| Spring 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) |
| 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" |
| 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, TBA |
| 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" |
