Operator Methods and Inverse Problems in Econometrics

June 9-10, 2008

Organizers: Xiaohong Chen and Yuichi Kitamura

MONDAY
8:00 Continental Breakfast
9:00 SESSION 1
  Lars Peter Hansen (University of Chicago), “Modeling the Long Run: Valuation in Dynamic Stochastic Economies
  Nour Meddahi (Imperial College of London), “Temporal Aggregation of Nonlinear Volatility Models” [abstract]
10:30 Break
11:00 SESSION 2
  Whitney Newey (MIT), “Identification & Estimation of Triangular Simultaneous Equations Models with Additivity”
  Andres Santos (UC San Diego), “Instrumental Variables Methods Recovering Continuous Linear Functionals
12:30 Lunch
2:30 SESSION 3
  Enno Mammen (University of Mannheim), “Some Statistical Problems Leading to Empirical Integral Equations of Type II”
  Jan Johannes (University of Heidelberg), “Functional Linear Instrumental Regression under Second Order Stationarity
4:00 Break
4:30 SESSION 4
  Simon Lee (University College London), “Testing a Parametric Quantile-Regression Model with an Endogenous Explanatory Variable Against a Nonparametric Alternative
  Xiaohong Chen (Yale University), “Efficient Estimation of Nonparametric Quantile IV Weighted Average Derivative
7:00 Dinner, Ibiza, 39 High Street, New Haven
TUESDAY
9:00 SESSION 1
  Frits Ruymgaart (Texas Tech Institute), “Frechet-Differentiation of Functions of Operators with Application to Functional Regression” [abstract]
  Sebastien Van Bellegem (Univ. Catholique de Louvain), “Hilbert-Scale Regularization for Functional Estimation under Conditional Moment Conditions” [abstract]
10:30 Break
11:00 SESSION 2
  Joel Horowitz (Northwestern University), “Specification Testing in Nonparametric Instrumental Variables Estimation” [abstract]
  Marine Carrasco (University of Montreal), “A Regularization Approach to the many Instruments Problem
12:30 Lunch
2:30 SESSION 3
  Jean-Pierre Florens (University of Toulouse), “Nonparametric Estimation of an Instrumental Regression: A Bayesian Approach Based on Regularized Posterior
  Gautum Tripathi (University of Connecticut), “Nonparametric Estimation of Returns to Scale” [abstract]
4:00 Break
4:30 SESSION 4
  Victoria Zinde-Walsh (McGill University), “Generalized Functions Spaces in Identification Problems
  Eric Gautier (ENSAE-CREST), and Yuichi Kitamura (Yale University), “Nonparametric Estimation in Random Coefficients Binary Choice Models
7:00 Dinner, Thali, 4 Orange Street, New Haven

Attendees

Don Andrews (Yale University)
Marine Carrasco (University of Montreal)
Xiaohong Chen (Yale University)
Aureo de Paula (University of Pennsylvania)
Jeremy Fox (University of Chicago)
Jean-Pierre Florens (University of Toulouse)
Eric Gautier (ENSAE-CREST)
Lars Hansen (University of Chicago)
Stefan Hoderlein (University of Mannheim)
Joel Horowitz (Northwestern University)
Hidehiko Ichimura (University of Tokyo)
Jan Johannes (University of Heidelberg
Yuichi Kitamura (Yale University)
Frank Kleibergen (Brown University)
Michael Keane (University of Technology Sydney
   & Arizona State University)
Simon (Sokbae) Lee (University College of London)
Jean-Michel Loubes (University of Montpellier)
Enno Mammen (University of Mannheim)
Nour Meddahi (Imperial College of London)
Whitney Newey (MIT)
Tai Otsu (Yale University)
Peter C B Phillips (Yale University)
Demian Pouzo (New York University)
James Powell (UC Berkeley)
Frits Ruymgaart (Texas Technical Institute)
Andres Santos (UC San Diego)
Azeem Shaikh (University of Chicago)
Liangjun Su (Peking University)
Shanghua Teng (Boston University)
Gautam (Tripathi University of Connecticut)
Sebastian Van Bellegem (Univ. Catholique de Louvain)
Ed Vytlacil (Yale University)
Victoria Zinde-Walsh (McGill University)