Econ 370: Econometrics


Organized by: Hong, Hansen, Harding, Mahajan

Winter 2008 - 2009

Date Speaker Title Time/Place
January 1 Albert Zhou, Stanford University Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility 12:00 am
Econ Bldg 218
January 1 Ben Gillen, California Institute of Technology The Power of Revealed Preference Tests: Ex-Post Evaluation of Experimental Design
Download Gillen11_2.pdf
12:00 am
Econ Bldg 351
January 1 Jean-Marc Robin, Sciences Po and UCL Matching, Sorting and Wages 12:00 am
Econ Bldg 351
January 1 No Seminar (Thanksgiving Week) 12:00 am
Econ Bldg 351
January 1 tba, TBA TBA 12:00 am
Econ Bldg 351
January 1 Ed Vytacil, Yale University Monotonieity, Instrumental Variables, and the Sign of the Average Treatment Effect 12:00 am
Econ Bldg 139
January 1 Tim Armstrong, Stanford University Asymptotically Exact Inference in Conditional Moment 12:00 am
Econ Bldg 351
January 1 Harry Paarsch, University of Iowa Bounding Best-Response Violations in Discriminatory Auctions with Private Values
Download paarsch10_7.pdf
12:00 am
Econ Bldg 218
January 1 Jim Powell, UC Berkeley Estimation of Irregular Correlated Random Coefficient Models
Download Powell11_4.pdf
12:00 am
Econ Bldg 218
January 1 Ed Vytlacil, Yale University Identifying Approval Rules Using Only Approved Observations 12:00 am
Econ Bldg 351
January 1 Shakeeb Khan, Duke University Identified Regions for Cross Section and Panel Data Roy Models 12:00 am
Econ Bldg 351
January 1 Xiaohong Chen, Yale University Sieve Inference for Weakly Dependent Data 12:00 am
Econ Bldg 351
January 1 Shakeeb Khan, Duke University Information Structure and Statistical Information in Discrete Response Models
Download Khan10_26.pdf
12:00 am
Econ Bldg 351
January 1 Demian Pouzo, UC Berkeley Estimation of Nonparametric Conditional Moment Models with Possible Nonsmooth Moments
Download Pouz10_28.pdf
12:00 am
Econ Bldg 218
January 1 Jeremy Fox, Chicago University Identifying Heterogeneity in Economic Choice and Selection Models Using Mixtures
Download foxOct152nd.pdf
12:00 am
Econ Bldg 139
January 1 Alex Torgovitsky, Northwestern University Identification and Estimation of Nonseparable Models with General Instruments
Download Torgovitsky11_16.pdf
12:00 am
Econ Bldg 351
January 1 Pasha Stetsenko, Stanford University Efficient estimation in linear errors-in-variables models 12:00 am
Econ Bldg 351
January 1 Azeem Shaikh, University of Chicago On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
Download Shaikh11_11.pdf
12:00 am
Econ Bldg 218
January 1 Paulo Somaini, Stanford University Geographical Competition and Interdependent Values in Michigan Highway Procurement Auctions 12:00 am
Econ Bldg 351
January 1 12:00 am

Spring 2008 - 2009

Date Speaker Title Time/Place
January 1 Andres Santos, UCSD Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities
Download Santos3_7.pdf
12:00 am
Econ Bldg 351
January 1 Benjamin Skrainka A Large Scale Study of the Small Sample Performance of Random Coefficient Models of Demand
Download Skrainka3_21.pdf
12:00 am
Econ Bldg 351
January 1 Isabelle Perigne, Pennsylvania State University Identification of Insurance Models wth Multidimensional Screening
Download Perrine3_10.pdf
12:00 am
Econ Bldg 218
January 1 12:00 am

Summer 2008 - 2009

Date Speaker Title Time/Place
January 1 Ivan Canay, Northwestern University Hodges-Lehmann Optimality for Testing Moment Condition Models
Download Canay4_7.pdf
12:00 am
Econ Bldg 218
January 1 James Stock, Harvard University Inference in Structural VARs with External Instruments (**Attached paper is for background ** presentation will draw on empirical reuslts in Section 4**)
Download Stock5_2.pdf
12:00 am
Econ Bldg 351
January 1 Victor Chernozhukov Inference on Treatment Effects After Selection Amongst High-Dimensional Controls
Download Chernozhukov4_25.pdf
12:00 am
Econ Bldg 351
January 1 Flavio Cunha Reference Points, Subjective Beliefs about the Technology of Skill Formation, and Early Investments in the Human Capital of Children(**JOINT WITH LABOR AND DEVELOPMENT**) 12:00 am
Econ Bldg 351
January 1 Azeem Shaikh, University of Chicago On the Uniform Asymptotic Validity of Subsampling and the Bootstrap
Download Shaikh5_19.pdf
12:00 am
Econ Bldg 218
January 1 Rosa Matzkin Estimation of Nonparametric Models with Simultanelty 12:00 am
Econ Bldg 139
January 1 Andres Santos, UC San Diego Interval Estimation of Potentially Misspecified Quantile Models in the Presence of Missing Data
Download Santos4_21.pdf
12:00 am
Econ Bldg 218
January 1 Konrad Menzel, MIT Estimation and Inference with Many Moment Inequalities
Download Menzel5_27.pdf
12:00 am
January 1 Harry Paarsch, University of Melbourne Using Grid Distributions to Test for Affiliaiton in Models of First-Price Auctions with Private Values
Download Paarsch4_15.pdf
12:00 am
Econ Bldg 139
January 1 Tim Armstrong, Stanford University TBA 12:00 am
Econ Bldg 351
January 1 Brendan Beare, UCSD Distributional Replication 12:00 am
Econ Bldg 139
January 1 Jerry Hausman, MIT Individual Heterogeneity and Average Welfare
Download Hausman-Newey Slides March 2012.pdf
12:00 am
Econ Bldg 351
January 1 Pasha Stetsenko Estimation of errors-in-variables models without side information 12:00 am
Econ Bldg 218
January 1 Cancelled 12:00 am
January 1 Roger Koenker, UIUC Quasi-Concave Density Estimation
Download KoenkerMay20.pdf
12:00 am
Econ Bldg 139
January 1 Costas Meghir, Yale University Education Choice, Female Life-cycle Labor Supply and Taxes(**JOINT WITH LABOR AND DEVELOPMENT**) 12:00 am
Econ Bldg 351
January 1 T.W. Anderson, Stanford University Optimal Significance Tests in Simultaneous Equations Models
Download ANDERSON5_11.pdf
12:00 am
Econ Bldg 218
January 1 Richard Crump, UC Berkeley Optimal Conditional Inference in Nearly-Integrated Autoregressive Processes
Download Crump4_1.pdf
12:00 am
Econ Bldg 139
January 1 Hashem Pesaran , USC and Cambridge Forecast Combination across Estimation Windows
Download pesaran4_14.pdf
12:00 am
Econ Bldg 218
January 1 12:00 am

2008 - 2009

Date Speaker Title Time/Place