|
2008 Cowles Summer
Conference
OPERATOR METHODS AND INVERSE PROBLEMS IN ECONOMETRICS
June 9–10, 2008
Organizers: Xiaohong Chen & Yuichi Kitamura
List of Attendees |
| MONDAY |
8:00–9:00 |
Continental Breakfast |
|
9:00–10:30 |
SESSION 1 |
|
|
Lars Peter Hansen (University of Chicago),
"Modeling the Long Run: Valuation in Dynamic
Stochastic Economies" |
|
|
Nour Meddahi (Imperial College),
"Temporal Aggregation of Nonlinear Volatility Models" [abstract] |
|
10:30–11:00 |
Coffee Break |
|
11:00–12:30 |
SESSION 2 |
|
|
Whitney Newey (MIT), "Identification
& Estimation of Triangular Simultaneous Equations Models with Additivity" |
|
|
Andres Santos (UCSD), "Instrumental Variables Methods Recovering Continuous Linear
Functionals" |
|
12:30–2:30 |
Lunch |
|
2:30–4:00 |
SESSION 3 |
|
|
Enno Mammen (Mannheim), "Some
Statistical Problems Leading to Emperical Integral Equations of Type II" |
|
|
Jan Johannes (Heidelberg), "Functional Linear Instrumental Regression under Second
Order Stationarity" |
|
4:00–4:30 |
Coffee Break |
|
4:30–6:00 |
SESSION 4 |
|
|
Simon Lee (UCL/UK), "Testing a Parametric Quantile-Regression Model with an
Endogenous Explanatory Variable Against a Nonparametric Alternative" |
|
|
Xiaohong Chen (Yale), "Efficient Estimation of Nonparametric Quantile IV Weighted
Average Derivative" |
|
7:00 |
Dinner, Ibiza, 39 High Street, New Haven |
| TUESDAY |
9:00–10:30 |
SESSION 1 |
|
|
Frits Ruymgaart (Texas Tech University),
"Frechet-Differentiation of Functions of Operators with Application to Functional
Regression" [abstract] |
|
|
Sebastien Van Bellegem (UCL/Belgium),
"Hilbert-Scale Regularization for Functional Estimation under Conditional Moment
Conditions" [abstract] |
|
10:30–11:00 |
Coffee Break |
|
11:00–12:30 |
SESSION 2 |
|
|
Joel Horowitz (Northwestern),
"Specification Testing in Nonparametric Instrumental Variables Estimation" [abstract] |
|
|
Marine Carrasco (University of Montreal),
"A Regularization Approach to the many
Instruments Problem" |
|
12:30–2:30 |
Lunch |
|
2:30–4:00 |
SESSION 3 |
|
|
Jean-Pierre Florens (Toulouse), "Nonparametric Estimation of an Instrumental Regression: A
Bayesian Approach Based on Regularized Posterior" |
|
|
Gautum Tripathi, (University of
Connecticut), "Nonparametric Estimation of Returns to Scale" [abstract] |
|
4:00–4:30 |
Coffee Break |
|
4:30–6:00 |
SESSION 4 |
|
|
Victoria Zinde-Walsh (McGill), "Generalized Functions Spaces in Identification
Problems" |
|
|
Eric Gautier (ENSAE-CREST), and Yuichi
Kitamura (Yale), "Nonparametric
Estimation in Random Coefficients Binary Choice Models" |
|
7:00 |
Dinner, Thali, 4 Orange Street, New Haven |