2008
COWLES SUMMER CONFERENCE
"OPERATOR METHODS AND INVERSE PROBLEMS
IN ECONOMETRICS"
June 9 - 10, 2008
Organizers: Xiaohong Chen & Yuichi Kitamura
Location: Yale School of Management, Room A53
List of Attendees |
|
MONDAY,
JUNE 9, 2008 |
| 8:00-9:00 |
Continental Breakfast |
| 9:00-10:30 |
SESSION I |
| Lars Peter Hansen (University of
Chicago), "Modeling the Long Run: Valuation in
Dynamic Stochastic Economies" |
| Nour Meddahi (Imperial College),
"Temporal Aggregation of Nonlinear Volatility Models" [abstract] |
| 10:30-11:00 |
Coffee Break |
| 11:00-12:30 |
SESSION II |
| Whitney Newey (MIT),
"Identification & Estimation of Triangular Simultaneous Equations Models with
Additivity" |
| Andres Santos (UCSD),
"Instrumental Variables Methods Recovering
Continuous Linear Functionals" |
| 12:30-2:30 |
Lunch |
| 2:30-4:00 |
SESSION III |
| Enno Mammen (Mannheim),
"Some Statistical Problems Leading to Emperical Integral Equations of Type II" |
| Jan Johannes (Heidelberg),
"Functional Linear Instrumental Regression under
Second Order Stationarity" |
| 4:00-4:30 |
Coffee Break |
| 4:30-6:00 |
SESSION IV |
| Simon Lee (UCL/UK), "Testing a Parametric Quantile-Regression Model with an
Endogenous Explanatory Variable Against a Nonparametric Alternative" |
| Xiaohong Chen (Yale), "Efficient Estimation of Nonparametric Quantile IV Weighted
Average Derivative" |
| 7:00 |
Dinner, Ibiza, 39 High Street, New
Haven |
TUESDAY,
JUNE 10, 2008 |
| 9:00-10:30 |
SESSION I |
| Frits Ruymgaart (Texas Tech
University), "Frechet-Differentiation of Functions of Operators with Application
to Functional Regression" [abstract] |
| Sebastien Van Bellegem (UCL/Belgium),
"Hilbert-Scale Regularization for Functional Estimation under Conditional Moment
Conditions" [abstract] |
| 10:30-11:00 |
Coffee Break |
| 11:00-12:30 |
SESSION II |
| Joel Horowitz (Northwestern),
"Specification Testing in Nonparametric Instrumental Variables Estimation" [abstract] |
| Marine Carrasco (University of
Montreal), "A Regularization Approach to the
many Instruments Problem" |
| 12:30-2:30 |
Lunch |
| 2:30-4:00 |
SESSION III |
| Jean-Pierre Florens (Toulouse),
"Nonparametric Estimation of an Instrumental
Regression: A Bayesian Approach Based on Regularized Posterior" |
| Gautum Tripathi, (University of
Connecticut), "Nonparametric Estimation of Returns to Scale" [abstract] |
| 4:00-4:30 |
Coffee Break |
| 4:30-6:00 |
SESSION IV |
| Victoria Zinde-Walsh (McGill),
"Generalized Functions Spaces in
Identification Problems" |
| Eric Gautier (ENSAE-CREST),
and Yuichi Kitamura (Yale), "Nonparametric Estimation in Random Coefficients
Binary Choice Models" |
| 7:00 |
Dinner, Thali, 4 Orange Street, New
Haven |
| ATTENDEES |
Don Andrews (Yale University)
Marine Carrasco (University of Montreal)
Xiaohong Chen (Yale University
Aureo de Paula (University of Pennsylvania)
Jeremy Fox (University of Chicago)
Jean-Pierre Florens (University of Toulouse)
Eric Gautier (ENSAE)
Lars Hansen (University of Chicago)
Stefan Hoderlein (University of Mannheim)
Joel Horowitz (Northwestern University)
Hidehiko Ichimura (University of Tokyo)
Jan Johannes (University of Heidelberg
Yuichi Kitamura (Yale University)
Frank Kleibergen (Brown University)
Michael Keane (University of Technology Sydney
& Arizona State University)
Simon (Sokbae) Lee (University College of London) |
Jean-Michel Loubes (University of Montpellier)
Enno Mammen (University of Mannheim)
Nour Meddahi (Imperial College of London)
Whitney Newey (MIT)
Tai Otsu (Yale University)
Peter C B Phillips (Yale University)
Demian Pouzo (New York University)
James Powell (University of CA-Berkeley)
Frits Ruymgaart (Texas Technical Institute)
Andres Santos (University of California, San Diego)
Azeem Shaikh (University of Chicago)
Liangjun Su (Peking University)
Shanghua Teng (Boston University)
Gautam (Tripathi University of Connecticut)
Sebastian Van Bellegem (Institut de Statistique, Univ Catholique de Louvain)
Ed Vytlacil (Yale University)
Victoria Zinde-Walsh (McGill University) |
|