Triangle Econometrics Workshop

The Triangle Econometrics Workshop is from 3:30pm to 5:00pm at the National Institute of Statistical Sciences (NISS).

Fall 2011

• September 29: Jushan Bai (Columbia), "A contribution to dynamic panel data models with heterogeneity and possible unit roots".
• October 13: Hiroaki Kaido (Boston University), TBA.
• October 20: Xavier D'Haultfoeuille (CREST), "Nonparametric Identification Using Group Theory".
• October 27: Tim Vogelsang (Michigan State), "Multivariate trend comparisons between autocorrelated climate series with general trend regressors".
• November 3: Xun Tang (Penn), " Identification and Estimation of Discrete Bayesian Games with Multiple Equilibria Using Excluded Regressors".
• November 10: Olivier Scaillet (Geneva), " Time-varying risk premium in large cross-sectional equity datasets".
• December 2: 2011 Triangle Econometrics Conference.

Spring 2012

• February 9: Viktor Todorov (Northwestern), "Inverse Realized Laplace Transforms for Nonparametric Volatility Density Estimation in Jump-Diffusions".
• March 8: Xu Cheng (Penn), "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure".
• March 22: Ulrich Muller (Princeton), "Nearly Optimal Tests when a Nuisance Parameter is Present Under the Null Hypothesis".
• April 19: Francis Vella (Georgetown), "Semiparametric Selection Models with Binary Outcomes".
• April 26: Drew Creal (Chicago GSB), "Exact likelihood inference for C.I.R. stochastic volatility models".
• May 3: Federico Bandi (Johns Hopkins), "Price and Volatility Co-jumps".

Directions to National Institute of Statistical Sciences (NISS), 19 T.W. Alexander Drive, Research Triangle Park:

• FROM CHAPEL HILL:
  Take I40 towards the Research Triangle Park. Exit in left direction onto Alexander Drive. Follow Alexander to NISS address.
• FROM DURHAM:
  Take 147 towards the Research Triangle Park. Exit right onto Alexander Drive. Follow Alexander to NISS address.
• FROM RALEIGH:
  Take I40 towards the Research Triangle Park. Exit right onto Alexander Drive. Follow Alexander to NISS address.

Past schedule of the TEW.