Past Schedule of the Triangle Econometrics Workshop
- September 18: Yanqin Fan (Vanderbilt), "Confidence Sets for Distributions of
Treatment Effects With Covariates".
- October 9: Bas Werker (Tilburg), "A Simple
Semiparametrically Efficient Rank-Based Unit Root Test".
- October 30: Keith Knight (Toronto), "Asymptotics
of the regression quantile basic solution with applications".
- November 13: Michael Jansson (Berkeley), "Small Bandwidth
Asymptotics for Density-Weighted Average Derivatives".
- December 5: 2008 Triangle Econometrics Conference. The keynote speaker was
Per Mykland (Chicago).
- March 5: Frank Schorfheide (University of Pennsylvania),
"Bayesian and Frequentist Inference in Partially Identified Models".
- October 15: Werner Ploberger (Washington University), title TBA.
- November 5: Gary Chamberlain (Harvard), "Bayesian Aspects
of Treatment Choice".
- November 12: Frank Kleibergen (Brown University),
"Inference on subsets of parameters in GMM without assuming identification".
- December 4: 2009 Triangle Econometrics Conference. The keynote speaker was
Joel L. Horowitz (Northwestern).
- February 25: Edward Vytlacil (Yale), "Instrumental
variables and the sign of the average treatment effect".
- March 4: Tong Li (Vanderbilt University), "Affiliation
and Entry in First-Price Auctions with Heterogeneous Bidders".
- April 8: Quang Vuong (Penn State), "Identification of
Insurance Models with Multidimensional Screening".
- April 29: Simon Lee (UCL), "Nonparametric Tests of
Conditional Treatment Effects".
- September 9: Stefan Hoderlein (Brown Universiy), "Nonparametric
Identification in Nonseparable Panel Data Models with Generalized Fixed Effects".
- October 14: Rustam Ibragimov (Harvard), "t-statistic based correlation and
heterogeneity robust inference, with applications to risk, inequality and concentration
- October 21: Jack Porter (Wisconsin), "Impossibility Results for
- November 4: Serena Ng (Columbia), "Dynamic Identification of DSGE models".
- November 18: Jonathan Wright (Johns Hopkins), "Evaluating Real-Time VAR
Forecasts with an Informative democratic Prior".
- December 3: 2010 Triangle Econometrics Conference.
- February 3: Chang-Jin Kim (University of Washington), "Markov-Switching
Models with Regime-Specific Parameters Evolving Over Different Episodes of Regimes".
- February 10: Yanqin Fan (Vanderbilt), "Identification and Wavelet Estimation
of LATE in a Class of Switching Regime Models".
- March 3: Peter Reinhard Hansen (Stanford), "Choice of Sample Split in
Out-of-Sample Forecast Evaluation".
- March 17: Lutz Kilian (Michigan), "Are the responses of the U.S. economy
asymmetric in energy price increases and decreases?".
- April 14: Guido Kuersteiner (Georgetown), "Limit Theory for Panel Data Models
with Cross Sectional Dependence and Sequential Exogeneity".
- 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.
- 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".