|
2008 Cowles Summer
Conference
HANDLING DEPENDENCE:
TEMPORAL, CROSS-SECTIONAL, AND SPATIAL
June 22–23, 2009
Organizer: Donald Andrews
List of Attendees |
| MONDAY |
8:00–9:00 |
Continental Breakfast |
|
|
SESSION 1 |
|
9:00-9–35 |
Lung-fei Lee (Ohio State University),
"Near Unit Root and Spurious Regression in the Spatial Autoregressive Model"
(with Jihai Yu) [Papers 1 | Paper 2] |
|
9:35–10:10 |
Tim Conley (University of Chicago), "Inference with Dependent Data Using Cluster Covariance
Estimators" |
|
10:10–10:30 |
Coffee Break |
|
|
SESSION 2 |
|
10:30–11:05 |
Guido Kuersteiner (UC-Davis), "Limit Theory for Panel Data Models with Cross
Sectional Dependence and Sequential Exogeneity" (with Ingmar Prucha) [Slides] |
|
11:05–11:40 |
Paolo Zaffaroni (Imperial College Business
School), "Generalized Least Squares
Estimation of Panel with Common Shocks" |
|
11:40–12:15 |
Francesco Moscone (Brunel Business School),
"Testing for Error Cross Section Independence in Panels" (with Elisa Tosetti) |
|
12:15–1:30 |
Lunch |
|
|
SESSION 3 |
|
1:30–2:05 |
Steven Durlauf (University of Wisconsin),
"Adoption Curves and Social Interactions"
(with William Brock) |
|
2:05–2:40 |
Ulrich Müller (Princeton University),
"Pre and Post Break Parameter Inference"
(with Graham Elliot) |
|
2:40–3:15 |
Joon J. Park (Texas A&M University),
"Inference on Conditional Mean Models in Continuous Time: Theory and
Application" [abstract] |
|
3:15–3:45 |
Coffee Break |
|
|
SESSION 4 |
|
3:45–4:25 |
S.N. Lahiri (Texas A&M University),
"On Pooled Block Bootstrap Estimation" (with Arnab Maity) |
|
4:25–5:00 |
Silvia Goncalves (University of Montreal),
"The Moving Blocks Bootstrap for Panel Linear Regression Models with Individual Fixed
Effects" |
|
6:30 |
Dinner, Ibiza, 39 High Street |
| TUESDAY |
8:00–9:00 |
Continental Breakfast |
|
|
SESSION 5 |
|
9:00–9:35 |
Roger Moon (University of Southern
California), "Likelihood Expansion for Panel
Regression Models with Factors" (with Martin Weidner) |
|
9:35–10:10 |
Jushan Bai (Columbia University), "Likelihood Approach to Small T Dynamic Panel with
Interactive Effects" [Slides] |
|
10:10–10:30 |
Coffee Break |
|
|
SESSION 6 |
|
10:30–11:05 |
C. Alan Bester (University of Chicago),
"Fixed-b Asymptotics for Spatially Dependent
Robust Nonparametric Covariance Matrix Estimators" |
|
11:05–11:40 |
Badi Baltagi (Syracuse University),
"Spatial Panels" [abstract] |
|
11:40–12:15 |
Nazgul Jenish (New York University), "Central Limit Theorems and Uniform Laws of Large Numbers
for Dependent Random Fields" (with Ingmar R. Prucha) |
|
12:15–1:30 |
Lunch |
|
|
SESSION 7 |
|
1:30–2:05 |
Martin Weidner (University of Southern
California) "Inference on Panel Regression Models with Unknown Number of
Factors" (with Roger Moon) |
|
2:05–2:40 |
Xiaohong Chen (Yale University), "Efficient Estimation of Copula-Based Semiparametric Markov
Models" (with Wei Biao Wu, and Yanping Yi) |
|
2:40–3:15 |
Donald Andrews (Yale University),
"Heteroskedasticity and Autocorrelation Robust Inference" |