Partial Identification, Weak Identification, and Related Econometric Problems

June 5-6, 2013

Organizer: Donald Andrews

WEDNESDAY
8:00 Continental Breakfast
9:00 Sung Jae Jung (Penn State), “Estimating a Nonparametric Triangular Model with Binary Endogenous Regressors” (with Joris Pinkse, Penn State and Haiqing Xu, University of Texas)
9:35 Ivan Canay (Northwestern University), “Inference with Dependent and Heterogeneous Data with an Application to Difference in Differences” (with Joe Romano, Stanford University and Azeem M. Shaikh, University of Chicago)
10:10 Matias Cattaneo (University of Michigan), “Robust Nonparametric Inference in the Regression Discontinuity Design”
10:45 Break
11:15 Timothy Armstrong (Yale University), “Multiscale Adaptive Inference on Conditional Moment Inequalities” (with Hock Peng Chang, National University of Singapore) [Slides]
11:50 Denis Chetverikov (MIT), “Gaussian Approximations and Multiplier Bootstrap for Maxima of Sums of High-Dimensional Random Vectors” (with Victor Chernozhukov, MIT and Kengo Kato, University of Tokyo) [Slides]
12:30 Lunch
1:45 Francesca Molinari (Cornell University), “Inference for Best Linear Approximations to Set Identified Functions” (with Arun Chandrasekhar, MIT, Victor Chernozhukov, MIT, and Paul Schrimpf, University of British Columbia)
2:20 Xiaoxia Shi (University of Wisconsin-Madison), “Specification Tests for Partially Identified Models Defined by Moment Inequalities” (with Federico A. Bugni, Duke University and Ivan Canay, Northwestern University)
2:55 Adam Rosen (University College London), “Generalized Instrumental Variable Models” (with Andrew Chesher, University College London)
3:30 Break
4:00 Yanqin Fan (Vanderbilt University), “Inference in Linear Quantile Regression with Dependent Censoring”
4:35 Xun Tang (University of Pennsylvania), “Informational Contents of Special Regressors in Heteroskedatic Binary Regressions” (with Songnian Chen, Princeton University and Shakeeb Khan, Duke University)
6:15 Dinner – Union League Cafe, 1032 Chapel Street
THURSDAY
8:00 Continental Breakfast
9:00 Frank Kleibergen (Brown University), “Identification and Inference in Linear Dynamic Panel Data Models using GMM” (with Maurice Bun, University of Amsterdam)
9:35 Jean-Marie Dufour (McGill University), “Identification-robust Inference for Endogeneity Parameters in Linear Structural Models” (with Firmin Doko Tchatoka, University of Tasmania) [Abstract]
10:10 Sukjin Han (University of Texas at Austin), “Nonparametric Estimation of Triangular Simultaneous Equations Models under Weak Identification”
10:45 Break
11:15 Katsumi Shimotsu (University of Tokyo), “Testing the Number of Components in Finite Mixture Econometric Models”
11:50 Koen Jochmans (Sciences Po), “Nonparametric Spectral-based Estimation of Latent Structures” (with Stephane Bonhomme, CEMFI and Jean-Marc Robin, Sciences Po)
12:30 Lunch
1:45 Kyungchul (Kevin) Song (University of British Columbia), “Inference on a Large Bayesian Game
2:20 Toru Kitagawa (University College London), “Robust Bayes Inference for Partially Identified VARs” (with Raffaella Giacomini, University College London)
2:55 Pepe Montiel (Harvard University), “Efficient Conditionally Similar-on-the-Boundary Tests” [Slides]
3:30 Break
4:00 Joerg Stoye (Cornell University), “Nonparametric Analysis of Random Utility Models: Testing” (with Yuichi Kitamura, Yale University)
4:35 Adam McCloskey (Brown University), “On the Computation of Size-Correct Power-Directed Tests with Null Hypothesis Characterized by Inequalities”

Participants

Donald Andrews (Yale University)
Isiash Andrews (MIT)
Timothy Armstrong (Yale University
Marianne Bruins (Yale University)
Federico Bugni (Duke University)
Ivan Canay (Northwestern University)
Matias Cattaneo (University of Michigan)
Xiaohong Chen (Yale University)
Xu Cheng (University of Pennsylvania)
Denis Chetverikov (MIT)
Timothy Christensen (Yale University)
Giovanni Compiani (Yale University)
James Duffy (Yale University)
Jean-Marie Dufour (McGill University)
Yanqin Fan (Vanderbilt University)
Amit Gandhi (University of Wisconsin-Wisconsin)
Patrik Guggenberger (UC San Diego)
Sukjin Han (University of Texas at Austin)
Hiroaki Kaido (Boston University)
Shakeeb Khan (Duke University)
Frank Kleibergen (Brown University)
Tao Jin (Harvard University)
Koen Jochmans (Sciences Po)
Sung Jae Jun (Penn State)
Toru Kitagawa (University College London)
Yuichi Kitamura (Yale University)
Ji Hyung Lee (Yale University)
Adam McCloskey (Brown University)
Francesca Molinari (Cornell University)
Pepe Montiel (Harvard University)
Byoung Park (Yale University)
Joris Pinkse (Penn State)
Jean-Marc Robin (Sciences Po)
Adam Rosen (University College London)
Stefan Schneeberger (Institute for Advanced Studies)
Azeem M. Shaikh (University of Chicago)
Xiaoxia Shi (University of Wisconsin-Madison)
Zhentao Shi (Yale University)
Katsumi Shimotsu (University of Tokyo)
Kyungchul (Kevin) Song (University of British Columbia)
Joerg Stoye (Cornell University)
Rami Tabri (McGill University)
Xun Tang (University of Pennsylvania)
Zhaoguo Zhan (Tsinghua University-Beijing)