Conference in Econometrics, June 5-6, 2013

CONFERENCE IN ECONOMETRICS: "PARTIAL IDENTIFICATION,
WEAK IDENTIFICATION, AND RELATED ECONOMETRIC PROBLEMS"
June 5 – 6, 2013

Location: YALE SOM, Watson Center, 60 Sachem St., Room A53
Organizer: Donald Andrews

Wednesday	8:00 – 9:00	Continental Breakfast
	9:00 – 9:35	Sung Jae Jung, Pennsylvania State, "Estimating a Nonparametric Triangular Model with Binary Endogenous Regressors" (with Joris Pinkse, Penn State and Haiqing Xu, University of Texas)
	9:35 – 10:10	Ivan Canay, Northwestern University, "Inference with Dependent and Heterogeneous Data with an Application to Difference in Differences" (with Joe Romano, Stanford University and Azeem M. Shaikh, University of Chicago)
	10:10 – 10:45	Matias Cattaneo, University of Michigan, "Robust Nonparametric Inference in the Regression Discontinuity Design"
	10:45 – 11:15	Coffee Break
	11:15 – 11:50	Timothy Armstrong, Yale University, "Multiscale Adaptive Inference on Conditional Moment Inequalities" (with Hock Peng Chang, National University of Singapore) [Slides]
	11:50 – 12:25	Denis Chetverikov, MIT, "Gaussian Approximations and Multiplier Bootstrap for Maxima of Sums of High-Dimensional Random Vectors" (with Victor Chernozhukov, MIT and Kengo Kato, University of Tokyo) [Slides]
	12:30 – 1:45	Lunch
	1:45 – 2:20	Francesca Molinari, Cornell University, "Inference for Best Linear Approximations to Set Identified Functions" (with Arun Chandrasekhar, MIT, Victor Chernozhukov, MIT, and Paul Schrimpf, University of British Columbia)
	2:20 – 2:55	Xiaoxia Shi, University of Wisconsin-Madison, "Specification Tests for Partially Identified Models Defined by Moment Inequalities" (with Federico A. Bugni, Duke University and Ivan Canay, Northwestern University)
	2:55 – 3:30	Adam Rosen, University College London, "Generalized Instrumental Variable Models" (with Andrew Chesher, University College London)
	3:30 – 4:00	Coffee Break
	4:00 – 4:35	Yanqin Fan, Vanderbilt University, "Inference in Linear Quantile Regression with Dependent Censoring"
	4:35 – 5:10	Xun Tang, University of Pennsylvania, "Informational Contents of Special Regressors in Heteroskedatic Binary Regressions" (with Songnian Chen, Princeton University and Shakeeb Khan, Duke University)
	6:15	Dinner – Union League Cafe, 1032 Chapel St., New Haven
Thursday	8:00 – 9:00	Continental Breakfast
	9:00 – 9:35	Frank Kleibergen, Brown University, "Identification and Inference in Linear Dynamic Panel Data Models using GMM" (with Maurice Bun, University of Amsterdam)
	9:35 – 10:10	Jean-Marie Dufour, McGill University, "Identification-robust Inference for Endogeneity Parameters in Linear Structural Models" (with Firmin Doko Tchatoka, University of Tasmania) [Abstract]
	10:10 – 10:45	Sukjin Han, University of Texas at Austin, "Nonparametric Estimation of Triangular Simultaneous Equations Models under Weak Identification"
	10:45 – 11:15	Coffee Break
	11:15 – 11:50	Katsumi Shimotsu, University of Tokyo, "Testing the Number of Components in Finite Mixture Econometric Models"
	11:50 – 12:25	Koen Jochmans, Sciences Po, "Nonparametric Spectral-based Estimation of Latent Structures" (with Stephane Bonhomme, CEMFI and Jean-Marc Robin, Sciences Po)
	12:30 – 1:45	Lunch
	1:45 – 2:20	Kyungchul (Kevin) Song, University of British Columbia, "Inference on a Large Bayesian Game"
	2:20 – 2:55	Toru Kitagawa, University College London, "Robust Bayes Inference for Partially Identified VARs" (with Raffaella Giacomini, University College London)
	2:55 – 3:30	Pepe Montiel, Harvard University, "Efficient Conditionally Similar-on-the-Boundary Tests" [Slides]
	3:30 – 4:00	Coffee Break
	4:00 – 4:35	Joerg Stoye, Cornell University, "Nonparametric Analysis of Random Utility Models: Testing" (with Yuichi Kitamura, Yale University)
	4:35 – 5:10	Adam McCloskey, Brown University, "On the Computation of Size-Correct Power-Directed Tests with Null Hypothesis Characterized by Inequalities"

PARTICIPANTS

Donald Andrews, Yale University
Isiash Andrews, MIT
Timothy Armstrong, Yale University
Marianne Bruins, Yale University
Federico Bugni, Duke University
Ivan Canay, Northwestern University
Matias Cattaneo, University of Michigan
Xiaohong Chen, Yale University
Xu Cheng, University of Pennsylvania
Denis Chetverikov, Massachusetts Institute of Technology
Timothy Christensen, Yale University
Giovanni Compiani, Yale University
James Duffy, Yale University
Jean-Marie Dufour, McGill University
Yanqin Fan, Vanderbilt University
Amit Gandhi, University of Wisconsin-Wisconsin
Patrik Guggenberger, UC San Diego
Sukjin Han, University of Texas at Austin
Hiroaki Kaido, Boston University
Shakeeb Khan, Duke University
Frank Kleibergen, Brown University
Tao Jin, Harvard University

Koen Jochmans, Sciences Po
Sung Jae Jun, Pennsylvania State
Toru Kitagawa, University College London
Yuichi Kitamura, Yale University
Ji Hyung Lee, Yale University
Adam McCloskey, Brown University
Francesca Molinari, Cornell University
Pepe Montiel, Harvard University
Byoung Park, Yale University
Joris Pinkse, Penn State
Jean-Marc Robin, Sciences Po
Adam Rosen, University College London
Stefan Schneeberger, Institute for Advanced Studies, Vienna
Azeem M. Shaikh, University of Chicago
Xiaoxia Shi, University of Wisconsin-Madison
Zhentao Shi, Yale University
Katsumi Shimotsu, University of Tokyo
Kyungchul (Kevin) Song, University of British Columbia
Joerg Stoye, Cornell University
Rami Tabri, McGill University
Xun Tang, University of Pennsylvania
Zhaoguo Zhan, Tsinghua University, Beijing China