 |
Marcelo Moreira, Columbia University,
"Contributions to the Theory of Similar Tests" |
| February 16 |
Whitney Newey, MIT, "Local
Identification of Nonparametric and Semiparametric Models" |
| March 2 |
Konrad Menzel, New York University, "Estimations of Auctions with Incomplete Bidding Data"
(with Paolo Morganti) |
| March 23 |
Andres Santos, University of California,
San Diego, Cowles visitor, "Efficient Estimation in Convex Moment Inequality
Models" |
| March 30 |
Umberto Cherubini, University of Bologna,
"Convolution-based Copulas with Applications to
Econometrics and Finance" [Background
paper1, Background paper2] |
| April 6 |
Thierry Magnac, Toulouse School of
Economics (TSE), "College Choice and Entry
Exams" (with Jose Raimundo Carvalho) |
| April 13 |
Thierry Magnac, Toulouse School of
Economics (TSE), "Human Capital Investments and the Life Cycle Variance of
Wages" |
| April 20 |
Matias Cattaneo, University of Michigan,
"Alternative Asymptotics and the Partially Linear Model with Many Regressors" |
| May 4 |
Laurent Cavalier, Universit´e
Aix-Marseille, "Adaptive Estimation for Inverse
Problems with Noisy Operators" (with Nicolas Hengartner) |
| Septermber 7 |
Ivan Canay, Northwestern University, "On the Testability of Identification in Some
Nonparametric Models with Endogeneity" |
| September 14 |
Han Hong, Stanford University/Cowles
Visitor, On the Asymptotic Distribution of the Transaction
Price in a Clock Model of a Multi-Unit, Oral, Ascending Price Auction within the Common
Value Paradigm" |
| September 21 |
Alberto Abadie, Harvard Kennedy School, "A General Theory of Matching Estimation" |
| Septermber 28 |
Eric Gautier, CREST, ENSAE, "High-dimensional Instrumental Variables Regression
and Confidence Sets" |
| October 5 |
Sung Jae Jun, Penn State, "Classical
Laplace Estimation for Cube-root-n Consistent Estimators: Improved Convergence Rates and
Rate -- Adaptive Inference'' |
| October 12 |
Hiroyuki Kasahara, University of British
Columbia, "Sequential Estimation of Dynamic Programming Models'' |
| October 19 |
Lorenzo Camponovo, University of Lugano, "Nonparametric Bootstrap for Quasi-Likelihood Ratio
Tests" |
| October 26 |
Eric Becker, Yale University, PhD student,
"Nonparametric Estimation of Latent Heterogeneity in Discrete Choice." |
| November 2 |
Sukjin Han, Yale University, PhD student,
"Nonparametric Triangular Simultaneous Equations Models with Weak Instruments" |
| November 9 |
Hiroaki Kaido, Boston University,
"Asymptotically Efficient Estimation of Weighted Average Derivatives with Interval
Censored Variables" |
| November 16 |
James Wolter, Yale University, PhD student,
"Estimation of Hazard Models with Dependence Across Observations: Correlation,
Frailty and Contagion." |
| November 30 |
Stephane Bonhomme, CEMFI, "Discrete Heterogeneity Patterns in Panel Data" |
| 2010 |
|
| February 10 |
Frank Schorfheide, UPenn, "Inference for VARs Identified with Sign Restrictions"
(with Hyungsik Roger Moon, Elenora Granziera and Mihye Lee), sponsored by the Journal
of Applied Econometrics |
| February 17 |
Jan Kiviet, University of Amsterdam, "Comparing the Asymptotic and Empirical (un)conditional
Distributions of OLS and IV in a Linear Static Simultaneous Equation" (with Jerzy
Niemczyk) |
| February 24 |
Stefan Hoderlein, Brown, "Nonparametric Identification in Nonseparable Panel Data
Models with Generalized Fixed Effects" |
| March 3 |
Yanqin Fan, Vanderbilt, visiting Cowles,
"Partial Identification and Confidence Sets for
Functionals of the Joint Distribution of Potential Outcomes" |
| March 24 |
Joon Park, Indiana, visiting Cowles, "Asymptotic Theory of Maximum Likelihood Estimator for
Diffusion Model" |
| March 31 |
Kei Hirano, University of Arizona, visiting
Cowles, "Impossibility Results for
Nondifferentiable Functionals", sponsored by the Journal of Applied
Econometrics |
| April 7 |
Siddhartha Chib, Olin School of Business,
Washington University, "Bayesian Matching
for Causal Inference" |
| April 14 |
Victor Chernozhukov, MIT, visiting Cowles,
"Estimation and Inference on Best Linear Approximations to Function Sets" |
| April 21 |
Nese Yildiz, Rochester, visiting Cowles, "Inference in Nonparametric Instrumental Variables
Models" |
| April 28 |
Andres Aradillas-Lopez, Wisconsin, "Nonparametric Testing and Identification in
Ascending Auctions with Unobserved Heterogeneity" (with Amit Gandhi and Dan
Quint) |
| May 5 |
Jinyong Hahn, UCLA, "The Asymptotic
Variance of Semiparametric Estimators with Generated Regressors" |
| May 12 |
Joel Horowitz, Northwestern, visiting
Cowles, "Estimating a Conditional Mean Function
with a High-Dimensional Covariate" |
| May 19 |
Joel Horowitz, Northwestern, visiting
Cowles, "Applied Nonparametric Regression" |
| September 8 |
Liudas Giraitis, Queen Mary University,
visiting Cowles, "Inference on Stochastic
Time-Varying Coefficient Models" |
| September 15 |
Oliver Linton, London School of Economics,
visiting Cowles, "Nonparametric Estimation of a
Polarization Measure" |
| September 22 |
Harrison Zhou, Yale University,
"Optimal Rates of Convergence for Covariance Matrix Estimation" |
| September 29 |
Denis Nekipelov, UC-Berkeley, visiting
Cowles, "Extremum Estimation and Numerical
Derivatives" |
| October 6 |
Elie Tamer, Northwestern, visiting Cowles,
"Sensitivity Analysis in a Likelihood Model: A Partial Identification Approach"
(with X. Chen and A. Torgovitsky) |
| October 13 |
Qiying Wang, University of Sydney, visiting
Cowles, "Convergence to Local Time with Applications in Financial Econometrics" |
| October 20 |
Lars Hansen, University of Chicago,
visiting Cowles "Nonlinear Filtering and Robust
Learning" |
| October 27 |
Irene Botosaru, Yale University,
"Duration Models with Dynamic Unobserved Heterogeneity: Identification and
Estimation" |
| November 3 |
Zhipeng Liao, Yale University,
"Adaptive GMM Shrinkage Estimation with Consistent Moment Selection" |
| November 10 |
Werner Ploberger, Washington University -
St. Louis, visiting Cowles, "Rate Optimal
Testings for Jumps in Diffusion Processes" |
| November 17 |
Alex Torgovitsky, Yale University, "Identification and Estimation of Nonparametric
Quantile Regressions with Endogeneity" |
| December 1 |
Karim Chalak, Boston College, "Identification of Local Treatment Effects Using a Proxy for
an Instrument" |
| 2009 |
|
| February 25 |
Dennis Kristensen, Columbia University,
"Higher Order Improvements for
Approximate Estimators" (with Bernard Salanié) |
| March 4 |
Nese Yildiz, University of Rochester,
"Consistent Estimation of
Parametric and Non-parametric Upper-contour and Level Sets" |
| March 25 |
James Powell, University of California at
Berkeley, "Identification and
Estimation of 'Irregular' Correlated Random Coefficient Models for Panel Data"
(with Bryan S. Graham) |
| April 1 |
Hal White, UC-San Diego, "Retrospective Estimation of Casual Effects Through Time"
(with Pauline Kennedy) |
| April 15 |
Bryan S. Graham, University of California
at Berkeley, Seminar Sponsored by Journal of Applied Econometrics "Measuring the Average Outcome and Inequality Effects of
Segregation in the Presence of Social Spillovers" (with Guido W. Imbens and Geert
Ridder) |
| April 22 |
Peter Hansen, Stanford, Seminar Sponsored
by Journal of Applied Econometrics, "In-Sample Fit and Out-of-Sample Fit: Their Joint
Distribution and Its Implications for Model Selection" |
| September 9 |
Brendan K. Beare, UCSD, "Distributional
Replication" |
| September 16 |
Ioannis Kasparis, University of Cyprus,
visiting Cowles, "Dynamic
Misspecification in Nonparametric Cointegrating Regression" |
| September 23 |
Simon Lee, Cowles Foundation, "Intersection Bounds: Estimation and Inference" |
| September 30 |
Anastasios Magdalinos, University of
Nottingham, visiting Cowles, "Econometric
Inference in the Vicinity of Unity" |
| October 7 |
Yoonseok Lee, University of Michigan,
visiting Cowles, "Likelihood Based Model Selection in
the Presence of Incidental Parameters" |
| October 14 |
Jerry Hausman, MIT, "Understanding Choice Intensity: A Poisson Mixture Model
with Logit-based Random Utility Selective Mixing" |
| October 19 |
Vladimir Spokoiny, Weierstrass Institute,
visiting Cowles, "Foundations and Applications of Modern Nonparametric
Statistics" Handout 1 |
| October 21 |
Robert Taylor, University of Nottingham,
visiting Cowles, "Testing for Roots in the Presence
of a Possible Break in Trend and Non-Stationary Volatility" |
| October 26 |
Vladimir Spokoiny, Weierstrass Institute,
visiting Cowles, "Foundations and Applications of Modern Nonparametric
Statistics" Handout 2 |
| October 28 |
Vladimir Spokoiny, Weierstrass Institute,
visiting Cowles, "Saddle Point Model Selection" |
| November 4 |
Xiaoxia Shi, Yale, "Model Selection Tests for Nonnested Moment Inequality Models" |
| November 11 |
Gary Chamberlain, Harvard University,
"Bayesian Aspects of Treatment Choice" |
| November 18 |
Rustam Ibragimov, Harvard University,
"Robust Measurement of Risk, Inequality and
Concentration" |
| December 2 |
Wei Biao Wu, University of Chicago, "Strong Invariance Principles for Dependent Random Variables" |
| 2008 |
|
| February 20 |
Victor Chernozhukov, MIT, "Quantile and Probability Curves without
Crossing" (with Ivan Fernandez-Val and Alfred Galichon) |
| March 5 |
Silvia Goncalves, University of Montreal,
"Improved Methods of Inference for Realized Volatility like Statistics" (based
on "Box-Cox Transforms for
Realized Volatility" (with Nour Meddah) and "Bootstrapping Realized Multivariate
Volatility Measures" (with Prosper Dovonon and Nour Meddahi) |
| March 26 |
Patrik Guggenberger, UCLA & Cowles
Visitor, "The Impact of a
Hausman Pretest on the Size of Hypothesis Tests" |
| April 2 |
Peter Robinson, LSE, "Nonparametric Regression with Spatial
Data" |
| April 9 |
Ivana Komunjer, University of California,
San Diego, "Global Identification
in Nonlinear Semiparametric Models" |
| April 16 |
Andrew Chesher, UCLA and Cowles Visitor,
"Lectures on Identification — Excess Heterogeneity, Endogeneity and Index
Restrictions (Paper A),
Identification in Nonseperable Models (Paper
B), Instrumental Values (Paper C)"
(References) |
| April 17 |
Philip Haile, Yale University (Cowles
Foundation), "Nonparametric
Identification of Multinomial Choice Demand Models with Heterogeneous Comsumers"
(with Steven Berry) Special event, joint with IO Workshop |
| April 23 |
Andrew Chesher, UCLA and Cowles Visitor,
"Endogeneity and Discrete Outcomes" |
| April 30 |
Guido Kuersteiner, University of
California, Davis, "Estimator
Averaging for Two Stage Least Squares" (with Ryo Okui) |
| May 7 |
Karim Chalak, Boston College, "Independence and Conditional Independence
in Causal Systems" (with Halbert White) and "Identification with Conditioning
Instruments in Causal Systems" (with Halbert White) |
| September 3 |
Enrique Santana, CEMFI, "Multivariate Location-Scale Mixtures of
Normals and Mean-Variance-Skewness Portfolio Allocation" (with Javier Mencía) |
| September 17 |
Tassos Magdalinos, University of
Nottingham, "Asymptotic
Inference for Moderately Cointegrated Systems" (with Peter C.B. Phillips) |
| September 22 (Monday) |
Quang Vuong & Isabelle Perrigne,
Pennsylvania State University, "Nonparametric Identification of Risk Aversion in First-Price Auctions
Under Exclusion Restrictions" |
| September 24 |
Katsumi Shimotsu, Queens University, "Sequential Estimation of Structural
Models with Fixed Point Constraint" (with Hiroyuki Kasahara) |
| October 1 |
Yoon-Jae Whang, Seol National University,
"Bootstrap Tests of Stochastic
Dominance with Asymptotic Similarity on the Boundary" (with Oliver Linton and
Kyungchul Song) |
| October 8 |
Xu Cheng, Yale University, "Nonlinear
Regression" |
| October 15 |
Qiying Wang, University of Sydney, "Structural Nonparametric Cointegrating
Regression" (with Peter C.B. Phillips) |
| October 29 |
Bruce Hansen, University of Wisconsin,
"Generalized Shrinkage Estimators" |
| November 5 |
Nick Kiefer, Cornell University, "Default Estimation, Correlated Defaults,
and Expert Information" |
| November 12 |
Tai Otsu, Yale University, "Estimating Derivatives in Nonseparable Models
with Limited Dependent Variables" (with Joseph Altonji and Hidehiko Ichimura) |
| November 19 |
Jim Heckman, Alfred Cowles Distinguished
Visiting Professor, Yale University & University of Chicago, and Azeem Shaikh,
University of Chicago, "A Reevaluation of the Perry Pre-school Program" |
| December 3 |
Lung-Fei Lee, Ohio State University,
"Specification and Estimation of Social Interactions Models" |
| December 10 |
Xu Cheng, Yale University, "Robust
Confidence Intervals in Nonlinear Regression under Weak Identification" |
| 2007 |
|
| February 28 |
Michael Jansson, UC Berkeley, "Optimal Inference for Instrumental
Variables Regression with non-Gaussian Errors" (with Matias D. Cattaneo and
Richard K. Crump) |
| March 7 |
Fallaw Sowell, Carnegie Mellon University,
"An Improved Approximation to the
Distributions in GMM Estimation" |
| March 28 |
Juergen Gaul, University of Bonn, "A Partially Linear Approach to Modelling the
Dynamics of Spot and Future Prices" (with Erik Theissen) |
| April 4 |
Arie Beresteanu, Duke University, "Asymptotic Properties for a Class of
Partially Identified Models" (with Francesca Molinari) |
| April 11 |
Eric Renault, University of North Carolina,
"Efficient GMM with Nearly-Weak
Identification" (with Antoine Bertille) |
| April 18 |
Peter Rossi, University of Chicago, "A Non-Parametric Bayesian Approach to
the Instrumental Variable Problem" (with Tim Conley, Chris Hansen, and Rob
McCulloch) |
| May 9 |
Ignacio Lobato, ITAM, "A Consistent Specification Test for Models Defined by
Conditional Moment Restrictions" (with Manual A. Dominguez) |
| September 12 |
Yixiao Sun, University of CA - San Diego
(visiting the Cowles Foundation) ,"Bandwith Choice of
Interval Estimation in GMM Regression" (with Peter Phillips) |
| September 19 |
Shakeeb Kahn, Duke University "Irregular Identification, Support Conditions and
Inverse Weight Estimation" (with Elie Tamer) |
| September 26 |
Jiti Gao, University of Western Australia
(visiting the Cowles Foundation), "A New Test in
Parametric Linear Models with Nonparametric Autoregressive Errors" (with Maxwell
King) |
| October 3 |
Stefan Hodserlein, Universtitat Mannheim,
"Recall Errors in Survey" (with Joachim
Winter) |
| October 10 |
Simon Lee, University College London,
"Testing for Stochastic Monotonicity" (with
Oliver Linton and Yoon-Jae Whang) |
| October 17 |
Jim Powell, University of CA, Berkeley
"Simple Estimators for Semiparametric Multinomial Choice" |
| October 24 |
P. Jeganathan, Indian Statistical Institute
(visiting the Cowles Foundation), "A Nonlinear
Regression Model with Integrated Time Series" (with Peter Phillips) |
| October 31 |
Lung-fei Lee, Ohio State University, "Quasi-Maximum Likelihood Estimators for Spatial Dynamic Panel
Data with Fixed Effects when both n and T are Large: A Nonstationary
Case" (with Jihai Yu and Robert de Jong) |
| November 7 |
Yingyao Hu, Johns Hopkins University,
"Estimating First-Price Auctions with Unknown Number of
Bidders: A Misclassification Approach" (with Matt Shum) |
| November 14 |
Oliver Linton, London School of Economics
(visiting the Cowles Foundation), "Efficient
Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns"
(with Gregory Connor and Matthias Hagmann) |
| November 28 |
Joerg Stoye, New York University, "More on Confidence Intervals for Partially Identified
Parameters" |
| December 5 |
Rohit Deo, University of
Texas-Austin-Stern, "The Chi-Square Approximation of
the Restricted Likelihood Ratio Test for the Sum of Autoregressive Coefficients with
Interval Estimation" and "Bias Reduction and
Likelihood Based Almost-Exactly Sized Hypothesis Testing in Predictive Regressions using
the Restricted Likelihood" (both with Willa Chen) |
| 2006 |
|
| February 22 |
Ed Vytlacil, Columbia University, "Threshold Crossing Models and Bounds on
Treatment Effects: A Nonparametric Analysis" (with A. Shaikh) |
| March 1 |
Victor Chernozhukov, MIT, "Estimation
and Confidence Regions for Parameter Sets in Econometrics Models" |
| March 29 |
Giuseppe Ragusa, Rutgers University, "Bayesian (and Classical) Properties of Minimum Divergence
and Generalized Empirical Likelihood Methods" |
| April 5 |
Xiaohong Chen, New York University, "Estimation of Possibly Misspecified Semiparametric
Conditional Moment Restriction Models with Different Conditioning Variables"
(with Chunrong Ai) |
| April 12 |
Frank Kleibergen, Brown University, "Subset Statistics in the Linear IV Regression Model" |
| April 19 |
Marcelo Moreira, Harvard University
(visiting the Cowles Foundation), "Optimal
Inference in Regression Models with Nearly Integrated Regressors" (with Michael
Jansson) and "Optimal One-Sided Tests for Instrumental Variables Regression"
(with Donald Andrews and James Stock) |
| April 26 |
Andres Aradillas-Lopez, Princeton
University, "Semiparametric Estimation of
a Simultaneous Game with Incomplete Information" |
| May 3 |
Laura Chioda, Princeton University, "Optimal Conditional Inference for Instrumental Variables
Regression" (with Michael Jansson) |
| May 10 |
Richard Smith, University of Cambridge,
"Exogeneity in Semiparametric
Models: Definitions and Tests" (with Paulo M.D.C. Parente) |
| September 13 |
Debopam Bhattacharya, Dartmouth College and
Yale University, "Inference on Optimal
Matching from Experimental Data" |
| September 20 |
Qiying Wang, University of Sydney and Yale
University, "Long-Range Dependent Time Series
Specification" (with Jiti Gao) |
| September 27 |
Azeem Shaikh, University of Chicago and
Yale University, "Stepup Procedures for Control of
Generalizations of the Familywise Error Rate" (with Joseph Romano) and "On Stepdown Control of the False Discovery Proportion'
(with Joseph Romano) |
| October 4 |
Jean-Pierre Florens, University of
Toulouse, "Inverse Problems in Econometrics 2: Statistical Properties of a Solution
of an Integral Equation of Type One" |
| October 11 |
Eric Gautier, Yale University,
"Bayesian Estimation of Finite Population Inequality with Multivariate Bracketed
Data" |
| October 18 |
Jean-Pierre Florens, University of
Toulouse, "Inverse Problems in Econometrics 4: Non-Linear Inverse Problems" |
| October 25 |
Keli Xu, Yale University, "Empirical
Likelihood Based Inference of Nonlinear Diffusions" |
| November 1 |
Huaming Peng, Yale University, "Model
Selection in Factor Models Using Posterior Information" |
| November 8 |
Brendan Beare, Yale University, "Copulas and Temporal Dependence" |
| November 15 |
Serena Ng, University of Michigan, "Instrumental Variable Estimation in a Data Rich Environment"
(with Jushan Bai) |
| November 29 |
Meet on December 2 at Greater New York
Metropolitan Area Econometrics Colloquium |
| December 6 |
Marc Henry, Columbia University, "Dilation Bootstrap: A Methodology for Constructing
Confidence Regions with Partially Identified Models" (with Alfred Galichon) |
| December 13 |
Pascal Lavergne, Simon Fraser University, "One for All and All for One: Dimension Reduction for
Regression Checks" |
| 2005 |
|
| February 23 |
KUZNETS LECTURE: Robert
Townsend, University of Chicago, "The Thai Economy: Growth, Inequality, and the
Evaluation of Financial Systems" |
| March 2 |
Masao Ogaki, Ohio State University, "Structural Spurious Regressions and a Hausman-Wu-Type
Cointegration Test" |
| March 23 |
Whitney Newey, MIT, "Improved Inference for GMM with Many Moments"
(additional paper with C. Hansen and J. Hausman) |
| March 31 |
Rosa Matzkin, Northwestern University,
"Identification and Estimation in
Structural Nonparametric Models" Joint with Applied Microeconomics Workshop |
| April 6 |
Werner Ploberger, University of Rochester
and Yale University, "Optimal Estimation under Nonstandard Conditions" (with
Peter Phillips) |
| April 20 |
Bryan S. Graham, Harvard University, "Identifying Social Interactions Through Excess Variance
Contrasts" |
| April 27 |
Juan Carlos Escanciano, University of
Navarra and Yale University, "Model Checks
Using Residual Marked Empirical Processes" |
| September 14 |
Federico Bandi, University of Chicago,
Graduate School of Business, "On the Finite Sample
Properties of Kernel-Based Integrated Variance Estimators" (Second Paper: "Microstructure Noise and Volatility Estimation") (both
with Jeffrey R. Russell) |
| September 21 |
P. Jeganathan, Indian Statistical
Institute, "On the Consistency of LS Estimators in Certain Nonlinear Time Series
Models" |
| September 28 |
Marc Hallin, Free University of Brussels,
"The Generalized Dynamic Factor Model:
Determining The Number of Factors" (with Roman Liska) |
| October 12 |
Don Andrews, Yale University, "Inference with Weak Instruments" (Related paper:
"Testing with Many Weak Instruments")
(both with James Stock) |
| October 19 |
Yoonseok Lee, Yale University,
"Nonparametric Approaches to Dynamic Panel Modeling and Bias Correction" |
| October 26 |
Huaming Peng, Yale University, "Factor
Model Selection and Its Asymptotics" |
| November 2 |
Xiaohong Chen, New York University, "Principal Components and the Long Run" (with Lars
Peter Hansen and José A. Scheinkman) |
| November 9 |
Taisuke Otsu, Yale University,
"Minimax Estimation and Testing for Moment Condition Models via Large
Deviations" (with Yuichi Kitamura) |
| November 16 |
Joanna Haddock, Yale University,
"Economic Forecasting with End of Sample Tests" |
| November 30 |
Rosa Matzkin, Northwestern University,
"Identification in Nonparametric Simultaneous
Equations" and "Nonparametric Consumer Demand" |
| 2004 |
|
| September 8 |
David Harris, University of Melbourne,
"Panel Stationarity Tests for Purchasing Power
Parity with Cross-Sectional Dependence" (with Stephen Leybourne and Brendan
McCabe) |
| September 22 |
Rustam Ibragimov, Yale University, "On
the Robustness of Economic Models to Heavy-Tailedness Assumptions" |
| September 29 |
Kevin Song, Yale University, "Testing
Semiparametric Conditional Moment Restrictions via Conditional Martingale Transforms" |
| October 4 |
Manuel Arellano, CEMFI, "Robust Likelihood Estimation of Dynamic
Panel Data Models" (with Javier Alvarez) |
| October 13 |
Vadim Marmer, Yale University,
"Nonlinearity, Nonstationarity, and Spurious Forecasts" |
| October 20 |
Erik Hjalmarsson, Yale University,
"Predicting Global Stock-Returns with New Methods for Pooled and Long-Run Forecasting
Regressions" |
| October 26 |
Ryo Okui, Yale University and University of
Pennsylvania, "Shrinkage Methods for
Instrumental Variable Estimation" |
| October 27 |
Oliver Linton, London School of Economics,
"Nonparametric Estimation of Homothetic and
Homothetically Separable Functions" (with Arthur Lewbel) |
| November 3 |
P. Jeganathan, Indian Statistical
Institute, "Asymptotic Inference in Some Nonlinear Time Series Models" |
| November 10 |
Stefan Hoderlein, University of Mannheim,
"Nonparametric Demand Analysis
in a Heterogeneous Population Using LPR Based Estimators" (Second paper, with Norbert
Christopeit) |
| December 1 |
Yuichi Kitamura, Yale University,
"Nonparametric Identifiability of Finite Mixtures" |
| February 11 |
Yoon-Jae Whang, Korea University,"Consistent Testing for Stochastic Dominance under General
Sampling Schemes" |
| February 25 |
Dietmar Bauer, Vienna University of
Technology, "State Space Representations for
Rational Unit Root Processes" (with Martin Wagner) |
| March 1 |
Christian Bender, University of Konstanz,
"Integration with Respect to a Fractional Brownian Motion and the Fractional
Black-Scholes Market" |
| March 3 |
Alex Maynard, University of Toronto, "Covariance-based Orthogonality Tests for Regressors with
Unknown Persistence with Application to Stock Return Predictability" (with
Katsumi Shimotsu) |
| March 29 |
Tony Smith, Yale, "Generalized Indirect Inference for Discrete Choice Models" |
| April 21 |
Jack Porter, Harvard University, "Efficiency in Asymptotic Shift Experiments" |
| April 28 |
Joseph Altonji, Yale, "Selection on Observed and Unobserved Variables: Assessing
the Effectiveness of Catholic Schools" |
| 2003 |
|
| February 19 |
John Chao, University of Maryland,
"Consistent Estimation with a Large Number of Weak Instruments" |
| February 26 |
Hannes Leeb, Temple University,
"Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type
Estimators, and Some General Lower Risk-Bound Results" |
| March 5 |
Donald Brown and Marten Wegkamp, Yale
University, "Tests of Independence in Separable
Econometric Models" |
| April 2 |
Matthew Rabin, "Piecemeal
Preferences" |
| April 9 |
Guido Imbens, University of California,
Berkeley, "Identification and Inference in
Nonlinear Difference-in-differences Models" Joint with Labor and Population |
| April 16 |
Yuichi Kitamura, University of
Pennsylvania, "A Likelihood-based Approach to the
Analysis of a Class of Nested and Non-nested Models" |
| April 30 |
Andrew Chesher, University College London,
"Instrumental Values" |
| September 17 |
Jushan Bai, New York University, "Evaluating Latent and Observed Factors in
Macroeconomics and Finance" and "Confidence
Intervals for Principal-Components Forecasts with Large Numbers of Predictors" |
| September 24 |
Offer Lieberman, Technion – Israel
Institute of Technology, "Error Bounds
and Asymptotic Expansions for Toeplitz Product Functionals of Unbounded Spectra" |
| October 1 |
Tim Vogelsang, Cornell University, "A New Asymptotic Theory for
Heteroskedasticity-Autocorrelation Robust Tests" |
| October 3 |
Josh Angrish, MIT, "Treatment Effect Heterogeneity in Theory and Practice"
Joint with Labor and
Population |
| October 8 |
Feng Zhu, Yale University, "Central Bank Balanced Sheet Concerns, Monetary and Fiscal
Rules, and Macroeconomic Instability" |
| October 15 |
Sainan Jin, Yale University, "Discrete
Choice Modeling with Nonstationary Panels" |
| October 22 |
Dietmar Bauer, TU Wien (Vienna University
of Technology), "Subspace Methods for the Estimation
of ARMA Models" and Presentation Slides |
| October 29 |
P. Jeganathan, Indian Statistical
Institute, "Asymptotics in Some Nonlinear Cointegrated Models" based on the
following two papers: "Second Order Limits of
Functionals of Sums of Linear Processes that Converge to Fractional Stable Motions"
and "Convergence of Functionsld og Dumd of
r.v.s. to Local Times of Fractional Stable Motions" |
| November 5 |
Luke Hong, Yale University, "Testing
Linearity in Cointegrating Relations: Application to PPP" |
| November 12 |
Jiti Gao, The University of Western
Australia, "Model Selection in Nonparametric and
Semiparametric Regression" |
| December 3 |
Guido Kuersteiner, MIT, "Bias Reduction for Dynamic Nonlinear Panel Models with
Fixed Effects" (with Jinyong Hahn) |
| December 10 |
Luke Hong, Yale University, "Testing
Linearity in Cointegrating Relations: Application to PPP" |
| 2002 |
|
| January 30 |
Oliver Linton, London School of Economics,
"Estimation of Semiparametric Models When the Criterion Function Is Not Smooth" |
| February 6 |
Oliver Linton, London School of Economics,
"Limit Theorems for Estimating the Parameters of Differentiated Product Demand
Systems" |
| February 11 |
Oliver Linton, London School of Economics,
"Estimating Semiparametric ARCH(inf) Models by Kernel Smoothing Methods"
Joint with Prospectus Workshop in Econometrics |
| February 27 |
Offer Lieberman, Technion-Israel Institute
of Technology, "High-order Theory ofFractional Guassian Processes" |
| March 27 |
Zhijie Xiao, University of Illinois at
Urbana-Champaign, "Efficient Regression in Time Series Partial Linear Models" |
| April 3 |
Katsumi Shimotsu, University of Essex,
"Exact Local Whittle Estimation of Fractional Integration" |
| April 8 |
Keith Knight, University of Toronto,
"Asymptotics for Argmin Estimators." Joint with Prospectus
Workshop in Econometrics |
| April 10 |
Keith Knight, University of Toronto,
"Regression Quantiles: Second Order Considerations" |
| April 24 |
Jong Kim, Yale University and Morten
Nielsen, Yale University "Semiparametric Estimation of Time Series Regression with
Long Range Dependence" |
| May 13 |
John Geweke, University of Iowa,
"Compound Markov Mixture Models with Appliations in Finance" Joint with Prospectus Workshop in Econometrics |
| September 18 |
Guido Kuersteiner, MIT, "Higher Order Properties of Bootstrap and Jackknife
Bias Corrected Maximum Likelihood Estimators" |
| October 2 |
Patrik Guggenberger, Yale University,
"Generalized Empirical Likelihood and Weak
Instruments" |
| October 16 |
Lingfeng Li, Yale University,
"Correlation of Stock and Bond Returns" |
| October 23 |
Jun Yu, University of Auckland, "A Class of Nonlinear Stochastic Volatility Models and Its
Implications on Pricing Currency Options" |
| October 30 |
Bjorn Tuypens, Yale University, "Stock
Market Predictability: Theory and Econometric Tests" |
| November 6 |
Jong Kim, Yale University,
"Higher-Order Improvements of the Restricted Parametric Bootstrap for Tests" |
| November 13 |
Katsumi Shimotsu, University of Essex,
"Exact Local Whittle Estimation of Fractionally Cointegrated Systems" |
| November 20 |
George Korniotis, Yale University,
"Testing External Habits in U.S. State Consumption" |
| December 4 |
P. Jeganathan, Indian Statistical
Institute, "Convergence of Functionals of Sums
of Fractionally Integrated Processes" |
| December 11 |
P. Jeganathan, Indian Statistical
Institute, "Asymptotic Inference in Nonlinear
Conintegrated Time Series with Fractionally Integrated and Possibly Heavy Tailed Errors"
and "Asymptotic Inference in A Non-Linear
Cointegrated Model" |
| 2001 |
|
| February 14 |
In Choi, Yale University,
"Cointegrating Smooth Transition Regressions with Applications to the Asian Currency
Crisis" |
| February 28 |
Sam Thompson, Harvard University,
"Specification Tests for Conditional Distributions, with an Application to Models for
the Spot Interest Rate" |
| March 21 |
Javier Hidalgo, LSE, "Estimation of
the Location of the Pole: The Parametric and Nonparametric Approach" |
| March 28 |
Robert de Jong, Michigan State University,
"Least Squares with Powers of Integrated Processes as Regressors" |
| April 11 |
Susanne Schennach, University of Chicago,
"Estimation of Nonlinear Models with Measurement Error" |
| September 19 |
Bo Honoré, Princeton University,
"Estimation of Cross Sectional and Panel Data Censored Regression Models with
Endogeneity" |
| October 3 |
Ling Hu, Yale University, "Dependence
Patterns across Markets: Methods and Evidence" |
| October 8 |
Richard Smith, University of Bristol,
"Alternative Methods for Heteroskedastic and Autocorrelation Variance Matrix
Estimation" |
| October 10 |
Richard Smith, University of Bristol,
"Higher Order Properties of GMM and Generalized Empirical Likelihood Estimators" |
| October 31 |
Yixiao Sun, Yale University, "Modeling
Panel Clusters with Application in Convergence Clubs" |
| November 7 |
Alberto Abadie, John F. Kennedy School,
Harvard University, "Simple and Bias-Corrected Matching Estimators for Average
Treatment Effects" |
| November 28 |
Frank Kleibergen, University of Amsterdam,
"Testing Parameters in GMM Without Assuming That They are Identified" |
| December 5 |
Ray C. Fair, Yale University,
"Bootstrapping Macroeconometric Models" |
| 2000 |
|
| February 14 |
In Choi, Yale University,
"Cointegrating Smooth Transition Regressions with Applications to the Asian Currency
Crisis" |
| February 28 |
Sam Thompson, Harvard University,
"Specification Tests for Conditional Distributions, with an Application to Models for
the Spot Interest Rate" |
| March 21 |
Javier Hidalgo, LSE, "Estimation of
the Location of the Pole: The Parametric and Nonparametric Approach" |
| March 28 |
Robert de Jong, Michigan State University,
"Least Squares with Powers of Integrated Processes as Regressors" |
| April 11 |
Susanne Schennach, University of Chicago,
"Estimation of Nonlinear Models with Measurement Error" |
| September 13 |
Offer Lieberman, Technion-Israel Institute
of Technology and Yale University, "Valid Asymptotic expansions for the Maximum
Likelihood Estimator of the Parameter of a Stationary, Gaussian, Strongly Dependent
Process" |
| September 20 |
Xiaohong Chen, London School of Economics,
"Efficient Estimation of Models with Conditional Moment Restrictions Containing
Unknown Functions" (with Chunrong Ai). |
| October 4 |
Konstantin Tyurin, Yale University, "A
Semiparametric Competing Risk Model of a Limit Order Market" |
| October 18 |
David McKenzie, Yale University,
"Consumption Growth in a Booming Economy: Taiwan 1976-96" |
| November 1 |
Guido Kuersteiner, MIT, "Weak
Instruments in Dynamic Panel Models with Fixed Effects" |
| November 29 |
Dmitry Dubasov, Yale University, Corporate
Investment and Financing Constraints" |
| 1999 |
|
| February 14 |
In Choi, Yale University,
"Cointegrating Smooth Transition Regressions with Applications to the Asian Currency
Crisis" |
| February 28 |
Sam Thompson, Harvard University,
"Specification Tests for Conditional Distributions, with an Application to Models for
the Spot Interest Rate" |
| March 21 |
Javier Hidalgo, LSE, "Estimation of
the Location of the Pole: The Parametric and Nonparametric Approach" |
| March 28 |
Robert de Jong, Michigan State University,
"Least Squares with Powers of Integrated Processes as Regressors" |
| April 11 |
Susanne Schennach, University of Chicago,
"Estimation of Nonlinear Models with Measurement Error" |
| September 22 |
Peter C.B. Phillips, Yale University,
"Discrete Fourier Transforms of Fractional Processes" |
| September 29 |
Katsumi Shimotsu, Yale University,
"Local Whittle and Modified Local Whittle Regression in the Nonstationary Case" |
| October 6 |
Chang Sik Kim, Yale University,
"Asymptotics of Log Periodogram Regression: The Nonstationary Case" |
| October 13 |
Kostya Tyurin, Yale University, "Local
Density of Fractional Brownian Motion" |
| October 20 |
Moto Shintani, Yale University, "Is
There Chaos in the U.S. Economy? Testing the Statistical Significance of Lyapunov Exponent
from Neural Networks" |
| October 22 |
Robert Engle, University of California, San
Diego, "CAViaR: Conditional Value at Risk by Regression Quantiles" |
| October 23-24 |
COWLES CONFERENCE: New
Developments in Time Series Econometrics |
| October 27 |
Thong Nguyen, Yale University, "A
Nonparametric Analysis of the Heath-Jarrow-Morton Models of Interest Rate" |
| November 3 |
Joon Park, Seoul National University
(visiting Yale), "Nonlinear Regressions with Integrated Time Series" |
| November 10 |
Yoon-Jae Whang, Ewha Womans University
(visiting Yale), "Testing for the Martingale Hypothesis" |
| November 17 |
Yoosoon Chang, Rice University (visiting
Yale), A Sieve Bootstrap for the Test of a Unit Root" |
| December 1 |
Donald Andrews, Yale University,
"Higher-order Improvements of a Computationally Attractive k-step Bootstrap
for Extremum Estimators" |
| January 27 |
Yacine Ait-Sahalia, Princeton University,
"Maximum-likelihood Estimation of Discretely Sampled Diffusions: A Closed-form
Approach" |
| February 10 |
Christopher Sims, Yale University, "A
Bayesian Perspective on Non-Parametrics" |
| February 19 |
Joel Horowitz, University of Iowa, "An
Adaptive, Rate-Optimal Test of a Parametric Model Against a Nonparametric
Alternative" |
| 1998 |
|
| September 16 |
Peter C.B. Phillips, Yale University,
"Nonlinear Integration" |
| September 23 |
Mototsugu Shintani, Yale University,
"A Simple Cointegrating Rank Test Without Parametric Specification" |
| September 30 |
James MacKinnon, Queens University,
"Bootstrap Tests of Nonnested Linear Regression Models" |
| October 7 |
Binbin Guo, Yale University, "Testing
for Autocorrelation and Unit Roots in the Presence of Conditional Heteroskedasticity of
Unknown Form" |
| October 14 |
Alex Maynard, Yale University,
"Rethinking an Old Empirical Puzzle: Econometric Evidence on the Forward Discount
Anomaly" |
| October 21 |
Federico Bandi, Yale University, "Some
New Methods in the Econometrics of Continuous-Time Finance" |
| October 28 |
Woocheol Kim, Yale University,
"Econometric Analysis of Locally Stationary Time Series Models" |
| November 4 |
Tim Vogelsang, Cornell University,
"Simple Robust Testing of Regression Hypotheses" |
| November 11 |
Werner Ploberger, University of Rochester,
"A Complete Class of Tests When the Likelihood is LAQ" |
| November 18 |
Woocheol Kim, Yale University,
"Econometric Analysis of Evolving Time Series Models" |
| December 2 |
Binbin Guo, Yale University, "Testing,
Estimation and Applications of Autoregressive Models with Conditional
Heteroskedasticity" |
