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 |