Econometrics Lunches, 2007/08 - 2011/12

| 2007/08 | 2008/09 | 2009/10 | 2010/11 | 2011/12 |

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

Sep. 5 Peter Phillips, Yale University, “Econometric History and Folklore”
Sep. 12 Zhentao Shi, Yale University Ph.D. Student, “Consistency and Convergence Rate of Nonparametric Boosting Classifiers”
Sep. 19 Sukjin Han, Yale University Ph.D. Student, Job Market Interview Oral
Sep. 26 Eric Becker, James Wolter, Yale University Ph.D. Students, Job Market Interviews Oral
Oct. 3 Lorenzo Camponovo, University of Lugano, Job Market Interview Oral
Eduardo Souza Rodrigues, Yale University Ph.D. Student, Job Market Interviews Oral
Oct. 10 James Duffy, Yale University Ph.D. Student, “Spatial Averaging of Nonparametric Regression”
Oct. 17 Tim Christensen, Yale University Ph.D. Student, “Nonlinear Principal Components and Long-run Implications of Multivariate Diffusions”
Oct. 24 Jihyung Lee, Yale University Ph.D. Student
Oct. 31 Zhentao Shi, Yale University Ph.D. Student, “High-Dimensional IV Estimator”
Nov. 7 Byoung Park, Yale University Ph.D. Student, “Nonparametric Identification of Roy Model: Part II”
Nov. 14 Timothy Christensen, Yale University Ph.D. Student, “On the Semiparametric Estimation of Long-run Risk”
Apr. 2 James Wolter, Yale University
Apr. 16 Byoung Park, Yale University, “Identification of the Generalized Roy Model”
Apr. 23 Zhentao Shi, Yale University, “Identification of a Binary-Choice Model with Bilateral Consent and Unobservable Heterogeneity”
Sep. 6 Liudas Giraitis, Queen Mary University, visiting Cowles, “Limit Theory for Sums of Linear Processes”
Sep. 13 James Duffy, Yale University, “A Reality Check for Data Snooping”
Sep. 20 Lorenzo Camponovo, University of Saint Gallen, “Breakdown Point Theory for Implied Probability Bootstrap” [Paper]
Sep. 27 Alex Torgovitsky and Zhipeng Liao, Yale University, Job Market Candidates - Interview practice
Oct. 4 Marianne Bruins, Yale University, “Generalized Method of Moments with Many Weak Moment Conditions”
Oct. 11 Scott Murdock and Irene Botosaru, Yale University, Job Market Candidates - Interview practice
Oct. 18 Zhengyuan Gao, University of Amsterdam, visiting Cowles, “An Empirical Likelihood-Base Local Estimation and Its Application to Worst Case Dynamic Games” [Paper 1] [Paper 2]
Oct. 25 Jihyung Lee, Yale Unversity, “Ultra High Frequency Volatility Estimation with Dependent Microstructure Noise” [Paper]
Nov. 1 Edward Vytlacil, Yale University, “Nonparametric Identification and Estimation of a Binary Choice Model of Loan Approval Using Only Approved Loans”
Nov. 8 Eric Becker, Yale University, “Model Selection via Testing: An Alternative to (Penalized) Maximum Likelihood Estimators” [Paper]
Nov. 15 Irene Botosaru, Zhipeng Liao, and Scott Murdock, Yale University, Job Market Candidates - Interview practice
Nov. 29 Sukjin Han, Yale University, “Nonparametric Regression with Singular Design” [Paper]
Dec. 6 Alex Torgovitsky, Yale University, will give a practice job interview talk
Feb. 14 Han Hong, Yale University, “An MCMC Approach to Classical Estimation” (with Victor Chernozhukov) [Paper]
Feb. 21 Eric Becker, Yale University, “Getting Started with Amazon Web Services”
Feb. 28 Byoung Park, Yale University, “Bayesian Estimation of Multinomial Roy Model: With an Application to Estimation of College Premium”
Mar. 21 Zhentao Shi, Yale University, “Self-selection in Social Network”
Mar. 28 Eduardo Souza Rodrigues, Yale University, “Nonparametric Regression with Common Shocks”
Apr. 4 Keisuke Hirano, University of Arizona/Cowles Visitor, “Identification of Time and Risk Preferences in Buy Price Auctions” (with Daniel Ackerberg, Quazi Shahriar) [Paper]
Apr. 11 Keisuke Hirano, University of Arizona/Cowles Visitor, “Robustness to Parametric Assumptions in Missing Data Models” (with Bryan Graham) [Paper]
Apr. 18 Sokbae (Simon) Lee, University College London, “Testing for Threshold Effects in Regression Models” (with Myung Hwan Seo, Youngki Shin) [Paper]
Apr. 25 Sukjin Han, Yale University, “Nonparametric Identification in Triangular Simultaneous Equations Models”
May 2 Jihyung Lee, Yale University, “Toward a Unified Inference for Autoregression under Conditional Heteroskedasticity”
May 9 Marianne Bruins, Yale University, “Nonparametric Euler Equations Identification and Estimation”
Sep. 14 Zhipeng Liao, Discussion of: “Nonparametric Estimation and Testing of Fixed Effects Panel Data Models” by Henderson in JoE (2008) [Paper]
Sep. 21 Sukjin Han, Yale University, Discussion of: “Some Impossibility Theorems In Econometrics with Applications to Structural and Dynamic Models,” by Dufour in Econometrica (1997) [Paper]
Sep. 28 Alex Torgovitsky, Yale University, Discussion of: “Finite Sample Inference for Quantile Regression Models,” by V. Chernozhukov, in JoE (2009) [Paper]
Oct. 5 Eduardo Souza Rodrigues, Yale University, Discussion of: “Sequential Estimation of Dynamic Discrete Games,” by V. Aguirregabiria and P. Mira in Econometrica (January 2007) 75(1) [Paper]
Oct. 12 Eric Becker, Yale,  “Nonparametric Maximum Likelihood Estimation in Models of Multinomial Choice” [Paper]
Oct. 19 Vladimir Spokoiny, Weierstrass Institute and Humboldt University Berlin, “Foundations and Applications of Modern Nonparametric Statistics” [Handout 1] [Handout 2] [Handout 3] [Handout 4]
Oct. 26 James Wolter, Yale, “Multidimensional Levy Processes: Asset Pricing and Estimation”
Nov. 2 Sylvain Chabe-Ferret, CEMAGREF and Visiting Yale, “Decisive Characteristics: Definition and Application to the Policy Relevance of Treatment Effects”
Nov. 9 Zhipeng Liao, Yale, “Local Asymptotics of Sieve M-estimates with Weakly Dependent Data”
Nov. 16 Alice Heegaard Klynge, University of Copenhagen/Cowles visitor, “The Selection Model with Choice of Ability Supply”
Nov. 30 Xiaoxia Shi, Yale, “Model Selection Test for Nonnested Moment Inequality Models”
Dec. 7 Simon Lee, University College London and Visiting Yale, “Nonparametric Tests of Conditional Treatment Effects” (with Yoon-Jae Whang) [Paper]
Feb. 15 Nese Yildiz, University of Rochester
Feb. 22 Yoko Konishi, Research Institute Economy, Trade and Industry
Mar. 1 Alex Torgovitsky, Yale University
Mar. 22 Sukjin Han, Yale University, “Nonparametric IV Estimation in The Presence of Weak Instrument”
Mar. 29 Eric Becker, Yale University
Apr. 5 Sylvain Chabe-Ferret, CEMAGREF
Apr. 12 Simon Lee, University College London
Apr. 19 Yoonseok Lee, University of Michigan, “A Specification Test for Instrumental Variables Regression with Many Instruments” [Paper]
Apr. 26 Ariel Pakes, Harvard University
May 3 Zhipeng Liao, Yale University
May 10 Sukjin Han, Yale University
Sep. 15 Peter Phillips, “The Yale Econometrics Lunch” and Roundtable Raconteurs
Sep. 22 Tassos Magdalinos and Job Market Mini Presentations
Sep. 29 Xu Cheng, Mini Presentation and Peter Phillips, Elements of a Good Seminar
Oct. 6 Xu Cheng and Ilze Kalnina, 15 Minute Technical Outlines on Repeat Billings
Oct. 13 Peter Phillips, “Financial Exuberance and Mildly Explosive Processes,” DVD
Oct. 20 Xiaohong Chen, “Sieve Maximum Likelihood Estimation of Copula-Based Markov Models”
Oct. 27 Alice Klynge, 15 Minute Mini Presentation, “Returns to Literacy, Creativity and Other Competencies”
Nov. 3 Chris Conlon, “Adventures in Estimating Demand (with Empirical Likelihood)”
Nov. 10 Ed Vytlacil, “Weighted Average Derivatives and Marginal Policy Effects”
Nov. 17 Yoon Whang, “Non Nested Testing for Conditional Moment Restrictions”
Dec. 1  Peter Phillips, “Unit Roots in Life: People and Places”
Feb. 23 Exchange the latest news on our econometric life
Mar. 2 Joerg Stoye, NYU, “Treatment Choice as a Statistical Decision Problem”
Mar. 23 Yoko Konishi, Japanese Society of Promotion of Science, “Measuring Firm-Specific Productivies”
Sep. 10 Peter Phillips, Introducing the Yale Econometrics Lunch
Sep. 17 Chris Conlon, “Semiparametric Estimation of Multinomial Discrete Choice Models Using a Subset of Choices”
Sep. 24 Alon Eizenberg, Discussion of Chib and Jacobi (2007), “Analysis of Treatment Response Data from Eligibility Designs”
Oct. 1 Jiti Gao and Peter Phillips, Discussion of Newbold Conference, Durham Conference and Northern Rock Bank Run in the UK
Oct. 8 Ilze Kalnina, “Estimating Quadratic Variation Consistently in the Presence of Endogenous and Diurnal Measurement Error”
Oct. 15 Jiti Gao, “Estimation in Continuous-time Financial Models”
Oct. 22 Peter Phillips, DVD: Yacine Ait Sahalia’s Durham talk
Oct. 29 Scott Murdock, “Convergence Properties of the Likelihood of Computed Dynamic Models”
Nov. 5 Peter Phillips, DVD: Richard Baillie’s Durham talk
Nov. 12 Huaming Peng, “Factor Count Choice Using Posterior Information”
Nov. 26 Huaming Peng, 5 minute Job Talk
Dec. 3 Yixiao Sun
Feb. 25 Taisuke Otsu, Discussion of: J.P. Romano and M. Wolf (2000), “Finite Sample Nonparametric Inference and Large Sample Efficiency,” Annals of Statistics, 28: 756-778
Mar. 3 Patrik Guggenberger, Yale University, “The Asymptotic Size of Testing Procedures”
Mar. 24 Xiaoxia Shi, Yale University, Discussion of D.W.K. Andrews (1994), “Empirical Process Methods in Econometrics,” in: R.F. Engle and D.L. McFadden (eds.), Handbook of Econometrics, vol. 4, pp. 2247–2294
Mar. 31 Zhipeng Liao, Yale University, Discussion of David Pollard and Peter Radchenko (2006), “Nonlinear Least Squares Estimation,” Journal of Multivariate Analysis, 97: 548-562
Apr. 7 Igor Kheyfets, Discussion of Hong and Li (2005), “Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates,” Review of Financial Studies, 18
Apr. 14 Christian Bontemps, Discussion of C. Bontemps, T. Magnac and E. Maurin, “Set Identified Linear Models” (Seminar)
Apr. 21 Xu Cheng, Discussion of B.E. Hansen (1996) “Inference when a Nuisance Parameter is Not Identified under the Null Hypothesis,” Econometrica, 64: 413-430

Apr. 28

Sunyoung Park, Discussion of R.L. Matzkin, “Nonparametric Identification,” Handbook of Econometrics, vol. 6, pp. 5307-5368