Day 1 |
Friday 14th. Room 7 DKH |
1:30 - 3:10 |
Session 1 |
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Median Stable Distributions and Schröder's Equation
Gib Bassett
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Testing for Slope Heterogeneity Bias in Panel Data Models
Ted Juhl
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Mincer-Zarnowitz Quantile and Expectile Regressions for Forecast Evaluations under Aysmmetric Loss Functions
Pin Ng
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Detecting Accounting Misstatements: A Multivariate Quantile Regression Approach
Jungmo Yoon
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3:10 - 3:30 |
Break |
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3:30 - 5:10 |
Session 2 |
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Edgeworth's Time Series Simulator: Not AR(1) But Same Covariance Structure
Steve Portnoy
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Inference in Constrained Quantile Regression
Tom Parker
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Testing for Marginal Effects in Quantile Regression
Judy Wang
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The Sorted Effects Method: Discovering Heterogeneous Effects Beyond Their Averages
Victor Chernozhukov
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Day 2 |
Saturday 15th. Room 317 DKH |
9:30 - 11:30 |
Session 3 |
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Smoothed GMM for Quantile Models, with Estimation of Quantile Euler Equations
Antonio Galvao
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Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Quantile Regression Models
Carlos Lamarche
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Homophily and Community Structure
Angelo Mele
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Portfolio Construction By Quantiles: An Alternative To Mean-Variance Approach
Lingjie Ma
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Placebo Inference on Treatment Effects when the Number of Clusters is Small
Andreas Hagemann
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11:30 - 1:00 |
Lunch |
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1:00 - 2:40 |
Session 4 |
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The Effect of Diversification on Firm Value
Zhijie Xiao
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Period Hunting in Time Series via Regularization
Ivan Mizera
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Conditional Quantile Processes in Some Semi-parametric Models
Zhongjun Qu
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Quantile Regression in Genetic Studies
Ying Wei
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2:40 - 3:00 |
Break |
3:00 - 4:40 |
Session 5 |
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Estimating Treatment Effects in Regression Discontinuity Designs with Multiple Assignment Variable
Chung-Ming Kuan
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Multiple Testing for Positive Treatment Effects
Jiaying Gu
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Distributed Inference for Quantile Regression Processes
Stanislav Volgushev
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Predictive Performance of Quantile Regression
Xuming He
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