Bayesian Semi/Non Parametric Econometrics and Statistics

June 13-14, 2011

Organizers: Andriy Norets and Taisuke Otsu

MONDAY
8:00 Continental Breakfast
9:00 John Geweke (University of Technology, Sydney), “Nonparametric Bayesian Modelling of Monotone Preferences for Discrete Choice Experiments”
9:45 Susumu Imai (Queen’s University), “Bayesian Estimation of Dynamic Housing Model with Unobserved Heterogeneity” (with Sidibe Modibo)
10:30 Break
11:00 Jean-Pierre Florens (University of Toulouse I), “Bayesian Identification and Partial Identification” (with Anna Simoni)
11:45 Toru Kitagawa (University College London), “Estimation and Inference  for Set-Identified Parameters Using Posterior  Lower Probability”
12:30 Lunch
2:00 Andrew Barron (Yale University), “Performance of Penalized Likelihood Procedures: Characterizations from Information Theory and Statistics”
2:45 Harrison Zhou (Yale University), “Model Selection and Sharp Asymptotic Minimaxity”
3:30 Break
4:00 Martin Burda (University of Toronto), “A Bayesian Semiparametric Duration Model with Unobserved Heterogeneity)”
4:45 Andriy Norets (Princeton University), “Posterior Consistency in Conditional Density Estimation by Covariate Dependent Mixtures”
7:00 Dinner, Ibiza, 39 High Street
TUESDAY
8:00 Continental Breakfast
9:00 Siddhartha Chib (Washington University), “On Conditional Variance Estimation in Nonparametric Regression”
9:45 Justinas Pelenis (Princeton University), “Bayesian Semiparametric Regression”
10:30 Break
11:00 Frank Kleibergen (Brown University), “Identification Robust Priors for Bayesian Analysis in DSGE Models” (with Sophoclees Mavroeidis)
11:45 Ulrich Mueller (Princeton University), “Forecasts in a Slightly Misspecified Finite Order VAR” (with J. Stock)
12:30 Lunch
1:30 Nicholas Kiefer (Cornell University), “The Bayesian Approach to Default Risk Analysis and the Prediction of Default Rates” (with Michael Jacobs)
2:15 Herman K. van Dijk (Erasmus University Rotterdam) “A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation” (with Lennart Hoogetheide and Anne Opschoor)
3:00 Break
3:30 Konrad Menzel (New York University), “MCMC Methods for Incomplete Structural Models of Social Interactions
4:15 Anna Simoni (University of Bocconi), “Regularizing Priors for Linear Inverse Problems” (with Jean-Pierre Florens)
5:00 Taisuke Otsu (Yale University), “Bayesian Analysis of Moment Condition Models Using Nonparametric Priors” (with Yuichi Kitamura)
     
Andrews, Donald
Barron, Andrew
Burda, Martin
Chamberlain, Gary
Chen, Xiaohong
Chib, Siddhartha
Conlon, Christopher
de Paula, Aureo
Dong, Gang (Nathan)
Evdokimov, Kirill
Florens, Jean-Pierre
Geweke, John
Graham, Bryan
Hirano, Keisuke
Imai, Susumu
Kiefer, Nicholas
Kitagawa, Toru
Kitamura, Yuichi
Kleibergen, Frank
Li, Tong
Menzel, Konrad
Mueller, Ulrich
Norets, Andriy
Otsu, Taisuke
Poirier, Dale
Pelenis, Justinas
Schennach, Susanne
Simoni, Anna
Sims, Chris
van Dijk, Herman
van Hasselt, Martijn
Vytlacil, Edward
Zhou, Harrison