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 |
| 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" |
| 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" |
|
Sebastien Van Bellegem, (UCL/Belgium),
"Hilbert-Scale Regularization for
Functional Estimation under Conditional Moment Conditions" |
| 10:30-11:00 |
Coffee Break |
| 11:00-12:30 |
SESSION II |
|
Joel Horowitz, (Northwestern),
"Specification Testing in Nonparametric
Instrumental Variables Estimation" |
|
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" |
| 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 |
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 Horwitz (Northwestern University)
Jan Johannes (University of Heidelberg)
Michael Keane (University of Technology Sydney & Arizona State University)
Simon (Sokbae) Lee (University College of London)
Enno Mammen (University of Mannheim)
Nour Meddahi (Imperial College of London)
|
Whitney Newey (MIT)
Demian Pouzo (New York University)
Jim Powell (University of California, Berkeley)Frits Ruymgaart (Texas Technical Institute)
Andres Santos (University of California, San Diego)
Azeem Shaikh (University of Chicago)
Liangjun Su (Peking University)
Elie Tamer (Northwestern University)
Shanghua Teng (Boston University)
Gautam Tripathi University of Connecticut)
Sebastian Van Bellegem (Institut de Statistique, Univ Catholique de Louvain)
Victoria Zinde-Walsh (McGill University) |
|
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