Econometrics Research Seminar, 2005/06 - 2011/12

| 2005/06 | 2006/07 | 2007/08 | 2008/09 | 2009/102010/11 | 2011/12 |

To find the Archives for more recent years, go to the Events/Seminars page and scroll to the bottom, Past Events

Sep. 7 Ivan Canay, Northwestern University, “On the Testability of Identification in Some Nonparametric Models with Endogeneity” (with Andres Santos) [Paper]
Sep. 14 Han Hong, Stanford University/Cowles Visitor, “On the Asymptotic Distribution of the Transaction Price in a Clock Model of a Multi-Unit, Oral, Ascending Price Auction within the Common Value Paradigm” (with Harry J. Paarsch and Pai Xu) [Paper]
Sep. 21 Alberto Abadie, Harvard Kennedy School, “A General Theory of Matching Estimation” [Paper]
Sep. 28 Eric Gautier, CREST, ENSAE, “High-dimensional Instrumental Variables Regression and Confidence Sets” (with Alexandre Tsybakov) [Paper]
Oct. 5 Sung Jae Jun, Penn State, “Classical Laplace Estimation for Cube-root-n Consistent Estimators: Improved Convergence Rates and Rate – Adaptive Inference” (with Joris Pinkse Yuanyuan Wan) [Paper]
Oct. 12 Hiroyuki Kasahara, University of British Columbia, “Sequential Estimation of Dynamic Programming Models” (with Katsumi Shimotsu) [Paper]
Oct. 19 Lorenzo Camponovo, University of Lugano, “Nonparametric Bootstrap for Quasi-Likelihood Ratio Tests” [Paper]
Oct. 26 Eric Becker, Yale University Ph.D. student, “Nonparametric Estimation of Latent Heterogeneity in Discrete Choice”
Nov. 2 Sukjin Han, Yale University Ph.D. student, “Nonparametric Triangular Simultaneous Equations Models with Weak Instruments”
Nov. 9 Hiroaki Kaido, Boston University, “Asymptotically Efficient Estimation of Weighted Average Derivatives with Interval Censored Variables”
Nov. 16 James Wolter, Yale University Ph.D. student, “Estimation of Hazard Models with Dependence Across Observations: Correlation, Frailty and Contagion.”
Nov. 30 Stéphane Bonhomme, CEMFI, “Discrete Heterogeneity Patterns in Panel Data” (with Elana Manresa) [Paper]
Feb. 15 Hidehiko Ichimura, University of Tokyo and Cowles visitor, “Estimation of Models with Incomplete Data by Combining Two Data Sets” (with E. Martinez-Sanchis)
Feb. 22 Hidehiko Ichimura, University of Tokyo and Cowles visitor, “Bandwidth Choice for Differences of Nonparametric Estimators” (with Yoichi Arai) [Paper]
Feb. 29 Charles Manski, Northwestern University/Cowles visitor, “Identification of Preferences and Evaluation of Income Tax Policy” [Paper]
Mar. 28 Michael Jansson, University of California, Berkeley and Cowles visitor, “Generalized Jackknife Estimators of Weighted Average Derivatives” (with M.D. Cattaneo and R.K. Crump) [Paper]
Apr. 4 Xiaohong Chen, Yale University, “Sieve Quasi Likelihood Ratio Inference on Semi/nonparametric Conditional Moment Models”
Apr. 11 Bertille Antoine, Simon Fraser University, “Conditional Moment Models Under Weak Identification” (with Pascal Lavergne) [Paper]
Apr. 18 Zhongjun Qu, Boston University, “Inference and Specification Testing in DSGE Models with Possible Weak Identification” [Paper]
Apr. 25 Federico Bugni, Duke University, “Specification Test in Partially Identified Models Defined by Moment Inequalities” (with Ivan Canay and Xiaoxia Shi)
May 2 SeoJeong Lee, University of Wisconsin-Madison, “Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators” [Paper]
Sep. 8 Liudas Giraitis, Queen Mary University/Cowles visitor, “Inference on Stochastic Time-Varying Coefficient Models” (with G. Kapetanios) [Paper]
Sep. 15 Oliver Linton, London School of Economics/Cowles visitor, “Nonparametric Estimation of a Polarization Measure” (with Gordon Anderson) [Paper]
Sep. 22 Harrison Zhou, Yale University, “Optimal Rates of Convergence for Covariance Matrix Estimation”
Sep. 29 Denis Nekipelov, UC Berkeley/Cowles Visitor, “Extremum Estimation and Numerical Derivatives” (with Han Hong and Aprajit Mahajan) [Paper]
Oct. 6 Elie Tamer, Northwestern/Cowles visitor, “Sensitivity Analysis in a Likelihood Model: A Partial Identification Approach” (with X. Chen and A. Torgovitsky)
Oct. 13 Qiying Wang, University of Sydney/Cowles visitor, “Convergence to Local Time with Applications in Financial Econometrics”
Oct. 20 Lars Hansen, University of Chicago/Cowles visitor, “Nonlinear Filtering and Robust Learning” (with Nick Polson) [Paper]
Oct. 27 Irene Botosaru, Yale University, “Duration Models with Dynamic Unobserved Heterogeneity: Identification and Estimation”
Nov. 3 Zhipeng Liao, Yale University, “Adaptive GMM Shrinkage Estimation with Consistent Moment Selection”
Nov. 10 Werner Ploberger, Washington University St. Louis/Cowles visitor, “Rate-Optimal Tests for Jumps in Diffusion Processes” (with Taesuk Lee) [Paper]
Nov. 17 Alex Torgovitsky, Yale University, “Identification and Estimation of Nonparametric Quantile Regressions with Endogeneity” [Paper]
Dec. 1 Karim Chalak, Boston College, “Identification of Local Treatment Effects Using a Proxy for an Instrument” [Paper]
Jan. 19 Peter Robinson, London School of Economics, “Inference on Power Law Spatial Trends (Running Title: Power Law Trends)” [Paper]
Jan. 26 Peter Robinson, London School of Economics, “Asymptotic Theory of Nonparametric Regression with Spatial Data” [Paper]
Feb. 2 Marcelo Moreira, Columbia University, “Contributions to the Theory of Similar Tests”
Feb. 16 Whitney Newey, MIT, “Local Identification of Nonparametric and Semiparametric Models”
Mar. 2 Konrad Menzel, New York University, “Estimations of Auctions with Incomplete Bidding Data” (with Paolo Morganti) [Paper]
Mar. 23 Andres Santos, University of California, San Diego/Cowles visitor, “Efficient Estimation in Convex Moment Inequality Models”
Mar. 30 Umberto Cherubini, University of Bologna, “Convolution-based Copulas with Applications to Econometrics and Finance” [Paper] [Background paper 1] [Background paper 2]
Apr. 6 Thierry Magnac, Toulouse School of Economics (TSE), ”College Choice and Entry Exams” (with Jose Raimundo Carvalho) [Paper]
Apr. 13 Thierry Magnac, Toulouse School of Economics (TSE), “Human Capital Investments and the Life Cycle Variance of Wages”
Apr. 20 Matias Cattaneo, University of Michigan, “Alternative Asymptotics and the Partially Linear Model with Many Regressors”
May 4 Laurent Cavalier, Universit´e Aix-Marseille, “Adaptive Estimation for Inverse Problems with Noisy Operators” (with Nicolas Hengartner) [Paper]
Sep. 9 Brendan K. Beare, UC San Diego, “Distributional Replication” [Paper]
Sep. 16 Ioannis Kasparis, University of Cyprus/Cowles visitor, “Dynamic Misspecification in Nonparametric Cointegrating Regression” (with Peter C.B. Phillips) [Paper]
Sep. 23 Simon Lee, Cowles Foundation, “Intersection Bounds: Estimation and Inference” (with Victor Chernozhukov and Adam M. Rosen) [Paper]
Sep. 30 Anastasios Magdalinos, University of Nottingham/Cowles visitor, “Econometric Inference in the Vicinity of Unity” (with Peter C.B. Phillips [Paper]
Oct. 7 Yoonseok Lee, University of Michigan/Cowles visitor, “Likelihood Based Model Selection in the Presence of Incidental Parameters” [Paper]
Oct. 14 Jerry Hausman, MIT, “Understanding Choice Intensity: A Poisson Mixture Model with Logit-based Random Utility Selective Mixing” (with Martin Burda and Matthew Harding) [Paper]
Oct. 19 Vladimir Spokoiny, Weierstrass Institute/Cowles visitor, “Foundations and Applications of Modern Nonparametric Statistics” [Slides]
Oct. 21 Robert Taylor, University of Nottingham/Cowles visitor, “Testing for Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility” (with Guiseppe Cavaliere, David I. Harvey, Stephen J. Leybourne) [Paper]
Oct. 26 Vladimir Spokoiny, Weierstrass Institute/Cowles visitor, “Foundations and Applications of Modern Nonparametric Statistics” [Slides]
Oct. 28 Vladimir Spokoiny, Weierstrass Institute/Cowles visitor, “Saddle Point Model Selection”
Nov. 4 Xiaoxia Shi, Yale University, “Model Selection Tests for Nonnested Moment Inequality Models” [Slides]
Nov. 11 Gary Chamberlain, Harvard University, “Bayesian Aspects of Treatment Choice” [Paper]
Nov. 18 Rustam Ibragimov, Harvard University, “On Robust Measurement of Risk, Inequality and Concentration” (with Paul Kattuman and Ulrich K. Müller) [Paper]
Dec. 2 Wei Biao Wu, University of Chicago, “Strong Invariance Principles for Dependent Random Variables” [Paper]
Feb. 10 Frank Schorfheide, UPenn, “Inference for VARs Identified with Sign Restrictions” (with Hyungsik Roger Moon, Elenora Granziera and Mihye Lee), sponsored by the Journal of Applied Econometrics [Paper]
Feb. 17 Jan Kiviet, University of Amsterdam, “Comparing the Asymptotic and Empirical (un)conditional Distributions of OLS and IV in a Linear Static Simultaneous Equation” (with Jerzy Niemczyk) [Paper]
Feb. 24 Stefan Hoderlein, Brown University, “Nonparametric Identification in Nonseparable Panel Data Models with Generalized Fixed Effects” (with Halbert White) [Paper]
Mar. 3 Yanqin Fan, Vanderbilt University/Cowles visitor, “Partial Identification and Confidence Sets for Functionals of the Joint Distribution of Potential Outcomes” (with Dongming Zhu) [Paper]
Mar. 24 Joon Park, Indiana/Cowles visitor, “Asymptotic Theory of Maximum Likelihood Estimator for Diffusion Model” (with Minsoo Jeong) [Paper]
Mar. 31 Kei Hirano, University of Arizona/Cowles visitor, “Impossibility Results for Nondifferentiable Functionals” (with Jack R. Porter) sponsored by the Journal of Applied Econometrics [Paper]
Apr. 7 Siddhartha Chib, Olin School of Business, Washington University, “Bayesian Matching for Causal Inference” (with Edward Greenberg) [Paper]
Apr. 14 Victor Chernozhukov, MIT/Cowles visitor, “Estimation and Inference on Best Linear Approximations to Function Sets”
Apr. 21 Nese Yildiz, Rochester/Cowles visitor, “Inference in Nonparametric Instrumental Variables Models”
Apr. 28 Andres Aradillas-Lopez, Wisconsin, “Nonparametric Testing and Identification in Ascending Auctions with Unobserved Heterogeneity” (with Amit Gandhi and Dan Quint) [Paper] aradillas-lopez-100428.pdf
May 5 Jinyong Hahn, UCLA, “The Asymptotic Variance of Semiparametric Estimators with Generated Regressors”
May 12 Joel Horowitz, Northwestern/Cowles visitor, “Estimating a Conditional Mean Function with a High-Dimensional Covariate” [Paper]
May 19 Joel Horowitz, Northwestern/Cowles visitor, “Applied Nonparametric Regression” [Paper]
Sep. 3 Enrique Santana, CEMFI, “Multivariate Location-Scale Mixtures of Normals and Mean-Variance-Skewness Portfolio Allocation” (with Javier Mencía) [Paper]
Sep. 17 Tassos Magdalinos, University of Nottingham, “Asymptotic Inference for Moderately Cointegrated Systems” (with Peter C.B. Phillips) [Paper]
Sep. 22 Quang Vuong and Isabelle Perrigne, Pennsylvania State University, “Nonparametric Identification of Risk Aversion in First-Price Auctions under Exclusion Restrictions” (with Emmanuel Guerre) [Paper]
Sep. 24 Katsumi Shimotsu, Queens University, “Sequential Estimation of Structural Models with Fixed Point Constraint” (with Hiroyuki Kasahara) [Paper]
Oct. 1 Yoon-Jae Whang, Seol National University, “Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary” (with Oliver Linton and Kyungchul Song) [Paper]
Oct. 8 Xu Cheng, Yale University, “Nonlinear Regression”
Oct. 15 Qiying Wang, University of Sydney, “Structural Nonparametric Cointegrating Regression” (with Peter C.B. Phillips) [Paper]
Oct. 29 Bruce Hansen, University of Wisconsin, “Generalized Shrinkage Estimators” [Paper]
Nov. 5 Nick Kiefer, Cornell University, “Default Estimation, Correlated Defaults, and Expert Information” [Paper]
Nov. 12 Tai Otsu, Yale University, “Estimating Derivatives in Nonseparable Models with Limited Dependent Variables” (with Joseph Altonji and Hidehiko Ichimura) [Paper]
Nov. 19 Jim Heckman, Alfred Cowles Distinguished Visiting Professor, Yale University & University of Chicago, and Azeem Shaikh, University of Chicago, “A Reevaluation of the Perry Pre-school Program”
Dec. 3 Lung-Fei Lee, Ohio State University, “Specification and Estimation of Social Interactions Models”
Dec. 10 Xu Cheng, Yale University, “Robust Confidence Intervals in Nonlinear Regression under Weak Identification”
Feb. 25 Dennis Kristensen, Columbia University, “Higher Order Improvements for Approximate Estimators” (with Bernard Salanié) [Paper]
Mar. 4 Nese Yildiz, University of Rochester, “Consistent Estimation of Parametric and Non-parametric Upper-contour and Level Sets”
Mar. 25 James Powell, University of California at Berkeley, “Identification and Estimation of ‘Irregular’ Correlated Random Coefficient Models for Panel Data” (with Bryan S. Graham) [Paper]
Apr. 1 Hal White, UC San Diego, “Retrospective Estimation of Casual Effects Through Time” (with Pauline Kennedy) [Paper]
Apr. 15 Bryan S. Graham, University of California at Berkeley, Seminar Sponsored by Journal of Applied Econometrics, “Measuring the Average Outcome and Inequality Effects of Segregation in the Presence of Social Spillovers” (with Guido W. Imbens and Geert Ridder) [Paper]
Apr. 22 Peter Hansen, Stanford, Seminar Sponsored by Journal of Applied Econometrics, “In-Sample Fit and Out-of-Sample Fit: Their Joint Distribution and Its Implications for Model Selection”
Sep. 12 Yixiao Sun, UC San Diego/Cowles visitor,”Bandwith Choice of Interval Estimation in GMM Regression” (with Peter Phillips) [Paper]
Sep. 19 Shakeeb Kahn, Duke University “Irregular Identification, Support Conditions and Inverse Weight Estimation” (with Elie Tamer) [Paper]
Sep. 26 Jiti Gao, University of Western Australia/Cowles visitor, “A New Test in Parametric Linear Models with Nonparametric Autoregressive Errors” (with Maxwell King) [Paper]
Oct. 3 Stefan Hodserlein, Universtitat Mannheim, “Recall Errors in Survey” (with Joachim Winter) [Paper]
Oct. 10 Simon Lee, University College London, “Testing for Stochastic Monotonicity” (with Oliver Linton and Yoon-Jae Whang) [Paper]
Oct. 17 Jim Powell, University of CA, Berkeley “Simple Estimators for Semiparametric Multinomial Choice”
Oct. 24 P. Jeganathan, Indian Statistical Institute/Cowles visitor, “A Nonlinear Regression Model with Integrated Time Series” (with Peter Phillips) [Paper]
Oct. 31 Lung-fei Lee, Ohio State University, “Quasi-Maximum Likelihood Estimators for Spatial Dynamic Panel Data with Fixed Effects when both n and T are Large: A Nonstationary Case”  (with Jihai Yu and Robert de Jong) [Paper]
Nov. 7 Yingyao Hu, Johns Hopkins University, “Estimating First-Price Auctions with Unknown Number of Bidders: A Misclassification Approach” (with Matt Shum) [Paper]
Nov. 14 Oliver Linton, London School of Economics/Cowles visitor, “Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns” (with Gregory Connor and Matthias Hagmann) [Paper]
Nov. 28 Jörg Stoye, New York University, “More on Confidence Intervals for Partially Identified Parameters” [Paper]
Dec. 5 Rohit Deo, University of Texas-Austin-Stern, “The Chi-Square Approximation of the Restricted Likelihood Ratio Test for the Sum of Autoregressive Coefficients with Interval Estimation” (with Willa Chen) [Paper] and “Bias Reduction and Likelihood Based Almost-Exactly Sized Hypothesis Testing in Predictive Regressions using the Restricted Likelihood” (with Willa Chen) [Paper]
Feb. 20 Victor Chernozhukov, MIT, “Quantile and Probability Curves without Crossing” (with Ivan Fernandez-Val and Alfred Galichon) [Paper]
Mar. 5 Silvia Goncalves, University of Montreal, “Improved Methods of Inference for Realized Volatility like Statistics” (based on “Box-Cox Transforms for Realized Volatility” (with Nour Meddah) [Paper] and “Bootstrapping Realized Multivariate Volatility Measures” (with Prosper Dovonon and Nour Meddahi) [Paper]
Mar. 26 Patrik Guggenberger, UC Los Angeles/Cowles Visitor, “The Impact of a Hausman Pretest on the Size of Hypothesis Tests” [Paper]
Apr. 2 Peter Robinson, London School of Economics, “Nonparametric Regression with Spatial Data” [Paper]
Apr. 9 Ivana Komunjer, UC San Diego, “Global Identification in Nonlinear Semiparametric Models” [Paper]
Apr. 16 Andrew Chesher, UC Los Angeles/Cowles Visitor, “Lectures on Identification — Excess Heterogeneity, Endogeneity and Index Restrictions [Paper], “Identification in Nonseperable Models” [Paper], “Instrumental Values” [Paper] [References]
Apr. 17 Philip Haile, Yale University, “Nonparametric Identification of Multinomial Choice Demand Models with Heterogeneous Comsumers” (with Steven Berry) [Paper]
   Special event, joint with IO Workshop
Apr. 23 Andrew Chesher, UC Los Angeles/Cowles Visitor, “Endogeneity and Discrete Outcomes” [Paper]
Apr. 30 Guido Kuersteiner, UC Davis, “Estimator Averaging for Two Stage Least Squares” (with Ryo Okui) [Paper]
May 7 Karim Chalak, Boston College, “Independence and Conditional Independence in Causal Systems” (with Halbert White) [Paper] and “Identification with Conditioning Instruments in Causal Systems” (with Halbert White) [Paper]
Sep. 13 Debopam Bhattacharya, Dartmouth College and Yale University, “Inference on Optimal Matching from Experimental Data” [Paper]
Sep. 20 Qiying Wang, University of Sydney and Yale University, “Long-Range Dependent Time Series Specification” (with Jiti Gao) [Paper]
Sep. 27 Azeem Shaikh, University of Chicago and Yale University, “Stepup Procedures for Control of Generalizations of the Familywise Error Rate” (with Joseph Romano) [Paper] and “On Stepdown Control of the False Discovery Proportion’ (with Joseph Romano) [Paper]
Oct. 4 Jean-Pierre Florens, University of Toulouse, “Inverse Problems in Econometrics 2: Statistical Properties of a Solution of an Integral Equation of Type One” [Paper]
Oct. 11 Eric Gautier, Yale University, “Bayesian Estimation of Finite Population Inequality with Multivariate Bracketed Data”
Oct. 18 Jean-Pierre Florens, University of Toulouse, “Inverse Problems in Econometrics 4: Non-Linear Inverse Problems” [Paper]
Oct. 25 Keli Xu, Yale University, “Empirical Likelihood Based Inference of Nonlinear Diffusions”
Nov. 1 Huaming Peng, Yale University, “Model Selection in Factor Models Using Posterior Information”
Nov. 8 Brendan Beare, Yale University, “Copulas and Temporal Dependence” [Paper]
Nov. 15 Serena Ng, University of Michigan, “Instrumental Variable Estimation in a Data Rich Environment” (with Jushan Bai) [Paper]
Nov. 29 Meet on Dec. 2 at Greater New York Metropolitan Area Econometrics Colloquium
Dec. 6 Marc Henry, Columbia University, “Dilation Bootstrap: A Methodology for Constructing Confidence Regions with Partially Identified Models” (with Alfred Galichon) [Paper]
Dec. 13 Pascal Lavergne, Simon Fraser University, “One for All and All for One: Dimension Reduction for Regression Checks” [Paper]
Feb. 28 Michael Jansson, UC Berkeley, “Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors” (with Matias D. Cattaneo and Richard K. Crump) [Paper]
Mar. 7 Fallaw Sowell, Carnegie Mellon University, “An Improved Approximation to the Distributions in GMM Estimation” [Paper]
Mar. 28 Juergen Gaul, University of Bonn, “A Partially Linear Approach to Modelling the Dynamics of Spot and Future Prices” (with Erik Theissen) [Paper]
Apr. 4 Arie Beresteanu, Duke University, “Asymptotic Properties for a Class of Partially Identified Models” (with Francesca Molinari) [Paper]
Apr. 11 Eric Renault, University of North Carolina, “Efficient GMM with Nearly-Weak Identification” (with Antoine Bertille) [Paper]
Apr. 18 Peter Rossi, University of Chicago, “A Non-Parametric Bayesian Approach to the Instrumental Variable Problem” (with Tim Conley, Chris Hansen, and Rob McCulloch) [Paper]
May 9 Ignacio Lobato, ITAM, “A Consistent Specification Test for Models Defined by Conditional Moment Restrictions” (with Manuel A. Dominguez) [Paper]
Sep. 14 Federico Bandi, University of Chicago, Graduate School of Business, “On the Finite Sample Properties of Kernel-Based Integrated Variance Estimators” [Paper]  (Second Paper: “Microstructure Noise and Volatility Estimation”) (both with Jeffrey R. Russell [Paper]
Sep. 21 P. Jeganathan, Indian Statistical Institute, “On the Consistency of LS Estimators in Certain Nonlinear Time Series Models”
Sep. 28 Marc Hallin, Free University of Brussels, “The Generalized Dynamic Factor Model: Determining The Number of Factors” (with Roman Liska) [Paper]
Oct. 12 Don Andrews, Yale University, “Inference with Weak Instruments” (with James Stock) [Paper] (Related paper: “Testing with Many Weak Instruments” (with James Stock) [Paper]
Oct. 19 Yoonseok Lee, Yale University, “Nonparametric Approaches to Dynamic Panel Modeling and Bias Correction”
Oct. 26 Huaming Peng, Yale University, “Factor Model Selection and Its Asymptotics”
Nov. 2 Xiaohong Chen, New York University, “Principal Components and the Long Run” (with Lars Peter Hansen and José A. Scheinkman) [Paper]
Nov. 9 Taisuke Otsu, Yale University, “Minimax Estimation and Testing for Moment Condition Models via Large Deviations” (with Yuichi Kitamura)
Nov. 16 Joanna Haddock, Yale University, “Economic Forecasting with End of Sample Tests”
Nov. 30 Rosa Matzkin, Northwestern University, “Identification in Nonparametric Simultaneous Equations” [Paper] matzkin1-051130.pdf and “Nonparametric Consumer Demand”
Feb. 22 Ed Vytlacil, Columbia University, “Threshold Crossing Models and Bounds on Treatment Effects: A Nonparametric Analysis” (with A. Shaikh) [Paper]
Mar. 1 Victor Chernozhukov, MIT, “Estimation and Confidence Regions for Parameter Sets in Econometrics Models”
Mar. 29 Giuseppe Ragusa, Rutgers University, “Bayesian (and Classical) Properties of Minimum Divergence and Generalized Empirical Likelihood Methods” [Paper]
Apr. 5 Xiaohong Chen, New York University, “Estimation of Possibly Misspecified Semiparametric Conditional Moment Restriction Models with Different Conditioning Variables” (with Chunrong Ai) [Paper]
Apr. 12 Frank Kleibergen, Brown University, “Subset Statistics in the Linear IV Regression Model” [Paper]
Apr. 19 Marcelo Moreira, Harvard University (visiting the Cowles Foundation), “Optimal Inference in Regression Models with Nearly Integrated Regressors” (with Michael Jansson) [Paper] and “Optimal One-Sided Tests for Instrumental Variables Regression” (with Donald Andrews and James Stock)
Apr. 26 Andres Aradillas-Lopez, Princeton University, “Semiparametric Estimation of a Simultaneous Game with Incomplete Information” [Paper]
May 3 Laura Chioda, Princeton University, “Optimal Conditional Inference for Instrumental Variables Regression” (with Michael Jansson) [Paper]
May 10 Richard Smith, University of Cambridge, “Exogeneity in Semiparametric Models: Definitions and Tests” (with Paulo M.D.C. Parente) [Paper]