|
|
| 8:30-9:00 |
Coffee, Opening Remarks |
| 9:00-10:30 |
SESSION 1: Times Series
— Chair: Bruce Hansen |
|
Jushan Bai, NYU, "Panel Cointegration with Global Stochastic Trends"
(with Chihwa Kao & Serena Ng) |
|
Ulrich Mueller, Princeton
University, "t-statistic Based Correlation and
Heterogeneity Robust Inference" (with Rustam Ibragimov) |
|
Haipeng Xing,
Columbia,"Stochastic Change-Point ARX-GARCH Models and their Applications to
Econometric Time Series" |
| 10:30-10:45 |
Coffee Break |
10:45-12:15 |
SESSION 2: Microeconometrics —
Chair: Jean-Marc Robin |
|
Debopam Battacharya, Dartmouth and
Yale, "Inferring Optimal Resource Allocation from
Experimental Data" |
|
Dylan Small, Wharton, "Sensitivity Analysis for
Instrumental Variables Regression with Overidentifying Restrictions" |
|
Gautam Tripathi, University of
Connecticut, "Estimating Linear Functionals of Nonparametric Regression Models with
Endogenous Regressors" (with T. Severini) |
| 12:15-1:45 |
Lunch (Catered) |
| 1:45-3:15 |
SESSION 3: Special Session by Graduate
Students — Chair: Yuichi Kitamura |
|
Brendan Beare, Yale University,
"Copulas and Temporal Dependence" |
|
Alfred Galichon, Harvard University
and Columbia University, "The Dilation Bootstrap" (with Marc Henry) |
|
Demain Pouzo, NYU, "Efficient
Estimation of Semi/Nonparametric Conditional Moment Models with Nonsmooth Moments"
(with Xiaohong Chen) |
|
Ke-Li Xu, Yale University,
"Empirical Likelihood Based Inference of Nonlinear Diffusions" |
| 3:15-3:30 |
Coffee Break |
| 3:30-5:30 |
SESSION 4: Advances in Econometric
Theory — Chair: Peter Phillips |
|
Donald Andrews, Yale University, "Hybrid and Size-Corrected Subsample
Methods" and "The Limit of Finite-Sample
Size and a Problem with Subsampling" |
|
Aureo de Paula, University of
Pennsylvania, "Interdependent Durations" (with Bo Honore) |
|
Dennis Kristensen, Columbia
University, "Nonparametric
Filtering of the Realised Spot Volatility: A Kernel-based Approach" |
|
Kevin Song, University of
Pennsylvania, "Testing Conditional Independence using
Conditional Martingale Transforms" |
| 6:30 |
Dinner, Scoozzi Trattoria and Wine Bar |
| PARTICIPATING UNIVERSITIES:
Brown University, Columbia University, New York University, Princeton University, Rutgers
University, University of Connecticut, University of Pennsylvania, Yale University ATTENDEES |
FACUlTY
Donald Andrews (Yale)
Andres Aradillas (Princeton)
Jushan Bai (NYU)
Debopam Bhattacharaya (Dartmouth and Yale)
Xiaohong Chen (NYU)
Robert Engle (NYU)
Eric Gautier (Yale)
Bill Greene (NYU)
Bruce Hansen (U-WI Madison)
Marc Henry (Columbia)
Rustam Ibragimov (Harvard)
Yuichi Kitamura (Yale)
Frank Kleibergen (Brown)
Dennis Kristensen (Columbia)
Sophocles Mavroeidis (Brown)
Ulrich Mueller (Princeton)
Alexei Onatski (Columbia)
Taisuke Otsu (Yale)
Aureo de Paula (U-Penn)
Peter Phillips (Yale)
Gonzalo Rangel (NYU)
Jean-Marc Robin (Univ. of Paris)
Bernard Salanie (Columbia) |
FACULTY, continued
Azeem Shaikh (Univ. of Chicago & Yale)
Dylan Small (Wharton)
Kevin Song (U-Penn)
Joerg Stoye (NYU)
Gautam Tripathi (U-Conn)
Ed Vytlacil (Columbia)
Zhijie Xiao (Boston College)
Haipeng Xing (Columbia)
GRADUATE STUDENTS
Brendan Beare (Yale)
Xu Cheng (Yale)
Wei Dou (Yale)
Yaxin Duan (Yale)
Kirill Evdokimov (Yale)
Alfred Galichon (Columbia and Harvard)
Seik Kim (Yale)
Toru Kitagawa (Brown)
Huaming Peng (Yale)
Demain Pouzo (NYU)
Xiaoxia Shi (Yale)
Ke-Li Xu (Yale)
Mingyuan Zhang (Wharton) |
|
