Econometrics Seminar

Academic Year 2013-14


Friday Room 7 DKH   12:00-1:00PM or 3:30-5:00

Papers (when available) are linked in pdf format.



Sept 27 (Friday) Francesco Bianchi (Duke)
7 DKH, 3:30 - 5PM
Methods for Markov-switching Models.
Oct 4 (Friday) Yuan Liao (U. Maryland)
7 DKH, 12:00 - 1:30PM
Semi-parametric Bayesian Partially Identified Models based on Support Function.
Oct 7 (Monday!!!) Zhijie Xiao (Boston College)
7 DKH, 3:30 - 5PM
Testing Distributional Relationship via Quantile Regressions.
Oct 11 (Friday) Andreas Hagemann (Notre Dame)
7 DKH, 12:00 - 1PM
Cluster Covariance Matrix Estimation for Quantile Regression Models
Oct 18 (Friday) Brendan Beare (UCSD)
7 DKH, 3:30 - 5PM
"Nonparametric tests of density ratio ordering",
Oct 24 (Thursday!!) John Geweke (U. of Technology Sydney)
1092 Lincoln Hall, 3:30 - 5PM
Sequential Adaptive Bayesian Learning for Inference and Optimization.
Nov 8 (Friday) Victor Chernozhukov (MIT)
7 DKH, 3:30 - 5PM
TBA.
Nov 15(Friday) Mehmet Caner (NCSU)
7 DKH, 3:30 - 5PM
Adaptive Elastic Net GMM Estimator with Many Invalid Moment Conditions: A Simultaneous Model and Moment Selection
Dec 6 (Friday) Alexei Onatsky (Cambridge)
7 DKH, 3:30 - 5PM
Asymptotic Analysis of the Squared Estimation Error in Misspecified Factor Models
Dec 13 (Friday) Adam Rosen (UCL)
215 DKH, 3:30 - 5PM
Generalized Instrumental Variables
Jan 31 (Friday) Bin Chen (Rochester)
7 DKH, 3:30 - 5PM
Nonparametric Testing for Smooth Structural Changes in Panel Data Models
March 5 (Friday) Chris Sims (Princeton)
114 DKH, 3 - 4PM
Fed policy and the economy: What's happened, and what's to come"
March 6 (Friday) Chris Sims (Princeton)
134 Temple Buell Hall, 10:30 - 11:50
TBA"
April 11 (Friday) Simon Lee (Seoul National University)
7 DKH, 3:30 - 5:00
The identification power of smoothness assumptions in models with counterfactual outcomes
April 18 (Friday) Xu Cheng (U. Penn)
7 DKH, 3:30 - 5:00
Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Momemts
April 24 (Thursday) Yongmiao Hong (Cornell)
1000 Lincoln Hall, 3:30 - 5:00
Autoregressive Conditional Models for Interval-Valued Time Series Data
April 25 (Friday) Boneyard Conference
Music Room, Levis Center, 9 - 4
Program