Friday, 5 October 2001 | 14:30–16:00 |
Econometrics | |
Jun Yang (University of Toronto) | |
An empirical investigation of the effects of macroeconomic variables on default risk | |
Coach House Conference Room | Organizer: Alex Maynard |
Friday, 12 October 2001 | 14:30–16:00 |
Econometrics | |
Marine Carrasco (University of Rochester) | |
Tests for unit-root versus Threshold specification with an application to the PPP | |
Coach House Conference Room | Organizer: Alex Maynard |
Friday, 19 October 2001 | 2:30– 0:00 |
Econometrics | |
Yu Cheng (University of Toronto) | |
The Stock Market Wealth Effect on Consumption: A wavelet time series analysis | |
Coach House Conference Room | Organizer: Alex Maynard |
Friday, 26 October 2001 | 14:30–16:00 |
Econometrics | |
Russell Davidson (Queens University) | |
The Power of Bootstrap and Asymptotic Tests (with James MacKinnon) | |
Coach House Conference Room | Organizer: Alex Maynard |
Friday, 2 November 2001 | 14:30–16:00 |
Econometrics | |
Christian Gourieroux (University of Toronto and ENSAE) | |
Memory and infrequent breaks: the example of stochastic unit root models | |
Coach House Conference Room | Organizer: Alex Maynard |
Friday, 16 November 2001 | 14:30–16:00 |
Econometrics | |
Richard Baillie (Michigan State University) | |
High frequency analysis of the forward premium anomaly | |
Coach House Conference Room | Organizer: Alex Maynard |
Friday, 23 November 2001 | 14:30–16:00 |
Econometrics | |
Richard Luger (Bank of Canada) | |
(i)Exact non-parametric tests for a random walk with unknown drift under heteroskedasticity and(ii)Approximately median unbiased estimation of first order autoregressive models. | |
Coach House Conference Room | Organizer: Alex Maynard |
Friday, 7 December 2001 | 14:30–16:00 |
Econometrics | |
Silvia Goncalves (University of Montreal) | |
1.) Maximum Likelihood and the bootstrap for nonlinear dynamic models 2.) The Bootstrap of the mean for dependent heterogeneous arrays | |
Coach House Conference Room | Organizer: Alex Maynard |
Friday, 14 December 2001 | 14:30–16:00 |
Econometrics | |
Alex Maynard (University of Toronto) | |
Bias, persistence, and the Forward Premium Anomaly: How bad is it? | |
Coach House Conference Room | Organizer: Alex Maynard |
Thursday, 10 January 2002 | 16:10–17:30 |
Econometrics | |
Robert R. de Jong (Michigan State) | |
A robust version of the KPSS test, based on indicators | |
Coach House Conference Room | Organizer: Alex Maynard |
Friday, 25 January 2002 | 16:10–17:30 |
Econometrics | |
Yixiao Sun (Yale) | |
Modelling Panel Clusters with Applications to Convergence Clubs | |
Coach House Conference Room | Organizer: Adonis Yatchew |
Tuesday, 29 January 2002 | 16:10–17:30 |
Econometrics | |
Simon Lee (Iowa) | |
Semiparametric Estimation of a Panel Data Proportional Hazards Model with Fixed Effects | |
Coach House Conference Room | Organizer: Adonis Yatchew |
Friday, 22 March 2002 | 16:10–17:30 |
Econometrics | |
Rene Garcia (University of Montreal) | |
Empirical Assessment of Intertemporal Option Priceing Model with Latent Variables | |
Coach House Conference Room | Organizer: Alex Maynard |
Friday, 5 April 2002 | 4:10– 5:00 |
Econometrics | |
Serena Ng (Johns Hopkins) | |
A panic attack on unit roots and cointegration | |
Woodsworth, room 120 | Organizer: Alex Maynard |
Friday, 19 April 2002 | 14:30–16:00 |
Econometrics | |
John Maheu (University of Toronto) | |
Can GARCH Models Capture the Long-Range Dependence in Financial Market Volatility? | |
Coach House Conference Room | Organizer: Alex Maynard |
Friday, 3 May 2002 | 14:30–16:00 |
Econometrics | |
Katsumi Shimotsu (University of Essex) | |
Exact Local Whittle Estimation of Fractional Integration (with Peter C.B. Phillips) | |
(joint with Exact Local Whittle Estimation of Fractional)
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Coach House Conference Room | Organizer: Alex Maynard |
Friday, 11 October 2002 | 14:30–16:00 |
Econometrics | |
Shakeeb Khan (University of Rochester) | |
Pairwise Comparison Estimation of Censored Transformation ModelsPairwise Comparison Estimation of Censored Transformation Models | |
(joint with Elie Tamer)
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Coach House Conference Room | Organizer: Alex Maynard |
Friday, 25 October 2002 | 14:30–16:00 |
Econometrics | |
Roger Koenker (University of Illinois) | |
How to be Pessimistic: Choquet Risk and Portfolio Optimization | |
Sidney Smith, room 1072 | Organizer: Alex Maynard |
Friday, 1 November 2002 | 14:30–16:00 |
Econometrics | |
Samuel Thompson (Harvard University) | |
Optimal versus robust inference in nearly integrated non Gaussian models. | |
Coach House Conference Room | Organizer: Alex Maynard |
Friday, 15 November 2002 | 14:30–16:00 |
Econometrics | |
Adonis Yatchew (University of Waterloo) | |
Dynamic Nonparametric State Price Density Estimation Using Constrained Least Squares and the Bootstrap | |
(joint with Wolfgang Hardle)
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Coach House Conference Room | Organizer: Alex Maynard |
Wednesday, 20 November 2002 | 9:30–11:00 |
Econometrics/Macroeconomics | |
Gregory Chow (Princeton University) | |
The Lagrange method of dynamic optimization with applications to macroeconomics and finance | |
Front Conference Room | Organizer: Alex Maynard |
Wednesday, 20 November 2002 | 14:30–16:00 |
Econometrics | |
Eric Renault (Université de Montréal) | |
Interactive and Recursive Estimation in Structural Non-adaptive Models | |
Front Conference Room | Organizer: Alex Maynard |
Friday, 22 November 2002 | 14:30–16:00 |
Econometrics | |
Micheal Stutzer (University of Colorado) | |
A Simple Large Deviations Approach to Investment Modelling and Estimation | |
(joint with Yuichi Kitamura)
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Coach House Conference Room | Organizer: Alex Maynard |
Friday, 29 November 2002 | 14:30–16:00 |
Econometrics | |
Jun Yang (University of Toronto) | |
Modeling the Evolution of Credit Spreads | |
Coach House Conference Room | Organizer: Alex Maynard |
Friday, 6 December 2002 | 14:30–16:00 |
Econometrics | |
Christian Gourieroux (University of Toronto and ENSAE) | |
Structural Laplace Transform and Compound Autoregressive Models | |
(joint with Serge Darolles and Joann Jasiak)
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Coach House Conference Room | Organizer: Alex Maynard |
Thursday, 16 January 2003 | 16:10–17:30 |
Econometrics | |
Francesca Molinari (Northwestern) | |
Identification of Probability Distributions with Misclassified Data | |
Coach House Conference Room | Organizer: Angelo Melino |
Thursday, 23 January 2003 | 16:10–17:30 |
Econometrics | |
Mingliang Li (UC Irvine) | |
Duration Analysis: An Application to the Timing of High School Dropout Decisions | |
Coach House Conference Room | Organizer: Adonis Yatchew |
Friday, 24 January 2003 | 16:10–17:30 |
Econometrics | |
Yingyao Hu (Johns Hopkins) | |
Estimation of Nonlinear Models with Measurement Error Using Marginal Information | |
Coach House Conference Room | Organizer: Gordon Anderson |
Thursday, 30 January 2003 | 16:10–17:30 |
Econometrics | |
Sergio Firpo (Berkeley) | |
Efficient Semiparametric Estimation of Quantile Treatment Effects | |
Coach House Conference Room | Organizer: Gordon Anderson |
Friday, 4 April 2003 | 14:30–16:00 |
Econometrics | |
Raymond Kan (University of Toronto) | |
Hansen-Jagannathan Distance: Geometry and Exact Distribution | |
(joint with Guofu Zhou)
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Coach House Conference Room | Organizer: Alex Maynard |
Friday, 18 April 2003 | 14:30–16:00 |
Econometrics | |
Douglas Hodgson (University of Quebec at Montreal) | |
Asset Pricing Theory and the Valuation of Canadian Paintings | |
(joint with Keith P. Vorkink)
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Coach House Conference Room | Organizer: Alex Maynard |
Friday, 26 September 2003 | 14:30–16:00 |
Econometrics | |
Thanasis Stengos (University of Guelph) | |
Non-parametric Specification Testing of Non-nested Econometric Models | |
Coach House Conference Room | Organizer: John Maheu |
Friday, 10 October 2003 | 14:30–16:00 |
Econometrics | |
Christian Gourieroux (University of Toronto) | |
Spread Term Structure and Default Correlation | |
Coach House Conference Room | Organizer: John Maheu |
Friday, 17 October 2003 | 14:30–16:00 |
Econometrics | |
Ian Crawford (Institute for Fiscal Studies) | |
Nonparametric Testing and Identification in Consumer Characteristics Models | |
Coach House Conference Room | Organizer: John Maheu |
Friday, 31 October 2003 | 14:30–16:00 |
Econometrics | |
John Knight (University of Western Ontario) | |
Efficient Estimation of Markov Processes Where the Transition Density is Unknown | |
Coach House Conference Room | Organizer: John Maheu |
Friday, 14 November 2003 | 14:30–16:00 |
Econometrics | |
Keisuke Hirano (University of Miami) | |
Limits of Experiments for Estimation and Treatment Assignment | |
Coach House Conference Room | Organizer: John Maheu |
Friday, 21 November 2003 | 14:30–16:00 |
Econometrics | |
Jean-Francois Richard (University of Pittsburgh) | |
A Structural Break in U.S. GDP? | |
Front Conference Room | Organizer: John Maheu |
Friday, 16 January 2004 | 16:10–17:30 |
Econometrics | |
Chuan Goh (University of California, Berkeley) | |
Alternative asymptotics for inference regarding population quantiles | |
Coach House Conference Room | Organizer: Martin J. Osborne |
Tuesday, 27 January 2004 | 16:10–17:30 |
Econometrics | |
Xin Li (University of North Carolina) | |
Identification and Estimation of Treatment Effects in Heckman-Vytlacil Models | |
Coach House Conference Room | Organizer: Adonis Yatchew |
Friday, 30 January 2004 | 16:10–17:30 |
Econometrics | |
Taisuke Otsu (University of Wisconsin) | |
Empirical likelihood for quantile regression | |
Coach House Conference Room | Organizer: Adonis Yatchew |
Monday, 2 February 2004 | 16:10–17:30 |
Econometrics | |
Jeffrey S Racine (Syracuse University) | |
Testing the significance of categorical predictor variables in nonparametric regression models | |
Coach House Conference Room | Organizer: Gordon Anderson |
Friday, 12 March 2004 | 14:30–16:00 |
Econometrics | |
Cheng Hsiao (University of Southern California) | |
Evaluating the Effectiveness of Washington State Repeated Job Search Service | |
Coach House Conference Room | Organizer: John Maheu |
Friday, 2 April 2004 | 2:00– 3:30 |
Econometrics | |
Tim Bollerslev (Duke University) | |
Some Like it Smooth, Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility | |
Rotman, room 151 | Organizer: John Maheu |
Friday, 16 April 2004 | 14:30–16:00 |
Econometrics | |
Peng Xu (University of Toronto) | |
Pricing S&P500 index options with splines | |
Coach House Conference Room | Organizer: John Maheu |
Friday, 23 April 2004 | 14:30–16:00 |
Econometrics | |
Alonso Gomez Albert (University of Toronto) | |
Conditional Pricing in an Emerging Market | |
Coach House Conference Room | Organizer: John Maheu |
Friday, 10 September 2004 | 14:00–15:30 |
Econometrics | |
Eric Ghysels (University of North Carolina) | |
Why do absolute returns predict volatility so well? | |
Rotman, room 142 | Organizer: John Maheu |
Friday, 17 September 2004 | 14:30–16:00 |
Econometrics | |
Timothy J Vogelsang (Cornell University) | |
Block Bootstrap Puzzles in HAC Robust Testing: The Sophistication of the Naive Bootstrap | |
(joint with Silvia Goncalves)
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Coach House Conference Room | Organizer: Alex Maynard |
Friday, 24 September 2004 | 14:30–16:00 |
Econometrics | |
Donald Andrews (Yale University) | |
Exactly Distribution-Free Inference in Instrumental Variables Regression with Possibly Weak Instruments | |
Coach House Conference Room | Organizer: Alex Maynard |
Friday, 1 October 2004 | 14:10–15:30 |
Econometrics | |
Ximing Wu (University of Guelph) | |
Deconvolution Estimator of Treatment Effect Distribution | |
(joint with Jeffrey Perloff (UC Berkeley))
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Coach House Conference Room | Organizer: Chuan Goh |
Friday, 15 October 2004 | 2:00– 3:30 |
Econometrics | |
Chuan Goh (Northwestern University) | |
Bandwidth Selection for Semiparametric Estimators Using the m-out-of-n Bootstrap | |
Coach House Conference Room | Organizer: Chuan Goh |
Friday, 22 October 2004 | 14:00–15:30 |
Econometrics | |
Herman Bierens (Penn State) | |
CANCELLED Semi-Nonparametric Modeling of Densities on the Unit Interval, with an Application to the Mixed Proportional Hazard Model | |
Coach House Conference Room | Organizer: John Maheu |
Friday, 29 October 2004 | 13:30–15:00 |
Econometrics | |
John Maheu (University of Toronto) | |
Learning, Forecasting and Structural Breaks | |
Coach House Conference Room | Organizer: John Maheu |
Friday, 12 November 2004 | 2:00– 3:30 |
Econometrics | |
Razvan Sufana (University of Toronto) | |
Wishart Quadratic Term Structure Models | |
Coach House Conference Room | Organizer: Alex Maynard |
Friday, 19 November 2004 | 2:00– 3:30 |
Econometrics | |
Christian Gourieroux (University of Toronto and ENSAE) | |
Extended Method of Moments with Application to Derivative Pricing | |
(joint with P., Gagliardini and E. Renault)
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Coach House Conference Room | Organizer: Alex Maynard |
Friday, 26 November 2004 | 2:00– 3:30 |
Econometrics | |
Eric Jacquier (HEC Montreal) | |
Optimal Estimation of the Risk Premium for the Long Run and Asset Allocation: A Case of Compounded Estimation Risk | |
Coach House Conference Room | Organizer: John Maheu |
Thursday, 9 December 2004 | 14:00–15:30 |
Econometrics | |
Ralf Wilke (ZEW) | |
Semiparametric Estimation of Consumption Based Equivalence Scales - The Case of Germany | |
Coach House Conference Room | Organizer: John Maheu |
Monday, 13 December 2004 | 16:10–17:30 |
Econometrics | |
John Chao (University of Maryland) | |
CANCELLED: Asymptotic Properties of IV Estimators for the Case with a Large Number of Weak Instruments | |
Coach House Conference Room | Organizer: Alex Maynard |
Friday, 7 January 2005 | 2:00– 3:30 |
Econometrics | |
Chun Liu (University of Toronto) | |
Improving Forecasts of Realized Volatility | |
Coach House Conference Room | Organizer: John Maheu |
Friday, 4 March 2005 | 14:10–15:30 |
Econometrics | |
Arthur Lewbel (Boston College) | |
Simple Estimators for Hard Problems: Endogeneity in Binary Choice and Sample Selection Models | |
Coach House Conference Room | Organizer: Alex Maynard |
Friday, 11 March 2005 | 14:00–15:30 |
Econometrics | |
Wei Liu (University of Toronto) | |
Distributions of Currencies Portfolio Return: A Copula Methodology | |
Coach House Conference Room | Organizer: John Maheu |
Friday, 18 March 2005 | 16:00–17:30 |
Econometrics | |
Mel Stephens (Carnegie Mellon University) | |
The Consumption Response to Predictable Changes in Discretionary Income: Evidence from the Repayment of Vehicle Loans | |
Coach House Conference Room | Organizer: Michael Baker |
Friday, 1 April 2005 | 14:00–15:30 |
Econometrics | |
Carmela Quintos (University of Rochester) | |
Rank Tests for a Generalized OGARCH System | |
Coach House Conference Room | Organizer: Alex Maynard |
Friday, 8 April 2005 | 14:00–15:30 |
Econometrics | |
Yanli Wang (University of Toronto) | |
The effect of dividend initiations on stock returns: A propensity score matching approach | |
Coach House Conference Room | Organizer: John Maheu |
Wednesday, 21 September 2005 | 16:10–17:30 |
Econometrics | |
Patrik Guggenberger (UCLA) | |
Subsampling - applications and problems | |
Sidney Smith, room 5017A | Organizer: Alex Maynard |
Friday, 7 October 2005 | 14:10–15:30 |
Econometrics | |
John Chao (University of Maryland) | |
Asymptotic Properties of IV Estimators for the Case with a Large Number of Weak Instruments | |
Sidney Smith, room 5017A | Organizer: Alex Maynard |
Friday, 14 October 2005 | 14:10–15:30 |
Econometrics | |
Brian McCaig (Ph.D. Student) | |
Nonparametric Testing of Stochastic Dominance in Bivariate Distributions | |
(joint with Adonis Yatchew)
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Sidney Smith, room 5017A | Organizer: Adonis Yatchew |
Friday, 21 October 2005 | 0:00– 0:00 |
Econometrics | |
(No Econometrics Seminar) | |
Organizer: Alex Maynard | |
Friday, 28 October 2005 | 14:10–15:30 |
Econometrics | |
Rustam Ibragimov (Harvard University) | |
Regression Asymptotics Using Martingale Convergence Methods | |
(joint with Peter C. B. Phillips)
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Sidney Smith, room 5017A | Organizer: Chuan Goh |
Friday, 4 November 2005 | 14:10–15:30 |
Econometrics | |
Elena Pesavento (Emory University) | |
Near-Optimal Unit Root Tests with Stationary Covariates with Better Finite-Sample Size | |
Sidney Smith, room 5017A | Organizer: Chuan Goh |
Friday, 11 November 2005 | 14:10–15:30 |
Econometrics | |
Zhijie Xiao (Boston College) | |
Robust Rank-Based Tests in Unit Root and Cointegration Models | |
Sidney Smith, room 5017A | Organizer: Alex Maynard |
Friday, 25 November 2005 | 14:00–15:30 |
Econometrics | |
Christian Gourieroux (University of Toronto) | |
Domain Restrictions on Interest Rates Implied by No-Arbitrage | |
(joint with A. Monfort)
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Sidney Smith, room 5017A | Organizer: Alex Maynard |
Monday, 5 December 2005 | 14:10–15:30 |
Econometrics | |
Andrew J. Patton (London School of Economics and Political Science) | |
Volatility Forecast Evaluation and Comparison Using Imperfect Volatility Proxies | |
Sidney Smith, room 5017A | Organizer: Chuan Goh |
Friday, 10 March 2006 | 14:10–15:30 |
Econometrics | |
Yixiao Sun (University of California) | |
Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing | |
(joint with Peter C. B. Phillips and Sainan Jin)
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Sidney Smith, room 5017A | Organizer: Chuan Goh |
Friday, 17 March 2006 | 14:10–15:30 |
Econometrics | |
Chung-Ming Kuan (Institute of Economics) | |
Consistent Parameter Estimation for Conditional Moment Restrictions | |
Sidney Smith, room 5017A | Organizer: Alex Maynard |
Friday, 24 March 2006 | 14:10–15:30 |
Econometrics | |
Marcel Voia (Carleton University) | |
Small sample properties of counterfactual distributions of duration outcome variables obtained using nonlinear DID and semiparametric MPH models | |
Sidney Smith, room 5017A | Organizer: Alex Maynard |
Friday, 31 March 2006 | 14:10–15:30 |
Econometrics | |
Benoit Perron (Universite de Montrreal) | |
An Empirical Analysis of Nonstationarity in a Panel of Interest Rates with Factors | |
Sidney Smith, room 5017A | Organizer: Alex Maynard |
Friday, 28 April 2006 | 14:10–15:30 |
Econometrics | |
Stanislav Anatolyev (New Economic School) | |
Inference about predictive ability when there are many predictors | |
Sidney Smith, room 5017A | Organizer: Chuan Goh |
Thursday, 14 September 2006 | 16:10–17:00 |
Econometrics | |
Michael Levine (Purdue University) | |
Variance Estimation for Nonparametric Regression via Difference Sequences (joint seminar with Statistics) | |
(joint with Lawrence D. Brown (University of Pennsylvania))
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Sidney Smith, room 1074 | Organizer: Chuan Goh |
Friday, 22 September 2006 | 14:10–15:30 |
Econometrics | |
Marcelo J. Moreira (Harvard University and NBER) | |
Optimal One-Sided Tests for Instrumental Variables Regression | |
Sidney Smith, room 5017A | Organizer: Chuan Goh |
Friday, 29 September 2006 | 14:10–15:30 |
Econometrics | |
Christian Gourieroux (University of Toronto) | |
Dynamic Quantile Models | |
Sidney Smith, room 5017A | Organizer: John Maheu |
Friday, 13 October 2006 | 14:00–15:30 |
Econometrics | |
Chuan Goh (University of Toronto) | |
Nonparametric Inferences on Conditional Quantile Processes | |
Sidney Smith, room 5017A | Organizer: Chuan Goh |
Friday, 27 October 2006 | 14:10–15:30 |
Econometrics | |
Katsumi Shimotsu (Queen's University) | |
Sidney Smith, room 5017A | Organizer: Chuan Goh |
Friday, 3 November 2006 | 14:10– 0:00 |
Econometrics | |
Chun Liu (University of Toronto) | |
Are there structural breaks in realized volatility? | |
Sidney Smith, room 5017A | Organizer: John Maheu |
Monday, 6 November 2006 | 16:10–17:30 |
Econometrics | |
Rene Garcia (University of Montreal) | |
Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns | |
Sidney Smith, room 5017A | Organizer: Angelo Melino |
Friday, 10 November 2006 | 14:10–15:30 |
Econometrics | |
Jeffrey Racine (McMaster University) | |
Consistent Specification Testing of Heteroskedastic Parametric Regression Quantile Models with Mixed Data | |
Sidney Smith, room 5017A | Organizer: Chuan Goh |
Friday, 24 November 2006 | 14:10–15:30 |
Econometrics | |
Jeroen Rombouts (HEC) | |
Regime switching GARCH and ACD models | |
Sidney Smith, room 5017A | Organizer: John Maheu |
Friday, 19 January 2007 | 16:10–17:30 |
Econometrics | |
Youngki Shin (University of Rochester) | |
Local Rank Estimation of Transformation Models with Functional Coefficients | |
Sidney Smith, room 5017A | Organizer: Angelo Melino |
Monday, 22 January 2007 | 16:10–17:30 |
Econometrics | |
Martin Burda (University of Pittsburgh) | |
Sieve-based Empirical Likelihood under Semiparametric Conditional Moment Restrictions | |
Sidney Smith, room 5017A | Organizer: Victor Aguirregabiria |
Thursday, 8 February 2007 | 16:10–17:30 |
Econometrics | |
Alfred Galichon (Harvard University) | |
Dilation Bootstrap: A Natural Approach to Inference in Incomplete Models | |
(joint with Marc Henry (Columbia University))
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Sidney Smith, room 5017A | Organizer: Chuan Goh |
Friday, 9 March 2007 | 14:10–15:30 |
Econometrics | |
Azeem M. Shaikh (The University of Chicago) | |
Inference for Partially Identified Econometric Models | |
(joint with Joseph P. Romano (Department of Statistics, Stanford University))
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Sidney Smith, room 5017A | Organizer: Chuan Goh |
Friday, 30 March 2007 | 14:10–15:30 |
Econometrics | |
Debopam Bhattacharya (Dartmouth College) | |
Inferring Optimal Resource Allocations from Experimental Data | |
Sidney Smith, room 5017A | Organizer: Chuan Goh |
Friday, 21 September 2007 | 14:10–15:30 |
Econometrics | |
Jonathan B Hill (University of North Carolina) | |
Extremal Dependence: Nonparametric Characterizations and Robust Asymptotic Theory | |
Sidney Smith, room 5017A | Organizer: John Maheu |
Friday, 5 October 2007 | 14:10–15:30 |
Econometrics | |
Robert A Miller (Carnegie Mellon University) | |
Identifying and Testing Generalized Moral Hazard Models of Managerial Compensation | |
(joint with George-Levi Gayle)
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Sidney Smith, room 5017A | Organizer: Victor Aguirregabiria |
Friday, 26 October 2007 | 14:10–15:30 |
Econometrics | |
Edward Vytlacil (Department of Economics, Columbia University) | |
Evaluating Marginal Policy Changes and the Average Effect of Treatment for Individuals at the Margin | |
(joint with James Heckman)
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Sidney Smith, room 5017A | Organizer: Victor Aguirregabiria |
Friday, 9 November 2007 | 14:10–15:30 |
Econometrics | |
Joris Pinkse (The Pennsylvania State University) | |
Weak Identification and Conditional Moment Restrictions | |
(joint with Sung Jae Jun (The Pennsylvania State University))
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Sidney Smith, room 5017A | Organizer: Chuan Goh |
Thursday, 22 November 2007 | 14:10–15:30 |
Econometrics | |
Shakeeb Khan (Duke University) | |
Irregular Identification, Support Conditions, and Inverse Weight Estimation | |
(joint with Elie Tamer (Northwestern University))
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Sidney Smith, room 5017A | Organizer: Chuan Goh |
Friday, 23 November 2007 | 14:10–15:30 |
Econometrics | |
Zhongfang He (University of Toronto) | |
Sequential Monte Carlo Analysis of Structural Breaks: An Application to GARCH Models | |
Sidney Smith, room 5017A | Organizers: John Maheu and John Maheu |
Friday, 7 December 2007 | 14:10–15:30 |
Econometrics | |
Mark Jensen (Federal Reserve Bank of Atlanta) | |
A Wavelet Based MCMC Method for Nonstationary, Mean-Reverting , Stochastic Volatility | |
Sidney Smith, room 5017A | Organizer: John Maheu |
Friday, 14 December 2007 | 14:10–15:30 |
Econometrics | |
Allan Timmermann (University of California, San Diego) | |
Which Parts of the Distribution of Stock Returns are Predictable? | |
(joint with Cenesizoglu)
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Rotman, room 134 | Organizer: John Maheu |
Friday, 3 October 2008 | 15:35–17:00 |
Econometrics | |
Jerry Hausman (MIT) | |
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments | |
(joint with Whitney K. Newey, Tiemen Woutersen, John Chao, Norman Swanson)
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Rotman, room 142 | Organizer: Martin Burda |
Friday, 10 October 2008 | 14:10–15:30 |
Econometrics | |
Jack Porter (University of Wisconsin-Madison) | |
Asymptotics for Statistical Treatment Rules | |
(joint with Keisuke Hirano)
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Sidney Smith, room 5017A | Organizer: Martin Burda |
Friday, 17 October 2008 | 14:10–15:30 |
Econometrics | |
Ron Alquist (Bank of Canada and University of Michigan) | |
What Do We Learn from the Price of Crude Oil Futures? | |
(joint with Lutz Kilian)
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Sidney Smith, room 5017A | Organizer: Martin Burda |
Friday, 24 October 2008 | 14:10–15:30 |
Econometrics | |
Lynda Khalaf (Carleton University) | |
TBA | |
Sidney Smith, room 5017A | Organizer: Martin Burda |
Friday, 31 October 2008 | 14:10–15:30 |
Econometrics | |
Zhongfang He (University of Toronto) | |
Forecasting output growth by the yield curve: the role of structural breaks | |
Sidney Smith, room 5017A | Organizer: Martin Burda |
Friday, 7 November 2008 | 14:10–15:30 |
Econometrics | |
Lynda Khalaf (Carleton University) | |
Identification Robust Inference in Multivariate Reduced Rank Regression and Factor Models | |
(joint with Marie-Claude Beaulieu and Jean-Marie Dufour)
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Sidney Smith, room 5017A | Organizer: Martin Burda |
Friday, 21 November 2008 | 14:10–15:30 |
Econometrics | |
Andres Aradillas-Lopez (Princeton University) | |
Nonparametric Probability Bounds for Events Involving Optimal Choices in a Class of Simultaneous Discrete Choice Models | |
Sidney Smith, room 5017A | Organizer: Victor Aguirregabiria |
Friday, 21 November 2008 | 14:10–15:30 |
Econometrics | |
Andres Aradillas-Lopez (Princeton University) | |
Nonparametric Probability Bounds for Events Involving Optimal Choices in a Class of Simultaneous Discrete Choice Models | |
Sidney Smith, room 5017A | Organizer: Victor Aguirregabiria |
Friday, 28 November 2008 | 14:10–15:30 |
Econometrics | |
Andryi Norets (Princeton) | |
Bayesian modeling of joint and conditional distributions by mixtures | |
Sidney Smith, room 5017A | Organizer: Martin Burda |
Friday, 5 December 2008 | 14:10–15:30 |
Econometrics | |
Christian Gourieroux (University of Toronto) | |
Efficiency in Large Dynamic Panel Models with Common Factor | |
(joint with Patrick Gagliardini)
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Sidney Smith, room 5017A | Organizer: Martin Burda |
Friday, 12 December 2008 | 14:10–15:30 |
Econometrics | |
Jin Reynold (University of Toronto) | |
Modelling Realized Covariances | |
Sidney Smith, room 2105 | Organizer: Martin Burda |
Friday, 13 March 2009 | 14:10–15:30 |
Econometrics | |
Elie Tamer (Northwestern University) | |
Median Uncorrelation and Instrumental Regressions | |
(joint with T. Komarova)
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Max Gluskin House, room 106 | Organizers: Victor Aguirregabiria and Martin Burda |
Friday, 27 March 2009 | 14:10–15:30 |
Econometrics | |
Petra Todd (University of Pennsylvania) | |
How Universal School Vouchers Affect Educational and Labor Market Outcomes: Evidence from Chile | |
(joint with David Bravo and Sankar Mukhopadhyay)
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Max Gluskin House, room 106 | Organizers: Victor Aguirregabiria and Martin Burda |
Thursday, 28 May 2009 | 14:30–16:00 |
Econometrics | |
Dale Poirier (University of California - Irvine) | |
Bayesian Interpretations of Heteroskedastic Consistent Covariance Estimators Using the Informed Bayesian Bootstrap | |
Max Gluskin House, room 106 | Organizers: Gordon Anderson and Martin Burda |
Wednesday, 16 September 2009 | 16:10–17:30 |
Econometrics/Financial economics | |
Andreas Pick (Dutch Central Bank and Erasmus University of Rotterdam) | |
Forecasting Random Walks Under Drift Instability | |
(joint with Hashem Pesaran)
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Max Gluskin House, room 106 | Organizers: Martin Burda and Andreas Park |
Friday, 25 September 2009 | 14:10–15:30 |
Econometrics | |
Pravin Trivedi (Indiana University) | |
Dynamic Cost-offsets of Prescription Drug Expenditures: Panel Data Analysis Using a Copula-based Hurdle Model | |
(joint with Partha Deb and David M. Zimmer)
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Max Gluskin House, room 106 | Organizer: Martin Burda |
Friday, 2 October 2009 | 14:10–15:30 |
Econometrics | |
Andrew Ching (University of Toronto (Rotman)) | |
How Much Do Consumers Know about the Quality of Products? Evidence from the Diaper Market | |
(joint with Tulin Erdem and Michael Keane)
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Max Gluskin House, room 106 | Organizers: Victor Aguirregabiria and Martin Burda |
Friday, 16 October 2009 | 14:10–15:30 |
Econometrics | |
Matthew Harding (Stanford University) | |
Estimating the Number of Factors and Lags in High-Dimensional Dynamic Factor Models | |
(joint with K. Krishnan Nair)
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Max Gluskin House, room 106 | Organizer: Martin Burda |
Friday, 30 October 2009 | 14:10–15:30 |
Econometrics | |
Tong Li (Vanderbilt University) | |
Affiliation and Entry in First-Price Auctions with Heterogeneous Bidders | |
(joint with Bingyu Zhang)
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Max Gluskin House, room 106 | Organizer: Martin Burda |
Friday, 27 November 2009 | 14:10–15:30 |
Econometrics | |
Christian Gourieroux (University of Toronto) | |
Approximate Derivative Pricing for Large Class of Homogeneous Assets with Systematic Risk | |
(joint with Patrick Gagliardini)
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Max Gluskin House, room 106 | Organizer: Martin Burda |
Friday, 19 March 2010 | 14:10–15:30 |
Econometrics | |
Artem Prokhorov (Concordia University) | |
Efficient Estimation of Parameters in Marginals in Semiparametric Multivariate Models | |
(joint with Valentyn Panchenko)
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Max Gluskin House, room 106 | Organizer: Martin Burda |
Friday, 26 March 2010 | 14:10–15:30 |
Econometrics | |
Stephane Bonhomme (New York University) | |
Functional Differencing | |
Max Gluskin House, room 106 | Organizers: Victor Aguirregabiria and Martin Burda |
Friday, 8 October 2010 | 14:10–15:30 |
Econometrics | |
Yong Song (University of Toronto) | |
Modeling Regime Switching and Structural Breaks with an Infinite Dimension Markov Switching Model | |
Max Gluskin House, room 106 | Organizer: Martin Burda |
Friday, 15 October 2010 | 14:10–15:30 |
Econometrics | |
Christian Gourieroux (University of Toronto) | |
Microinformation, Nonlinear Filtering and Granularity | |
(joint with P. Gagliardini and A. Monfort)
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Max Gluskin House, room 106 | Organizer: Martin Burda |
Friday, 22 October 2010 | 14:10–15:30 |
Econometrics | |
Radford Neal (Statistics Department, University of Toronto) | |
MCMC Using Ensembles of States with Applicaton to Gaussian Process Regression | |
Max Gluskin House, room 106 | Organizer: Martin Burda |
Friday, 29 October 2010 | 13:10–14:30 |
Econometrics | |
Salvador Navarro (University of Wisconsin-Madison) | |
Identification and Estimation of Time-Varying Treatment Effects: How The Timing of Grade Retention Affects Outcomes | |
(joint with Jane Cooley and Yuya Takahashi)
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Max Gluskin House, room 100 | Organizers: Victor Aguirregabiria and Martin Burda |
Friday, 5 November 2010 | 14:10–15:30 |
Econometrics | |
Alberto Abadie (Harvard University) | |
A General Theory of Matching Estimators | |
(joint with Guido Imbens)
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Max Gluskin House, room 106 | Organizers: Victor Aguirregabiria and Martin Burda |
Friday, 12 November 2010 | 14:10–15:30 |
Econometrics | |
Yann Bramoullé (Université Laval) | |
Do Peers Affect Student Achievement? Evidence from Canada Using Group Size Variation | |
(joint with Vincent Boucher, Habiba Djebbari, Bernard Fortin)
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Max Gluskin House, room 106 | Organizer: Martin Burda |
Friday, 19 November 2010 | 16:10–17:30 |
Empirical microeconomics/Econometrics | |
Cosma Shalizi (Carnegie Mellon University) | |
Homophily and Contagion Are Generically Confounded in Observational Social Network Studies | |
(joint with Andrew C. Thomas)
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Max Gluskin House, room 106 | Organizers: Gustavo Bobonis and Martin Burda |
Friday, 26 November 2010 | 14:10–15:30 |
Econometrics | |
Dinghai Xu (University of Waterloo) | |
A Threshold Stochastic Volatility Model with Realized Volatility | |
Max Gluskin House, room 106 | Organizers: Martin Burda and John Maheu |
Friday, 3 December 2010 | 14:10–15:30 |
Econometrics | |
Carol Caetano (University of Rochester) | |
A Discontinuity Test of Endogeneity | |
Max Gluskin House, room 106 | Organizers: Victor Aguirregabiria and Robert McMillan |
Friday, 28 January 2011 | 16:10–17:30 |
Econometrics | |
Yuanyuan Wan (Pennsylvania State University) | |
An integration-based approach to moment inequality models | |
Max Gluskin House, room 106 | Organizer: Victor Aguirregabiria |
Tuesday, 1 February 2011 | 16:10–17:30 |
Econometrics | |
Haiqing Xu (The Pennsylvania State Universit) | |
Parametric and Semiparametric Structural Estimation of Hotelling-type Discrete Choice Games in A Single Market with An Increasing Number of Players | |
Max Gluskin House, room 106 | Organizer: John Maheu |
Friday, 4 February 2011 | 16:10–17:30 |
Econometrics | |
Arnaud Maurel (Duke University) | |
Inference on a Generalized Roy Model, with an Application to Schooling Decisions in France | |
Max Gluskin House, room 106 | Organizer: Gordon Anderson |
Tuesday, 8 February 2011 | 16:10–17:30 |
Econometrics | |
Koen Jochmans (CORE and Brown University) | |
CANCELLED | |
Max Gluskin House, room 106 | Organizer: Martin Burda |
Friday, 18 March 2011 | 14:10–15:30 |
Econometrics | |
Matt Taddy (University of Chicago, Booth School of Business) | |
Inverse Regression for Analysis of Sentiment in Text | |
Max Gluskin House, room 106 | Organizer: Martin Burda |
Friday, 16 September 2011 | 14:00–15:20 |
Econometrics | |
Gary Koop (University of Strathclyde) | |
Hierarchical Shrinkage in Time-Varying Parameter Models | |
Max Gluskin House, room 106 | Organizer: John Maheu |
Friday, 23 September 2011 | 14:00–15:20 |
Econometrics | |
Xiaohong Chen (Yale University) | |
Sensitivity Analysis in a Semiparametric Probability Model: A Partial Identification Approach | |
Max Gluskin House, room 106 | Organizers: Victor Aguirregabiria and Martin Burda |
Friday, 30 September 2011 | 14:00–15:20 |
Econometrics | |
Hedibert Freitas Lopes (University of Chicago Booth School of Business) | |
Particle Filtering methods for stochastic volatility models | |
Max Gluskin House, room 106 | Organizer: Martin Burda |
Friday, 14 October 2011 | 14:00–15:20 |
Econometrics | |
Stefan Hoderlein (Boston College) | |
Semiparametric Estimation of Random Coefficients in Structural Economic Models | |
(joint with Lars Nesheim (UCL) and Anna Simoni (Bocconi))
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Max Gluskin House, room 106 | Organizers: Martin Burda and Yuanyuan Wan |
Friday, 21 October 2011 | 14:00–15:20 |
Econometrics | |
Patrik Guggenberger (UCSD) | |
Inference when the limiting distribution of the test statistic is discontinuous in the parameter of interest | |
Max Gluskin House, room 106 | Organizers: Martin Burda and John Maheu |
Friday, 28 October 2011 | 14:00–15:20 |
Econometrics | |
Xin Jin (University of Toronto) | |
A Bayesian Nonparametric Investigation into the Relationship between Commodity Prices and Exchange Rates | |
Max Gluskin House, room 106 | Organizer: John Maheu |
Friday, 4 November 2011 | 14:00–15:20 |
Econometrics/Empirical microeconomics | |
Bernard Salanie (Columbia University) | |
Cupid's Invisible Hand: Social Surplus and Identification in Matching Models | |
(joint with Alfred Galichon)
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Max Gluskin House, room 106 | Organizers: Martin Burda, Yosh Halberstam, and Aloysius Siow |
Friday, 11 November 2011 | 14:00–15:20 |
Econometrics | |
Xiaoxia Shi (University of Wisconsin-Madison) | |
A Non-degenerate Vuong Test | |
Max Gluskin House, room 106 | Organizers: Martin Burda and Yuanyuan Wan |
Friday, 18 November 2011 | 14:00–15:20 |
Econometrics | |
Federico Bugni (Duke University) | |
Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models | |
(joint with Ivan Canay (Northwestern) and Patrik Guggenberger (UCSD))
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Max Gluskin House, room 106 | Organizers: Martin Burda and Yuanyuan Wan |
Friday, 25 November 2011 | 14:00–15:20 |
Econometrics | |
Paul Karapanagiotidi (University of Toronto) | |
Improving VAR Forecasts through Wishart Stochastic Volatility | |
Max Gluskin House, room 106 | Organizer: Martin Burda |
Friday, 2 December 2011 | 14:00–15:20 |
Econometrics | |
Jason Blevins (Ohio State University) | |
Estimation of Dynamic Discrete Choice Models in Continuous Time | |
Max Gluskin House, room 106 | Organizers: Victor Aguirregabiria and Martin Burda |
Friday, 9 March 2012 | 14:00–15:20 |
Econometrics | |
Francesca Molinari (Cornell University) | |
Inference for Best Linear Approximations to Set Identified Functions | |
(joint with Arun Chandrasekhar, Victor Chernozhukov, Paul Schrimpf)
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Max Gluskin House, room 106 | Organizers: Martin Burda and Yuanyuan Wan |
Friday, 16 March 2012 | 14:00–15:20 |
Econometrics | |
Maria Ponomareva (University of Western Ontario) | |
Identification of Panel Data Models with Endogenous Censoring | |
(joint with Shakeeb Khan and Elie Tamer)
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Max Gluskin House, room 106 | Organizer: Martin Burda |
Friday, 23 March 2012 | 14:00–15:00 |
Econometrics | |
Michael Escobar (University of Toronto) | |
Semiparametric Bayesian Regression with Dirichlet process priors | |
Max Gluskin House, room 106 | Organizer: Martin Burda |
Friday, 21 September 2012 | 14:00–15:20 |
Econometrics | |
Yingyao Hu (Johns Hopkins University) | |
Nonparametric Identification Using Instrumental Variables: Sufficient Conditions For Completeness | |
(joint with Ji-Liang Shiu)
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Max Gluskin House, room 106 | Organizer: Yuanyuan Wan |
Friday, 5 October 2012 | 14:00–15:20 |
Econometrics | |
Arthur Lewbel (Boston College) | |
Generalized Random Coefficients With Equivalence Scale Applications | |
(joint with Krishna Pendakur)
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Max Gluskin House, room 106 | Organizers: Victor Aguirregabiria and Yuanyuan Wan |
Friday, 19 October 2012 | 14:00–15:20 |
Econometrics | |
Maximilian Kasy (Harvard University) | |
Identification in General Triangular Systems | |
Max Gluskin House, room 106 | Organizer: Yuanyuan Wan |
Friday, 2 November 2012 | 14:00–15:20 |
Econometrics | |
Kyoo il Kim (University of Minnesota-Twin Cities) | |
Identification and Estimation in Discrete Choice Demand Models when Endogenous Variables Interact with the Error | |
(joint with Amit Gandhi and Amil Petrin)
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Max Gluskin House, room 106 | Organizer: Yuanyuan Wan |
Friday, 9 November 2012 | 14:00–15:20 |
Econometrics | |
Christian Gourieroux (University of Toronto) | |
Survival of Hedge Funds: Frailty vs Contagion | |
(joint with Serge Darolles and Patrick Gagliardini)
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Max Gluskin House, room 106 | Organizer: Yuanyuan Wan |
Friday, 16 November 2012 | 14:00–15:20 |
Econometrics | |
Timothy Conley (University of Western Ontario) | |
Detecting Bidders Groups in Collusive Auctions | |
(joint with Francesco Decarolis)
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Max Gluskin House, room 106 | Organizer: Yuanyuan Wan |
Friday, 23 November 2012 | 14:00–15:20 |
Econometrics | |
Xun Tang (University of Pennsylvania) | |
Inference of Bidders' Risk Attitudes in Ascending Auctions with Endogenous Entry | |
(joint with Hanming Fang)
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Max Gluskin House, room 106 | Organizers: Martin Burda and Yuanyuan Wan |
Tuesday, 15 January 2013 | 16:10–17:30 |
Econometrics | |
Ismael Yacoub Mourifi� (University of Montreal) | |
Sharp bounds on treatment effects | |
Max Gluskin House, room 106 | Organizer: Yuanyuan Wan |
Friday, 1 March 2013 | 14:00–15:20 |
Econometrics | |
Nese Yildiz (University of Rochester) | |
A Discontinuity Test for Identification in Nonlinear Models with Endogeneity | |
(joint with Carol Caetano and Christoph Rothe)
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Max Gluskin House, room 106 | Organizers: Martin Burda and Yuanyuan Wan |
Friday, 15 March 2013 | 14:00–15:20 |
Econometrics | |
Pradeep Chintagunta (University of Chicago, Booth School of Business) | |
Service Quality Variability and Termination Behavior | |
(joint with S. Sriram and Puneet Manchanda)
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Max Gluskin House, room 106 | Organizers: Martin Burda and Yuanyuan Wan |
Friday, 10 May 2013 | 14:10–15:30 |
Econometrics | |
Eric Mak (University of Toronto) | |
Point Identification of Switching Time in a One-Directional Hidden Markov Model: An Application to Maturity Estimation of Young Adults | |
Max Gluskin House, room 106 | Organizer: Victor Aguirregabiria |
Friday, 17 May 2013 | 14:10–15:30 |
Econometrics | |
Eugenio Zucchelli (Lancaster University) | |
A dynamic structural model of health, addiction and smoking | |
(joint with Andrew M. Jones (York), Audrey Laporte (Toronto), and Nigel Rice (York))
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Max Gluskin House, room 106 | Organizer: Victor Aguirregabiria |
Friday, 20 September 2013 | 14:10–15:30 |
Econometrics | |
Joris Pinkse (Pennsylvania State University) | |
Estimating a Nonparametric Triangular Model with Binary Endogenous Regressors | |
(joint with Sung Jae Jun and Haiqing Xu)
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Max Gluskin House, room 106 | Organizer: Yuanyuan Wan |
Friday, 4 October 2013 | 14:10–15:30 |
Econometrics | |
Robert Miller (Carnegie Mellon University) | |
Identifying Dynamic Discrete Choice Models off Short Panels | |
(joint with Peter Arcidiacono)
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Max Gluskin House, room 106 | Organizers: Andrew Ching and Yuanyuan Wan |
Friday, 11 October 2013 | 14:10–15:30 |
Econometrics | |
Laura Grigolon (McMaster University) | |
A discrete choice model for ordered nests | |
Max Gluskin House, room 106 | Organizers: Victor Aguirregabiria and Yuanyuan Wan |
Friday, 18 October 2013 | 14:10–15:30 |
Econometrics | |
Shakeeb Khan (Duke University) | |
On Uniform Inference in Nonlinear Models with Endogeneity | |
(joint with Denis Nekipelov)
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Max Gluskin House, room 106 | Organizer: Yuanyuan Wan |
Friday, 25 October 2013 | 14:10–15:30 |
Econometrics | |
Paul Grieco (Pennsylvania State University) | |
Productivity and Quality in Health Care: Evidence from the Dialysis Industry | |
(joint with Ryan McDevitt)
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Max Gluskin House, room 106 | Organizer: Yuanyuan Wan |
Friday, 1 November 2013 | 14:10–15:30 |
Econometrics | |
Steven Durlauf (University of Wisconsin at Madison) | |
Linear Social Interactions Models | |
(joint with Lawrence Blume, William Brock and Rajshri Jayaraman)
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Max Gluskin House, room 106 | Organizers: Victor Aguirregabiria and Yuanyuan Wan |
Friday, 8 November 2013 | 14:00–15:20 |
Econometrics | |
Mario Samano (HEC Montreal) | |
Conditional Average Treatment Effects and Decision Making | |
Max Gluskin House, room 106 | Organizer: Yuanyuan Wan |
Friday, 15 November 2013 | 14:00–15:20 |
Econometrics | |
Mathieu Marcoux (University of Toronto) | |
Bias reduction techniques for two-step semiparametric estimators: application to dynamic discrete choice structural models | |
Max Gluskin House, room 106 | Organizer: Yuanyuan Wan |
Friday, 15 November 2013 | 16:10–17:30 |
Econometrics | |
Juan Carlos Escanciano (Indiana University) | |
Set Inferences and Sensitivity Analysis in Semiparametric Conditionally IdentifiÂ…ed Models | |
(joint with Lin Zhu (Tsinghua University))
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Max Gluskin House, room 106 | Organizer: Victor Aguirregabiria |
Friday, 22 November 2013 | 14:00–15:20 |
Econometrics | |
Yonghong An (University of Connecticut) | |
Identifying Structural Models of Committee Decisions with Heterogeneous Tastes and Ideological Bias | |
(joint with Xun Tang)
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Max Gluskin House, room 106 | Organizer: Yuanyuan Wan |
Friday, 29 November 2013 | 14:00–15:20 |
Econometrics | |
John Maheu (McMaster University) | |
Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis | |
(joint with Mark Jensen)
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Max Gluskin House, room 106 | Organizers: Martin Burda and Yuanyuan Wan |
Friday, 6 December 2013 | 14:00–15:20 |
Econometrics | |
Qiao Yang (University of Toronto) | |
TBA | |
Max Gluskin House, room 106 | Organizer: Yuanyuan Wan |
Friday, 14 March 2014 | 14:00–15:20 |
Econometrics | |
Byoung Gun Park (State University of New York - Albany) | |
Nonparametric Identification and Estimation of the Extended Roy Model | |
Max Gluskin House, room 106 | Organizers: Ismael Mourifié and Yuanyuan Wan |
Friday, 21 March 2014 | 14:00–15:20 |
Econometrics | |
Denis Nekipelov (University of California - Berkeley) | |
Encyption, Disclosure and Inference from Combined Data | |
(joint with Tatiana Komarova)
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Max Gluskin House, room 106 | Organizer: Yuanyuan Wan |
Tuesday, 15 April 2014 | 14:10–15:30 |
Econometrics | |
Yuanyuan Wan (University of Toronto) | |
Testing LATE Assumptions | |
(joint with Ismael Mourifie)
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Max Gluskin House, room 100 | Organizers: Ismael Mourifié and Yuanyuan Wan |
Friday, 19 September 2014 | 14:00–15:20 |
Econometrics | |
Marc Henry (Penn State) | |
Identifying Multi-attribute Hedonic Models | |
(joint with Victor Chernozhukov; Alfred Galichon)
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Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 26 September 2014 | 14:00–15:20 |
Econometrics | |
Quang Vuong (New York University) | |
Counterfactual Mapping and Individual Treatment Effects in Nonseprable Models with Discrete Endeogeneity | |
(joint with Haiqing Xu)
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Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Thursday, 9 October 2014 | 14:00–15:20 |
Econometrics | |
Nianqing Paul Liu (Shanghai University of Finance and Economics) | |
Rationalization and Identification of Discrete Games with Correlated Types | |
(joint with Quang Vuong and Haiqing Xu)
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Max Gluskin House, room 100 | Organizers: Yao Luo and Yuanyuan Wan |
Friday, 10 October 2014 | 14:00–15:20 |
Econometrics | |
John Maheu (Mc Master University) | |
Bayesian Semiparametric Modeling of Realized Covariance Matrices | |
(joint with Xin Jin)
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Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 17 October 2014 | 14:00–15:20 |
Econometrics | |
Timothy Amstrong (Yale University) | |
A Simple Adjustment for Bandwidth Snooping | |
(joint with Michal Kolesar)
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Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 24 October 2014 | 14:00–15:20 |
Econometrics | |
Alberto Abadie (Harvard University) | |
Endogenous Stratification in Randomized Experiments | |
(joint with Matthew M. Chingos, Martin R. West)
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Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 31 October 2014 | 14:00–15:20 |
Econometrics | |
Nikhil Agarwal (MIT) | |
Identification and estimation in manipulable assignment mechanism | |
(joint with Paulo Somaini)
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Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 7 November 2014 | 14:00–15:20 |
Econometrics | |
Hiroaki Kaido (Boston University) | |
Inference for Projections of Identified Sets | |
(joint with Francesca Molinari and Joerg Stoye)
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Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 14 November 2014 | 14:00–15:20 |
Econometrics | |
Jorge Balat (John Hopkins University) | |
"Heterogeneous Firms: Skilled-Labor Productivity and Export Destinations" | |
(joint with Irene Brambilla and Yuya Sasaki)
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Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 21 November 2014 | 14:00–15:20 |
Econometrics | |
David Rivers (Western Of Ontario) | |
Model Uncertainty and the Effect of Shall-Issue Right-to-Carry Laws on Crime | |
(joint with Steven N. Durlauf and Salvador Navarro)
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Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 28 November 2014 | 14:00–15:20 |
Econometrics | |
Youngki Shin (Western of Ontario) | |
Structural Change in Sparsity | |
(joint with Sokbae Lee, Yuan Liao and Myung Hwan Seo)
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Max Gluskin House, room 106 | Organizers: Ismael Mourifié and Yuanyuan Wan |
Thursday, 15 January 2015 | 14:10–15:30 |
Econometrics | |
Minchul Shin (University of Pennsylvania) | |
Bayesian GMM | |
Max Gluskin House, room 106 | Organizer: Eduardo Souza-Rodrigues |
Friday, 16 January 2015 | 14:10–15:30 |
Econometrics | |
Jiaying Gu (U of Illinois, Urbana Champaign) | |
Unobserved heterogeneity in economic models: testing and estimation | |
Max Gluskin House, room 106 | Organizer: Yuanyuan Wan |
Tuesday, 20 January 2015 | 14:10–15:30 |
Econometrics | |
Jing Tao (University of Wisconsin-Madison) | |
Inference for Point and Partially Identified Semi-Nonparametric Conditional Moment Models | |
Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 6 March 2015 | 14:00–15:20 |
Econometrics | |
Nicholas Mitsakakis (University of Toronto (THETA)) | |
Bayesian regression models for the estimation of net cost of disease using aggregate data | |
Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 13 March 2015 | 14:00–15:20 |
Econometrics | |
Brendan Kline (University of Texas at Austin) | |
Bayesian inference in a class of partially identified models | |
(joint with Elie Tamer)
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Max Gluskin House, room 106 | Organizers: Martin Burda and Ismael Mourifié |
Friday, 27 March 2015 | 14:00–15:20 |
Econometrics | |
Konrad Menzel (New York University) | |
Strategic Network Formation with Many Agents | |
Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 10 April 2015 | 14:00–15:20 |
Econometrics | |
Azeem Shaikh (University of Chicago) | |
Randomization Tests under an Approximate Symmetry Assumption | |
(joint with Ivan Canay and Joseph Romano)
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Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 24 April 2015 | 14:00–15:20 |
Econometrics | |
Mathieu Marcoux (U of Toronto) | |
Test of equilibrium uniqueness in discrete games with a flexible information structure | |
Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 1 May 2015 | 14:00–15:20 |
Econometrics | |
Ismael Mourifie (U of Toronto) | |
Sharp Bounds in the Roy model | |
(joint with Marc henry and Romuald Meango)
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Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 2 October 2015 | 14:00–15:30 |
Econometrics | |
Ismael Mourifie (U of Toronto) | |
Sharp Instrumental Inequalities: Testing IV independence assumption | |
(joint with Desire Kedagni (Penn State University))
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Max Gluskin House, room 106 | Organizers: Ismael Mourifié and Yuanyuan Wan |
Friday, 23 October 2015 | 14:00–15:20 |
Econometrics | |
Qiao Yang (University of Toronto) | |
Stock Returns and Real Growth: A Bayesian Nonparametric Approach | |
Max Gluskin House, room 106 | Organizers: Ismael Mourifié and Yuanyuan Wan |
Friday, 30 October 2015 | 14:10–15:30 |
Econometrics | |
Tong Li (Vanderbilt University) | |
Quantile Treatment Effects in Difference in Differences Models with Panel Data | |
(joint with Brantly Callaway)
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Max Gluskin House, room 106 | Organizers: Ismael Mourifié and Yuanyuan Wan |
Thursday, 12 November 2015 | 13:10–14:30 |
Industrial organization/Econometrics | |
Ruli Xiao (Indiana University) | |
Identification of Dynamic Games with Multiple Equilibria and Unobserved Heterogeneity | |
Max Gluskin House, room 106 | Organizers: Yao Luo and Junichi Suzuki |
Friday, 13 November 2015 | 14:10–15:30 |
Econometrics | |
Tiemen Woutersen (University of Arizona) | |
Confidence Sets for Continuous and Discontinuous Functions of Parameters and Testing the Validity of an Instrument | |
Max Gluskin House, room 106 | Organizers: Ismael Mourifié and Yuanyuan Wan |
Friday, 20 November 2015 | 14:10–15:30 |
Econometrics | |
Prosper Dovonon (Concordia University) | |
Robust Estimation with Exponentially Titled Hellinger Distance | |
(joint with Bertille Antoine)
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Max Gluskin House, room 106 | Organizers: Ismael Mourifié and Yuanyuan Wan |
Friday, 27 November 2015 | 14:10–15:30 |
Econometrics | |
Kyungchul Song (University of British Columbia) | |
Ordering-Free Inference from Locally Dependent Data | |
Max Gluskin House, room 106 | Organizers: Ismael Mourifié and Yuanyuan Wan |
Friday, 4 December 2015 | 14:10–15:30 |
Econometrics | |
Alfred Galichon (New York University) | |
Matching Models with Imperfectly Transferable Utility and Heterogeneous Preferences: Theory and Estimation | |
Max Gluskin House, room 106 | Organizers: Ismael Mourifié and Yuanyuan Wan |
Wednesday, 16 March 2016 | 14:10–15:00 |
Economic theory/Econometrics | |
Alfred Galichon (New York University) | |
Topics in Equilibrium Transportation | |
Fields Institute (222 College Street) | Organizers: Ismael Mourifié and Xianwen Shi |
Friday, 18 March 2016 | 12:10–13:30 |
Econometrics | |
Joan Llull (Universitat Autònoma de Barcelona) | |
Internal Migration in Dual Labor Markets | |
(joint with Robert Miller)
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Max Gluskin House, room 106 | Organizers: Ismael Mourifié and Yuanyuan Wan |
Friday, 8 April 2016 | 12:10–13:30 |
Econometrics | |
Benjamin Connault (University of Pennsylvania) | |
Hidden Rust Models | |
Max Gluskin House, room 100 | Organizers: Ismael Mourifié and Yuanyuan Wan |
Friday, 15 April 2016 | 14:10–15:30 |
Econometrics | |
Elena Manresa (MIT Sloan School of Management) | |
A Distributional Framework for Matched Employer-Employee Data | |
(joint with Stephane Bonhomme (Chicago) and Thibaut Lamadon (Chicago))
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Max Gluskin House, room 106 | Organizers: Victor Aguirregabiria, Ismael Mourifié, and Yuanyuan Wan |
Friday, 29 April 2016 | 14:00–15:20 |
Econometrics | |
Pedro Souza (PUC-Rio) | |
Estimating Network Effects without Network Data | |
Max Gluskin House, room 106 | Organizers: Ismael Mourifié and Yuanyuan Wan |
Friday, 6 May 2016 | 14:00–15:20 |
Econometrics | |
Nathan Yang (McGill University Desautels Faculty of Management) | |
Dynamic Franchising Decisions | |
(joint with Mitsukuni Nishida (Johns Hopkins))
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Max Gluskin House, room 106 | Organizers: Victor Aguirregabiria and Yuanyuan Wan |
Friday, 13 May 2016 | 14:00–15:20 |
Econometrics | |
Firmin Tchatoka (The University of Adelaide) | |
Inconsistency of the bootstrap for the subset Anderson-Rubin test and Bonferroni-based size correction | |
Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 16 September 2016 | 14:10–15:30 |
Econometrics | |
Joerg Stoye (Cornell University) | |
Confidence Intervals for Projections of Partially Identified Parameters | |
(joint with Hiroaki Kaido and Francesca Molinari)
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Max Gluskin House, room 106 | Organizers: Jiaying Gu and Yuanyuan Wan |
Friday, 23 September 2016 | 14:10–15:30 |
Econometrics | |
Oeystein Daljord (University of Chicago Booth School of Business) | |
Identification of the discount factor in dynamic discrete choice models | |
(joint with Jaap Abbring)
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Max Gluskin House, room 106 | Organizers: Jiaying Gu and Yuanyuan Wan |
Friday, 30 September 2016 | 14:10–15:30 |
Econometrics | |
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Poor (Wo)man's Bootstrap | |
(joint with Luojia Hu)
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Max Gluskin House, room 106 | Organizers: Jiaying Gu and Yuanyuan Wan |
Friday, 7 October 2016 | 14:10–15:30 |
Econometrics | |
Joachim Freyberger (University of Wisconsin Madision) | |
On completeness and consistency in nonparametric instrumental variable models | |
Max Gluskin House, room 106 | Organizers: Jiaying Gu and Yuanyuan Wan |
Friday, 14 October 2016 | 14:10–15:30 |
Econometrics | |
Lutz Kilian (University of Michigan) | |
A general approach to recovering market expectations from future prices with an application to crude oil | |
(joint with Christiane Baumeister)
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Max Gluskin House, room 106 | Organizers: Jiaying Gu and Yuanyuan Wan |
Thursday, 20 October 2016 | 13:00–14:00 |
Econometrics | |
Remi Daviet (University of Toronto) | |
Inference with Hamiltonian Sequential Monte Carlo Simulators | |
Max Gluskin House, room 100 | Organizers: Jiaying Gu and Yuanyuan Wan |
Friday, 21 October 2016 | 14:10–15:30 |
Econometrics | |
Mathieu Marcoux (University of Toronto) | |
Games with unobservable heterogeneity and multiple equilibria: An application to mobile telecommunications | |
Max Gluskin House, room 106 | Organizers: Victor Aguirregabiria, Jiaying Gu, and Yuanyuan Wan |
Friday, 28 October 2016 | 14:10–15:30 |
Econometrics | |
Yuan Liao (Rutgers University) | |
The factor-Lasso and K-step bootstrap approach for inference in high-dimensional economic applications | |
Max Gluskin House, room 106 | Organizers: Jiaying Gu and Yuanyuan Wan |
Friday, 4 November 2016 | 14:10–15:30 |
Econometrics | |
Christoph Rothe (Columbia University) | |
Bounds on treatment effects in regression discontinuity designs under manipulation of the running variable, with an application to unemployment insurance in Brazil | |
(joint with Francois Gerard and Miikka Rokkanen)
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Max Gluskin House, room 106 | Organizers: Jiaying Gu and Yuanyuan Wan |
Friday, 18 November 2016 | 14:10–15:30 |
Econometrics/Empirical microeconomics | |
Bentley MacLeod (Columbia University) | |
Electoral institutions and the performance of public officials: evidence from state supreme courts | |
(joint with Elliott Ash)
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Max Gluskin House, room 106 | Organizers: Jiaying Gu and Yuanyuan Wan |
Friday, 2 December 2016 | 14:10–15:30 |
Econometrics | |
Yuichi Kitamura (Yale University) | |
Nonparametric Analysis of Finite Mixtures | |
(joint with Louise Laage)
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Max Gluskin House, room 106 | Organizers: Jiaying Gu and Yuanyuan Wan |
Friday, 9 December 2016 | 14:10–15:30 |
Econometrics | |
Gaurab Aryal (University of Virginia) | |
Identifying a model of screening with multidimensional consumer heterogeneity | |
Max Gluskin House, room 106 | Organizers: Jiaying Gu and Yuanyuan Wan |
Friday, 24 February 2017 | 14:10–15:30 |
Econometrics | |
Nail Kashaev (Western University) | |
Testing for Nash behavior in binary games of complete information | |
Max Gluskin House, room 106 | Organizers: Jiaying Gu and Yuanyuan Wan |
Friday, 3 March 2017 | 14:10–15:30 |
Econometrics | |
Bo Honore (Princeton University) | |
Poor (Wo)man's Bootstrap | |
(joint with Luojia Hu)
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Max Gluskin House, room 106 | Organizers: Jiaying Gu and Yuanyuan Wan |
Friday, 10 March 2017 | 14:10–15:30 |
Econometrics | |
Yu Zhu (Bank of Canada) | |
Using Experiments to Inform Structural Estimation: Robust Inference in First-Price Auctions | |
(joint with Serafin Grundl)
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Max Gluskin House, room 106 | Organizers: Jiaying Gu and Yao Luo |
Friday, 17 March 2017 | 14:10–15:30 |
Econometrics | |
Jonathan Beauchamp (University of Toronto) | |
Controlling for the Compromise Effect Debiases Estimates of Risk Preference Parameters | |
Max Gluskin House, room 106 | Organizers: Victor Aguirregabiria and Jiaying Gu |
Friday, 24 March 2017 | 14:10–15:30 |
Econometrics | |
Xu Cheng (University of Pennsylvania) | |
Averaging GMM Estimator Robust to MisspeciÂ…fication | |
(joint with Zhipeng Liao and Ruoyao Shi)
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Max Gluskin House, room 106 | Organizers: Jiaying Gu and Yuanyuan Wan |
Friday, 14 April 2017 | 14:10–15:30 |
Econometrics | |
Federico Bugni (Duke University) | |
Inference under Covariate-Adaptive Randomization | |
(joint with Ivan Canay and Azeem Shaikh)
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Max Gluskin House, room 106 | Organizers: Jiaying Gu and Yuanyuan Wan |
Friday, 21 April 2017 | 14:10–15:30 |
Econometrics | |
Jakub Kastl (Princeton University) | |
Quantifying delay externalities in airline networks | |
(joint with Liyu Dou and John Lazarev)
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Max Gluskin House, room 106 | Organizers: Jiaying Gu and Yuanyuan Wan |
Friday, 15 September 2017 | 14:10–15:30 |
Econometrics | |
Toru Kitagawa (UCL) | |
Uncertain identification | |
(joint with Raffaella Giacomini, Alessio Volpicella)
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Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 22 September 2017 | 14:10–15:30 |
Econometrics | |
Brendan Beare (UCSD) | |
Tail behavior of geometric sums of hidden Markov processes with applications to wealth distributions | |
(joint with Alexis Toda)
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Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 13 October 2017 | 16:10–17:30 |
Econometrics | |
Serena Ng (Columbia University) | |
Opportunities and Challenges: Lessons from Analyzing Terabytes of Scanner Data | |
Woodsworth College Residence, room 25 | Organizers: Dwayne Benjamin and Angelo Melino |
Wednesday, 18 October 2017 | 12:10–13:30 |
Econometrics | |
Desire Kedagni (Penn State) | |
Identifying Treatment Effects in the Presence of Confounded Types | |
Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 20 October 2017 | 14:10–15:30 |
Econometrics | |
Stephane Bonhomme (U of Chicago) | |
Discretizing Unobserved Heterogeneity | |
(joint with Thibaut Lamadon, Elena Manresa)
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Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 27 October 2017 | 14:10–15:30 |
Econometrics | |
Thomas Russell (U of Toronto) | |
Sharp Bounds on Functionals of the Joint Distribution in the Analysis of Treatment Effects | |
Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Wednesday, 1 November 2017 | 12:30–14:00 |
Econometrics | |
Harry Paarsch (University of Central Florida) | |
Hui: A Case Study of a Sequential Double Auction of Capital | |
(joint with Timothy P. Hubbard and Will M. Wright)
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Max Gluskin House, room 106 | Organizers: Victor Aguirregabiria and Ismael Mourifié |
Friday, 3 November 2017 | 14:10–15:30 |
Econometrics | |
Adam Rosen (Duke) | |
Incomplete English auction models with heterogeneity | |
(joint with Andrew Chesher)
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Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 17 November 2017 | 14:10–15:30 |
Econometrics | |
Ivana Komunjer (Georgetown University) | |
A Perturbation Approach to Nonlinear Filtering: The Case of Stochastic Volatility | |
(joint with Natalia Sizova)
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Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 1 December 2017 | 14:10–15:30 |
Econometrics | |
Christian Gourieroux (U of Toronto) | |
Econometric Modelling and Transformation Groups | |
(joint with A., Monfort and J.M., Zakoian)
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Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 12 January 2018 | 14:10–15:30 |
Econometrics | |
Chris Dobronyi (U of Toronto) | |
A Random Utility Model with Ambiguity | |
Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 13 April 2018 | 14:10–15:30 |
Econometrics | |
Lixiong Li (Penn State) | |
Sharp Bounds for Structural Parameters and Counterfactuals | |
Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Monday, 11 June 2018 | 14:10–15:30 |
Econometrics | |
Andres Aradillas-Lopez (Penn State University) | |
Inference in a Simultaneous Ordered Response Game with Complete Information | |
(joint with Adam Rosen (Duke))
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Max Gluskin House, room 106 | Organizer: Victor Aguirregabiria |
Friday, 14 September 2018 | 14:10–15:30 |
Econometrics | |
Jann Spiess (Microsoft/Standford GSB) | |
Optimal Estimation when Researcher and Social Preferences are Misaligned | |
Max Gluskin House, room 106 | Organizers: Ismael Mourifié and Yuanyuan Wan |
Friday, 28 September 2018 | 14:10–15:30 |
Econometrics | |
James MacKinnon (Queen's University) | |
How Cluster-Robust Inference Is Changing Applied Econometrics | |
Max Gluskin House, room 106 | Organizers: Ismael Mourifié and Yuanyuan Wan |
Friday, 12 October 2018 | 14:10–15:30 |
Econometrics | |
Linbo Wang (U of Toronto, Statistics) | |
Bounded, efficient and multiply robust estimation of average treatment effects using instrumental variables | |
(joint with Eric Tchetgen Tchetgen)
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Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Thursday, 18 October 2018 | 14:00–15:20 |
Econometrics | |
Guy Tchuente (University of Kent) | |
Does Obamacare Care: a Fuzzy Difference-in-discontinuities Approach | |
(joint with Hector Galindo and Habib Some)
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Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 26 October 2018 | 14:10–15:30 |
Econometrics | |
Simon Lee (Columbia) | |
Identifying the effect of persuasion | |
(joint with Sung Jae Jun)
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Max Gluskin House, room 106 | Organizers: Ismael Mourifié and Yuanyuan Wan |
Friday, 16 November 2018 | 14:10–15:30 |
Econometrics | |
Ismael Mourifie (U of Toronto) | |
An Empirical framework for employee-employer matching data | |
(joint with Kory Kroft)
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Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 23 November 2018 | 14:10–15:30 |
Econometrics | |
Arnaud Maurel (Duke University) | |
Rationalizing Rational Expectations? Tests and Deviations | |
(joint with Xavier D'Haultfoeuille and Christophe Gaillac)
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Max Gluskin House, room 106 | Organizers: Ismael Mourifié and Yuanyuan Wan |
Friday, 30 November 2018 | 14:10–15:30 |
Econometrics | |
Matias Cattaneo (University of Michigan) | |
Two-Step Estimation and Inference with Possibly Many Included Covariates | |
(joint with MICHAEL JANSSON and XINWEI MA)
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Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 7 December 2018 | 14:10–15:30 |
Econometrics | |
Xun Tang (Rice University) | |
Identification and Estimation of Large Network Games with Private Link Information | |
(joint with Hulya Eraslan)
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Max Gluskin House, room 106 | Organizers: Ismael Mourifié and Yuanyuan Wan |
Friday, 14 December 2018 | 14:10–15:30 |
Econometrics | |
Joon Cho (U of Toronto) | |
Identification in first-price pure common value auctions with general information structure | |
Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Tuesday, 22 January 2019 | 16:10–17:30 |
Empirical microeconomics/Econometrics | |
Maximilian Kasy (Harvard University) | |
Identification of and correction for publication bias | |
(joint with Isaiah Andrews)
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Max Gluskin House, room 106 | Organizer: Robert McMillan |
Monday, 11 February 2019 | 16:10–17:30 |
Econometrics | |
Max Tabord-Meehan (Northwestern University) | |
Stratification Trees for Adaptive Randomization in Randomized Controlled Trials | |
Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 1 March 2019 | 14:10–15:30 |
Econometrics | |
Charles Manski (Northwestern Econ) | |
Treatment Choice with Trial Data: Statistical Decision Theory Should Supplant Hypothesis Testing | |
Max Gluskin House, room 106 | Organizers: Ismael Mourifié and Yuanyuan Wan |
Friday, 8 March 2019 | 14:10–15:30 |
Econometrics | |
Andrew Chesher (University College London) | |
Modelling Simultaneously Determined Discrete Outcomes with Application to Firm Entry and Product Quality Choice | |
(joint with Adam Rosen)
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Max Gluskin House, room 106 | Organizers: Ismael Mourifié and Yuanyuan Wan |
Friday, 15 March 2019 | 14:10–15:30 |
Econometrics | |
Sung Jae Jun (Penn State University) | |
Testing For Risk Aversion in First Price Sealed Bid Auctions | |
(joint with Federico Zincenko)
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Max Gluskin House, room 106 | Organizers: Ismael Mourifié and Yuanyuan Wan |
Friday, 29 March 2019 | 14:10–15:30 |
Econometrics | |
Kyoo il Kim (Michigan State University) | |
Control Variables Approach to Estimate Semiparametric Models of Mismeasured Endogenous Regressors with an Application to U.K. Twin Data | |
(joint with Suyong Song)
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Max Gluskin House, room 106 | Organizer: Yao Luo |
Friday, 5 April 2019 | 13:00–14:20 |
Econometrics | |
Joseph Groga Bada (U of Toronto) | |
The Analysis of Contingency Tables: Recent review of log-linear probability models. | |
Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 20 September 2019 | 14:10–15:30 |
Econometrics/Empirical microeconomics | |
Yu-wei Hsieh (University of Southern California) | |
Prediction and Congestion in Two-Sided Markets: Economist versus Machine Matchmakers | |
Max Gluskin House, room 106 | Organizers: Jiaying Gu, Yosh Halberstam, David Price, and Aloysius Siow |
Friday, 27 September 2019 | 14:10–15:30 |
Econometrics | |
Roy Allen (Western) | |
Approximately Quasilinear | |
Max Gluskin House, room 106 | Organizer: Jiaying Gu |
Friday, 4 October 2019 | 14:10–15:30 |
Econometrics | |
Jason Blevins (Ohio State University) | |
Efficient and Convergent Sequential Pseudo-Likelihood Estimation of Dynamic Discrete Games | |
(joint with Adam Dearing)
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Max Gluskin House, room 106 | Organizer: Jiaying Gu |
Friday, 11 October 2019 | 14:10–15:30 |
Econometrics/Industrial organization | |
Shoshana Vasserman (Stanford) | |
Scaling Auctions as Insurance: A Case Study in Infrastructure Procurement | |
(joint with Valentin Bolotnyy)
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Max Gluskin House, room 106 | Organizers: Jiaying Gu and Yao Luo |
Friday, 25 October 2019 | 14:10–15:30 |
Econometrics | |
Keisuke Hirano (Penn State) | |
Analyzing Cross-Validation for Forecasting with Structural Instability | |
(joint with Johnathan Wright)
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|
Max Gluskin House, room 106 | Organizer: Jiaying Gu |
Friday, 1 November 2019 | 14:10–15:30 |
Econometrics | |
Alexander Torgovitsky (Chicago) | |
Identification of Causal Effects with Multiple Instruments: Problems and Some Solutions | |
(joint with Magne Mogstad and Christopher Walters)
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Max Gluskin House, room 106 | Organizer: Jiaying Gu |
Friday, 8 November 2019 | 14:10–15:30 |
Econometrics | |
Yunmi Kong (Rice University) | |
Multidimensional Auctions of Option Values | |
Max Gluskin House, room 106 | Organizer: Jiaying Gu |
Monday, 11 November 2019 | 14:10–15:30 |
Econometrics | |
Yuichi Kitamura (Yale) | |
Methods for Nonparametric Counterfactual Analysis with (or without) Convex Structure | |
Max Gluskin House, room 106 | Organizer: Jiaying Gu |
Friday, 15 November 2019 | 14:10–15:30 |
Econometrics | |
Lidia Kosenkova (University of Virginia) | |
Nonparametric inference in asymmetric first-price auctions with k-rationalizable beliefs | |
Max Gluskin House, room 106 | Organizer: Yao Luo |
Friday, 22 November 2019 | 14:10–15:30 |
Econometrics | |
Thomas Stringham (U of Toronto) | |
Fast Bipartite Record Linkage with Record-Specific Weighting Parameters | |
Max Gluskin House, room 106 | Organizer: Jiaying Gu |
Thursday, 28 November 2019 | 14:10–15:30 |
Econometrics | |
Ismael Mourifie (U of Toronto) | |
Layered Policy Analysis using Marginal Treatment effect | |
(joint with Yuanyuan Wan)
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|
Max Gluskin House, room 106 | Organizer: Jiaying Gu |
Friday, 14 February 2020 | 14:10–15:30 |
Econometrics | |
Christopher Dobronyi (University of Toronto) | |
Stochastic Revealed Preference: A Non-Parametric Approach | |
Max Gluskin House, room 106 | Organizer: Jiaying Gu |
Friday, 20 March 2020 | 14:10–15:30 |
Econometrics | |
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|
Inference by Stochastic Optimization: A Free-Lunch Bootstrap | |
Max Gluskin House, room 106 | Organizer: Jiaying Gu |
Monday, 23 March 2020 | 9:30–11:00 |
Econometrics | |
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|
Inference in high-dimensional set-identified affine models | |
Max Gluskin House, room 106 | Organizer: Jiaying Gu |
Friday, 3 April 2020 | 14:10–15:30 |
Econometrics | |
|
|
TBA | |
Max Gluskin House, room 106 | Organizer: Jiaying Gu |
Friday, 3 April 2020 | 14:10–15:30 |
Econometrics | |
|
|
TBA | |
Max Gluskin House, room 106 | Organizer: Jiaying Gu |
Friday, 10 April 2020 | 14:10–15:30 |
Econometrics | |
|
|
TBA | |
Max Gluskin House, room 106 | Organizer: Jiaying Gu |
Friday, 17 April 2020 | 14:10–15:30 |
Econometrics | |
|
|
TBA | |
Max Gluskin House, room 106 | Organizer: Jiaying Gu |
Wednesday, 29 April 2020 | 14:10–15:30 |
Econometrics | |
|
|
TBA | |
Max Gluskin House, room 106 | Organizers: Martin Burda and Jiaying Gu |
Thursday, 14 May 2020 | 14:10–15:30 |
Econometrics | |
|
|
TBA | |
Max Gluskin House, room 106 | Organizer: Jiaying Gu |
Friday, 25 September 2020 | 14:10–15:30 |
Econometrics | |
Florian Gunsilius (University of Michigan) | |
Distributional Synthetic Controls | |
Online | Organizer: Yuanyuan Wan |
Friday, 9 October 2020 | 14:10–15:30 |
Econometrics | |
Wayne Gao (University of Pennsylvania) | |
Two-Stage Maximum Score Estimator | |
(joint with Sheng Xu)
|
|
Online | Organizer: Yuanyuan Wan |
Friday, 16 October 2020 | 14:10–15:30 |
Econometrics | |
Yuya Sasaki (Vanderbilt University) | |
Multiway Cluster Robust Double/Debiased Machine Learning | |
(joint with Harold D. Chiang, Kengo Kato, and Yukun Ma)
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|
Online | Organizer: Yuanyuan Wan |
Friday, 23 October 2020 | 14:10–15:30 |
Econometrics | |
Sukjin Han (University of Bristol) | |
Optimal Dynamic Treatment Regimes and Partial Welfare Ordering | |
Online | Organizer: Yuanyuan Wan |
Friday, 30 October 2020 | 14:10–15:30 |
Econometrics | |
Zheng Fang (Texas A&M) | |
A Projection Framework for Testing Shape Restrictions That Form Convex Cones | |
(joint with Juwon Seo)
|
|
Online | Organizer: Yuanyuan Wan |
Friday, 6 November 2020 | 14:10–15:30 |
Econometrics | |
Chris Dobronyi (University of Toronto) | |
Consumer Theory with Taste Uncertainty and Individual Heterogeneity | |
(joint with Christian Gourieroux)
|
|
Online | Organizer: Yuanyuan Wan |
Friday, 13 November 2020 | 14:10–15:30 |
Econometrics | |
Laura Liu (Indiana University) | |
Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective | |
Online | Organizer: Yuanyuan Wan |
Friday, 20 November 2020 | 14:10–15:30 |
Econometrics | |
Alex Poirier (Georgetown University) | |
Assessing Sensitivity to Unconfoundedness: Estimation and Inference | |
(joint with Matthew Masten and Linqi Zhang)
|
|
Online | Organizer: Yuanyuan Wan |
Friday, 27 November 2020 | 14:10–15:30 |
Econometrics | |
Daniel Wihelm (UCL) | |
Inference for ranks with applications to mobility across neighborhoods and academic achievement across countries | |
(joint with Magne Mogstad, Joseph P. Romano, and Azeem M. Shaikh)
|
|
Online | Organizer: Yuanyuan Wan |
Friday, 4 December 2020 | 14:10–15:30 |
Econometrics | |
Bulat Gafarov (UC Davis) | |
Conditional quantile estimators: a small sample theory | |
(joint with Grigory Franguridi and Kaspar Wuthrich)
|
|
Online | Organizer: Yuanyuan Wan |
Friday, 11 December 2020 | 14:10–15:30 |
Econometrics | |
Ismael Mourifie (University of Toronto) | |
Discordant Relaxation of misspecified models | |
(joint with Lixiong Li and Desire Kedagni)
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Online | Organizer: Yuanyuan Wan |
Friday, 26 February 2021 | 14:10–15:30 |
Econometrics | |
Arnaud Maurel (Duke University) | |
Conditional Choice Probability Estimation of Continuous Time Job Search Models | |
(joint with P. Arcidiacono, A. Gyetvai and E. Jardim)
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Online | Organizer: Yuanyuan Wan |
Friday, 12 March 2021 | 14:10–15:30 |
Econometrics | |
Antoine Djogbenou (York University) | |
Misspecification-robust Bootstrap Test in Linear Stochastic Discount Factor Models with Useless Factor | |
(joint with Ulrich Hounyo)
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Online | Organizer: Yuanyuan Wan |
Friday, 19 March 2021 | 14:10–15:30 |
Econometrics | |
Pedro H. C. SantAnna (Vanderbilt University) | |
Uniform Inference on Conditional Treatment Effects in Difference in Differences Designs | |
(joint with Brantly Callaway, Xiaohong Chen, and Sid Kankanala)
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Online | Organizer: Yuanyuan Wan |
Friday, 17 September 2021 | 14:10–15:30 |
Econometrics | |
Abhishek Ananth (Emory QTM) | |
Optimal Treatment Assignment Rules on Networked Populations | |
Online | Organizer: Ismael Mourifié |
Friday, 24 September 2021 | 14:10–15:30 |
Econometrics | |
Xavier D’Haultfoeuille (CREST) | |
Identification and Estimation of Average Marginal Effects in Fixed Effects Logit Models | |
(joint with Laurent Davezies, Louise Laage)
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Online | Organizers: Jiaying Gu and Ismael Mourifié |
Friday, 1 October 2021 | 14:10–15:30 |
Econometrics | |
Yinying Dong (UC Irvine) | |
"When Can We Ignore Measurement Error in the Running Variable?" | |
(joint with Michal Kolesár)
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Online | Organizers: Ismael Mourifié and Yuanyuan Wan |
Friday, 8 October 2021 | 14:10–15:30 |
Econometrics | |
Martin Weidner (Oxford) | |
Bounds on Average Effects in Discrete Choice Panel Data Models | |
(joint with Cavit Pakel)
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Online | Organizers: Jiaying Gu and Ismael Mourifié |
Friday, 15 October 2021 | 14:10–15:30 |
Econometrics | |
Chris Muris (Mc Master) | |
Dynamic Ordered Panel Logit Models | |
(joint with Martin Weidner and Bo Honore)
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Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 22 October 2021 | 14:10–15:30 |
Econometrics | |
Cristina Gualdani (Queen Mary University of London) | |
Partial identification in matching models for the marriage market | |
Online | Organizer: Ismael Mourifié |
Friday, 29 October 2021 | 14:10–15:30 |
Econometrics | |
Irene Botosari (Mc Master) | |
Forecasted Average Treatment Effects | |
(joint with Raffaella Giacomini, Martin Weidner)
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Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 5 November 2021 | 2:10– 3:30 |
Econometrics | |
Soonwoo Kwon (Brown) | |
Optimal Shrinkage Estimation of Fixed Effects in Linear Panel Data Models | |
Online | Organizers: Jiaying Gu and Ismael Mourifié |
Friday, 12 November 2021 | 14:10–15:30 |
Econometrics | |
Yinghua He (Rice) | |
Leveraging Uncertainties to Infer Preferences: Robust Analysis of School Choice | |
Online | Organizer: Ismael Mourifié |
Friday, 26 November 2021 | 14:10–15:30 |
Econometrics | |
Aureo De Paula (UCL) | |
Spillovers in Social Programme Participation: Evidence from Chile | |
(joint with Pedro Carneiro, Barbara Flores, Emanuela Galasso, Rita Ginja)
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Online | Organizers: Ismael Mourifié and Yuanyuan Wan |
Friday, 3 December 2021 | 11:10–12:30 |
Empirical microeconomics/Econometrics | |
Isaiah Andrews (Harvard University) | |
Inference on Winners | |
(joint with Toru Kitagawa, Adam McCloskey)
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Online | Organizers: Carolina Arteaga, Robert McMillan, Ismael Mourifié, Clementine Van Effenterre, and Roman Zarate |
Friday, 10 December 2021 | 14:10–15:30 |
Econometrics | |
Francesca Molinari (Cornell) | |
Discrete choice models with heterogeneous preferences and consideration | |
(joint with Victor Aguiar and Levon Barseghyan)
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Online | Organizer: Ismael Mourifié |
Friday, 1 April 2022 | 10:00–12:00 |
Econometrics | |
Alfred Galichon (NYU) | |
Matching models for family economics: Part I | |
Online | Organizers: Jiaying Gu and Ismael Mourifié |
Friday, 8 April 2022 | 10:00–12:00 |
Econometrics | |
Alfred Galichon (NYU) | |
Matching models for family economics: Part II | |
Online | Organizer: Ismael Mourifié |
Friday, 15 April 2022 | 2:00– 3:30 |
Econometrics | |
Dmitry Arkhangelsky (CEMFI) | |
On Policy Evaluation with Aggregate Time-Series Shocks | |
(joint with Vasily Korovkin)
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Online | Organizers: Jiaying Gu, Jiaying Gu, and Ismael Mourifié |
Thursday, 21 April 2022 | 13:00–14:00 |
Industrial organization/Econometrics | |
Yao Luo (University of Toronto) | |
Penalized Sieve Estimation of Structural Models | |
(joint with Peijun Sang)
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Online | Organizer: Yao Luo |
Friday, 22 April 2022 | 14:00–15:30 |
Econometrics | |
Xiaoting Sun (Simon Fraser University) | |
Identification and Estimation in Many-to-one Two-sided Matching without Transfers | |
(joint with Yinghua He, Shruti Sinha)
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Online | Organizers: Jiaying Gu and Ismael Mourifié |
Friday, 29 April 2022 | 14:00–15:30 |
Econometrics | |
Xiaoxia Shi (Wisconsin Madison) | |
Semi-Nonparametric Estimation of Random Coefficient Logit Model for Aggregate Demand | |
Online | Organizers: Jiaying Gu and Ismael Mourifié |
Friday, 6 May 2022 | 14:10–15:30 |
Econometrics | |
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Long-run default: A mixed frequency approach | |
Online | Organizer: Jiaying Gu |
Friday, 20 May 2022 | 14:10–15:30 |
Econometrics | |
Sean Elliott (U of Toronto) | |
Long-run default: A mixed frequency approach | |
Online | Organizer: Jiaying Gu |
Friday, 27 May 2022 | 14:10–15:30 |
Econometrics | |
Marinho Bertanha (Notre Dame) | |
“Permutation Tests at Nonparametric Rates†| |
(joint with EunYi Chung)
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Max Gluskin House, room 106 | Organizer: Ismael Mourifié |
Friday, 16 September 2022 | 14:10–15:30 |
Econometrics | |
Eric Mbakop (U Calgary) | |
TBA | |
Max Gluskin House, room 106 | Organizer: Jiaying Gu |