Econometrics Summer Conference

		Cowles Foundation for Research in Economics ECONOMETRICS SUMMER CONFERENCE "Bayesian Semi/Non Parametric Econometrics and Statistics" June 13–14, 2011 Conference Location: Yale SOM, Watson Center, 60 Sachem St., Room A51 Organizers: Andriy Norets and Taisuke Otsu
MONDAY	8:00–9:00	Continental Breakfast
	9:00–9:45	John Geweke (University of Technology, Sydney), "Nonparametric Bayesian Modelling of Monotone Preferences for Discrete Choice Experiments"
	9:45–10:30	Susumu Imai (Queen's University), "Bayesian Estimation of Dynamic Housing Model with Unobserved Heterogeneity" (with Sidibe Modibo)
	10:30–11:00	Coffee Break
	11:00–11:45	Jean-Pierre Florens (University of Toulouse I), "Bayesian Identification and Partial Identification" (with Anna Simoni)
	11:45–12:30	Toru Kitagawa (University College London), "Estimation and Inference for Set-Identified Parameters Using Posterior Lower Probability"
	12:30–2:00	Lunch
	2:00–2:45	Andrew Barron (Yale University), "Performance of Penalized Likelihood Procedures: Characterizations from Information Theory and Statistics"
	2:45–3:30	Harrison Zhou (Yale University), "Model Selection and Sharp Asymptotic Minimaxity"
	3:30–4:00	Coffee Break
	4:00–4:45	Martin Burda (University of Toronto), "A Bayesian Semiparametric Duration Model with Unobserved Heterogeneity)"
	4:45–5:30	Andriy Norets (Princeton University), "Posterior Consistency in Conditional Density Estimation by Covariate Dependent Mixtures"
	7:00	Dinner, Ibiza, 39 High Street
TUESDAY	8:00–9:00	Continental Breakfast
	9:00–9:45	Siddhartha Chib (Washington University), "On Conditional Variance Estimation in Nonparametric Regression"
	9:45–10:30	Justinas Pelenis (Princeton University), "Bayesian Semiparametric Regression"
	10:30–11:00	Coffee Break
	11:00–11:45	Frank Kleibergen (Brown University), "Identification Robust Priors for Bayesian Analysis in DSGE Models" (with Sophoclees Mavroeidis)
	11:45–12:30	Ulrich Mueller (Princeton University), "Forecasts in a Slightly Misspecified Finite Order VAR" (with J. Stock)
	12:30–1:30	Lunch
	1:30–2:15	Nicholas Kiefer (Cornell University), "The Bayesian Approach to Default Risk Analysis and the Prediction of Default Rates (with Michael Jacobs)"
	2:15–3:00	Herman K. van Dijk (Erasmus University Rotterdam) "A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation" (with Lennart Hoogetheide and Anne Opschoor)
	3:00–3:30	Coffee Break
	3:30–4:15	Konrad Menzel (New York University), "MCMC Methods for Incomplete Structural Models of Social Interactions"
	4:15–5:00	Anna Simoni (University of Bocconi), "Regularizing Priors for Linear Inverse Problems" (with Jean-Pierre Florens)
	5:00–5:45	Taisuke Otsu (Yale University), "Bayesian Analysis of Moment Condition Models Using Nonparametric Priors" (with Yuichi Kitamura)

ATTENDEES
Andrews, Donald Barron, Andrew Burda, Martin Chamberlain, Gary Chen, Xiaohong Chib, Siddhartha Conlon, Christopher de Paula, Aureo Dong, Gang (Nathan) Evdokimov, Kirill Florens, Jean-Pierre Geweke, John Graham, Bryan Hirano, Keisuke Imai, Susumu Kiefer, Nicholas Kitagawa, Toru	Kitamura, Yuichi Kleibergen, Frank Li, Tong Menzel, Konrad Mueller, Ulrich Norets, Andriy Otsu, Taisuke Poirier, Dale Pelenis, Justinas Schennach, Susanne Simoni, Anna Sims, Chris van Dijk, Herman van Hasselt, Martijn Vytlacil, Edward Zhou, Harrison