| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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))
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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))
|
|
| 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))
|
|
| 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))
|
|
| 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)
|
|
| 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)
|
|
| 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))
|
|
| 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))
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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))
|
|
| 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 Identi fication in Matching Models | |
|
(joint with Alfred Galichon)
|
|
| 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 Con fidence Size in Locally Misspecifi ed Moment Inequality Models | |
|
(joint with Ivan Canay (Northwestern) and Patrik Guggenberger (UCSD))
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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))
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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))
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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))
|
|
| 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 E ffects in Di fference in Di fferences Models with Panel Data | |
|
(joint with Brantly Callaway)
|
|
| 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)
|
|
| 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)
|
|
| 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))
|
|
| 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))
|
|
| 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)
|
|
| 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)
|
|
| Max Gluskin House, room 106 | Organizers: Jiaying Gu and Yuanyuan Wan |
| Friday, 30 September 2016 | 14:10–15:30 |
| Econometrics | |
|
|
|
| Poor (Wo)man's Bootstrap | |
|
(joint with Luojia Hu)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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))
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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 | |
|
|
|
| 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 | |
|
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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)
|
|
| 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 | |
|
|
|
| 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)
|
|
| 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 |