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
| 2011/12 | |
| 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" |
| 2010/11 | |
| 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. 22 | THANKSGIVING |
| 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" |
| 2009/10 | |
| Sep. 14 | Zhipeng Liao, Discussion of: "Nonparametric Estimation and Testing of Fixed Effects Panel Data Models" by Henderson et.al. 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, et.al. 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 |
| 2008/09 | |
| 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" |
| 2007/08 | |
| 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 |
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Apr. 28 |
Sunyoung Park, Discussion of R.L. Matzkin, "Nonparametric Identification," Handbook of Econometrics, vol. 6, pp. 5307-5368 |