Past Schedule of the Econometrics Workshop
Fall 2008
- August 29 (UNC-NCSU Econometrics Workshop): Mehmet Caner
(NCSU), "The validity of instruments revisited".
- September 18 (TEW): Yanqin Fan (Vanderbilt), "Confidence
Sets for Distributions of Treatment Effects With Covariates".
- September 25 (NCSU): Oleksandr Movchan (NCSU), "Measuring
non-stationary cycles: a time-deformation approach".
- October 9 (TEW): Bas Werker (Tilburg), "A Simple
Semiparametrically Efficient Rank-Based Unit Root Test".
- October 10 (UNC-NCSU Econometrics Workshop): This van
der Heijden (Tillburg), "A Structural Autoregressive Conditional Duration Model".
- October 30 (TEW): Keith Knight (Toronto), "Asymptotics of
the regression quantile basic solution with applications".
- November 7 (UNC-NCSU Econometrics Workshop): Jonathan
Hill (UNC), "Robust GMM and QML estimation for heavy-tailed
GARCH processes".
- November 13 (TEW): Michael Jansson (Berkeley), "Small
Bandwidth Asymptotics for Density-Weighted Average Derivatives".
- November 21 (UNC-NCSU Econometrics Workshop): Atsushi Inoue
(NCSU), "Testing for Weak Identification in Possibly Nonlinear Models".
- December 5: 2008 Triangle Econometrics Conference. The keynote speaker was Per Mykland (Chicago).
Spring 2009
- January 23 (UNC-NCSU Econometrics Workshop): Fangfang Wang
(UNC), "Approximations of Risk Neutral Measures and Derivatives
Pricing".
- February 6 (UNC-NCSU Econometrics Workshop): Gunce Eryuruk
(NCSU), "Asymptotic Properties of Empirical Likelihood Estimator
in Dynamic Panel Data Models".
- February 20 (UNC-NCSU Econometrics Workshop): Bertille
Antoine (Simon Fraser University), "Portfolio Selection with
Estimation Risk: A Test Based Approach".
- March 5 (TEW): Frank Schorfheide (University of
Pennsylvania), "Bayesian and Frequentist Inference in Partially
Identified Models".
- March 13 (UNC-NCSU Econometrics Workshop): Prosper Dovonon
(Barclays Wealth, London), "Large Sample Properties of the
Three-Step Euclidean Likelihood Estimators Under Model
Misspecification".
- April 3 (UNC-NCSU Econometrics Workshop): Saraswata Chaudhuri
(UNC), "A new method of projection-based inference in GMM with
weakly identified nuisance parameters".
Fall 2009
- September 15 (NCSU): Myung Hwan Seo (LSE), "Testing for
structural stability in the whole sample".
- October 15 (TEW): Werner Ploberger (Washington
University), title TBA.
- November 5 (TEW): Gary Chamberlain (Harvard), "Bayesian
Aspects of Treatment Choice".
- November 12 (TEW): 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).
Spring 2010
- February 25 (TEW): Edward Vytlacil (Yale), "Instrumental
variables and the sign of the average treatment effect".
- February 26 (NCSU): Essie Maasoumi (Emory University),
"Entropy tests of distribution characteristics".
- March 4 (TEW): Tong Li (Vanderbilt University),
"Affiliation and Entry in First-Price Auctions with Heterogeneous
Bidders".
- April 8 (TEW): Quang Vuong (Penn State), "Identification
of Insurance Models with Multidimensional Screening".
- April 29 (TEW): Simon Lee (UCL), "Nonparametric Tests of
Conditional Treatment Effects".
Fall 2010
- September 9 (TEW): Stefan Hoderlein (Brown Universiy), "Nonparametric
Identification in Nonseparable Panel Data Models with Generalized Fixed Effects".
- September 16 (NCSU regular agricultural/econometrics workshop): Matthew Holt
(Alabama), "North American Oriented Strand Board Markets, Arbitrage Activity, and
Market Price Dynamics: A Smooth Transition Approach".
- September 30 (NCSU regular workshop): Bruno Feunou (Duke),
"Discrete Choice Term Structure Models: Theory And Applications".
- October 11 (NCSU regular workshop): Otilia Boldea (Tilburg),
"Asymptotic distribution theory for break point estimators in models estimated via 2SLS".
- October 14 (TEW): Rustam Ibragimov (Harvard), "t-statistic based correlation
and heterogeneity robust inference, with applications to risk, inequality and
concentration measuremen".
- October 21 (TEW): Jack Porter (Wisconsin), "Impossibility Results for
Nondifferentiable Functionals".
- November 4 (TEW): Serena Ng (Columbia), "Dynamic Identification of DSGE models".
- November 17 (NCSU regular workshop): Patrik Guggenberger (UCSD), "On the
Relative Robustness of the Size of Tests to Local Model Violations".
- November 18 (TEW): Jonathan Wright (Johns Hopkins), "Evaluating Real-Time
VAR Forecasts with an Informative democratic Prior".
- December 3 (@NISS): 2010 Triangle Econometrics Conference.
Spring 2011
- February 3 (TEW): Chang-Jin Kim (University of Washington), "Markov-Switching
Models with Regime-Specific Parameters Evolving Over Different Episodes of Regimes".
- February 10 (TEW): Yanqin Fan (Vanderbilt), "Identification and Wavelet
Estimation of LATE in a Class of Switching Regime Models".
- March 3 (TEW): Peter Reinhard Hansen (Stanford), "Choice of Sample Split in
Out-of-Sample Forecast Evaluation".
- March 17 (TEW): Lutz Kilian (Michigan), "Are the responses of the U.S.
economy asymmetric in energy price increases and decreases?".
- March 24 (NCSU regular workshop): Ivan Paya (Lancaster University), "Testing
for asset price bubbles: the role of fat tails and endogeneity".
- March 31 (NCSU regular workshop): Zhongjun Qu (Boston University),
"Identification and Frequency Domain QML Estimation of Linearized DSGE Models".
- April 14 (TEW): Guido Kuersteiner (Georgetown), "Limit Theory for Panel Data
Models with Cross Sectional Dependence and Sequential Exogeneity".
- April 28 (NCSU regular workshop): Tiemen Woutersen (Johns Hopkins),
"Endogeneity and Imperfect Instruments in Applied Work: Deriving Bounds in a
Semiparametric Model".