Cowles 75th Anniversary Conference

Cowles Foundation for Research in Economics

LOOKING TO THE FUTURE: A NEW GENERATION OF ECONOMETRICIANS

June 11 - June 12, 2007

Organizers: Donald Andrews and Yuichi Kitamura

Location: Yale School of Management, Watson Center,
60 Sachem Street entrance, Room A-60

List of Attendees

MONDAY, JUNE 11, 2007

8:00 - 8:50 Continental Breakfast
8:50 - 9:00 Opening Remarks
9:00 - 10:30 SESSION 1
Kei Hirano, "Asymptotics for Statistical Treatment Rules" (with J. Porter)
Ed Vytlacil, "Marginal Policy Analysis and Fun with the Borel Paradox"

10:30 - 11:00

Coffee Break
11:00 - 12:30 SESSION II
Guido Kuersteiner, "Bandwidth Choice for Bias Estimators in Dynamic Nonlinear Panel Models" (with J. Hahn)
Yixiao Sun, "Optimal Bandwith Choice for Interval Estimation in GMM Regression"

12:30 - 2:00

Lunch
2:00 - 3:30 SESSION III
Jesus Fernandez-Villaverde, "How Structural Are Structural Parameters? Estimating DSGE Models with Parameter Drifting" (with J.F. Rubio-Ramírez)
Ulrich Mueller, "Low-Frequency Robust Cointegration Testing" (with M. Watson)

3:30 - 4:00

Coffee Break
4:00 - 5:30 SESSION IV
Han Hong, "Estimating Static Models of Strategic Interactions" (with P. Bajari, J. Krainer, and D. Nekipelov)
Jack Porter, "Moment Inequalities and Their Application", (with A. Pakes, K. Ho, J. Ishii)

7:00 - 9:00

Dinner, Barcelona, 155 Temple Street

TUESDAY, JUNE 12, 2007

8:00 - 9:00 Continental Breakfast
9:00 - 10:30 SESSION V
Jaap Abbring, "Mixed Hitting Time Models"
Gautam Tripathi, "Efficiency Bounds for Estimating Linear Functionals of Nonparametric Regression Models with Endogenous Regressors" (with T. Severini)

10:30 - 11:00

Coffee Break
11:00 - 12:30 SESSION VI
Federico Bandi, "Realized Volatility Forecasting in the Presence of Time-Varying Noise" (with J. Russell, C. Yang)
Carlos Velasco, "A New Class of Distribution-Free Tests for Time Series Models Specification" (with M.A. Delgado)

12:30 - 2:00

Lunch
2:00 - 3:30 SESSION VII
Victor Chernozukhov, "Curves Without Crossing"
Patrik Guggenberger, "On the Size of Testing Procedures and the Risk of Estimators" (Related paper with Donald W.K. Andrews)
ATTENDEES

Jaap Abbring (Vrije Universiteit)
Torben Andersen (Northwestern University)
Donald Andrews (Yale University)
Federico Bandi (University of Chicago)
Debopam Bhattacharya (Dartmouth College)
Yoosoon Chang (Texas A&M University)
Xiaohong Chen (New York University)
Xu Cheng (Yale University)
Andrew Chesher (University College London)
Kirill Evdokimov (Yale University)
Jesus Fernandez-Villaverde (Duke University)
Eric Gautier (INSEE)
Patrik Guggenberger (UCLA)
Jinyong Hahn (UCLA)
Bruce Hansen (University of Wisconsin)
Keisuke Hirano (University of Arizona)
Stefan Hoderlein (Mannheim University)
Han Hong (Stanford University)
Shakeeb Khan (Duke University)
Yuichi Kitamura (Yale University)
Guido Kuersteiner (University of California, Davis)

Arthur Lewbel (Boston College)
Roger Hyungsik Moon (Univ. of Southern California)
Ulrich Mueller (Princeton University)
Whitney Newey (MIT)
Taisuke Otsu (Yale University)
Sunyoung Park (Yale University)
Peter Phillips (Yale University)
Werner Ploberger
Jack Porter (University of Wisconsin)
James Powell (Univ. of California- Berkeley)
Eric Renault (Univ. of North Carolina - Chapel Hill)
Peter Robinson (London School of Economics)
Susanne Schennach (University of Chicago)
Richard Smith (University of Cambridge)
James Stock (Harvard University)
Yixiao Sun (Univ. of California - San Diego
Gautam Tripathi (University of Connecticut - Storrs)
Carlos Velasco (Universidad Carlos III)
Edward Vytlacil (Columbia University)
Yoon-Jae Whang (Seoul National University)
Tiemen Woutersen (JHU)
Zhijie Xiao (Boston College)