Looking to the Future: A New Generation of Econometricians

June 11-12, 2007

Organizers: Donald Andrews and Yuichi Kitamura


8:00 Continental Breakfast
8:50 Opening Remarks
9:00 SESSION 1
  *Kei Hirano (University of Arizona) and Jack Porter (University of Wisconsin), “Asymptotics for Statistical Treatment Rules
  Ed Vytlacil (Columbia University), “Marginal Policy Analysis and Fun with the Borel Paradox”
10:30 Break
11:00 SESSION 2
  *Guido Kuersteiner (UC Davis) and Jinyong Hahn (UCLA), “Bandwidth Choice for Bias Estimators in Dynamic Nonlinear Panel Models
  Yixiao Sun (UC San Diego), “Optimal Bandwith Choice for Interval Estimation in GMM Regression”
12:30 Lunch
2:00 SESSION 3
  *Jesús Fernández-Villaverde (University of Pennsylvania) and Juan F. Rubio-Ramírez (Duke University), “How Structural Are Structural Parameters? Estimating DSGE Models with Parameter Drifting
  *Ulrich Müeller and Mark W. Watson (Princeton University), “Low-Frequency Robust Cointegration Testing
3:30 Break
4:00 SESSION 4
  Han Hong (Stanford University), “Estimating Static Models of Strategic Interactions” (with P. Bajari, J. Krainer, and D. Nekipelov)
  Ariel Pakes (Harvard University), *Jack Porter (University of Wisconsin), Kate Ho (Harvard University), and Joy Ishii (Harvard University), “Moment Inequalities and Their Application
7:00 Dinner, Barcelona, 155 Temple Street
8:00 Continental Breakfast
9:00 SESSION 5
  Jaap Abbring (Vrije Universiteit), “Mixed Hitting Time Models
  Thomas Severini (Northwestern University) and *Gautam Tripathi (University of Connecticut), “Efficiency Bounds for Estimating Linear Functionals of Nonparametric Regression Models with Endogenous Regressors
10:30 Break
11:00 SESSION 6
  *Federico Bandi, Jeffrey Russell, and Chen Yang (University of Chicago), “Realized Volatility Forecasting in the Presence of Time-Varying Noise
  Miguel A. Delgado and *Carlos Velasco (Universidad Carlos III de Madrid), “A New Class of Distribution-Free Tests for Time Series Models Specification
12:30 Lunch
2:00 SESSION 7
  Victor Chernozukhov, “Curves Without Crossing”
  Patrik Guggenberger (UCLA), “On the Size of Testing Procedures and the Risk of Estimators” (Related paper with Donald W. K. Andrews)


Jaap Abbring (Vrije Universiteit)
Torben Andersen (Northwestern University)
Donald Andrews (Yale University)
Federico Bandi (University of Chicago)
Debopam Bhattacharya (Dartmouth College)
Yoosoon Chang (Texas A&M University)
Xiaohong Chen (New York University)
Xu Cheng (Yale University)
Andrew Chesher (University College London)
Kirill Evdokimov (Yale University)
Jesus Fernandez-Villaverde (Univ. of Pennsylvania)
Eric Gautier (INSEE)
Patrik Guggenberger (UCLA)
Jinyong Hahn (UCLA)
Bruce Hansen (University of Wisconsin)
Keisuke Hirano (University of Arizona)
Stefan Hoderlein (Mannheim University)
Han Hong (Stanford University)
Shakeeb Khan (Duke University)
Yuichi Kitamura (Yale University)
Guido Kuersteiner (UC Davis)
Arthur Lewbel (Boston College)
Roger Hyungsik Moon (Univ. of Southern California)
Ulrich Müller (Princeton University)
Whitney Newey (MIT)
Taisuke Otsu (Yale University)
Sunyoung Park (Yale University)
Peter Phillips (Yale University)
Werner Ploberger (University of Rochester)
Jack Porter (University of Wisconsin)
James Powell (Univ. of California-Berkeley)
Eric Renault (Univ. of North Carolina, Chapel Hill)
Peter Robinson (London School of Economics)
Susanne Schennach (University of Chicago)
Richard Smith (University of Cambridge)
James Stock (Harvard University)
Yixiao Sun (UC San Diego)
Gautam Tripathi (UCONN)
Carlos Velasco (Universidad Carlos III)
Edward Vytlacil (Columbia University)
Yoon-Jae Whang (Seoul National University)
Tiemen Woutersen (JHU)
Zhijie Xiao (Boston College)

Conference Frequently Asked Questions

Yale provides visitors two Wi-Fi network options:

  • YaleGuest
  • Eduroam

YaleGuest is a public, insecure wireless network available for anyone’s use, but has limited network access. Due to security reasons, certain programs and functionality may not be accessible via the YaleGuest network, e.g., Dropbox, Skype, and Box.  

If possible, we recommended you use the Eduroam wireless network.  Eduroam (education roaming) is a secure, world-wide roaming access service that allows students, researchers and staff from participating institutions to obtain Internet connectivity across campuses when visiting other participating institutions.

If your institution is a partneraccess the Eduroam network by selecting Eduroam from the Wi-Fi list on your mobile device and sign-in using your home institution’s credentials*. View Eduroam’s complete listing of U.S. participating schools; International visitors can look for institutional listings on this country page.

For additional details, please contact your institution’s IT department or search your institution’s support page.

*Credential format is typically ID@UniversityName.edu, e.g., YaleNetID@yale.edu or SUNetID@win.stanford.edu

The conference will be held at the Yale School of Management (SOM), Evans Hall located at 165 Whitney Ave and is about a 20 minute walk from the Blake Hotel. The easiest route to SOM from the Blake Hotel is to go south-east on George Street and turn left on Temple St. Temaple will merge into Whitney Avenue. SOM will be on the right side of the street across from the Peabody Museum (see map below).

The conference will be held at the Yale School of Management (SOM), Evans Hall located at 165 Whitney Ave and is about a 15 minute walk from the Omni Hotel. The easiest route to SOM from the Omni Hotel is to go north on Temple St. which merges into Whitney Avenue. SOM will be on the right side of the street across from the Peabody Museum (see map below).

For travel expense reimbursement for the 2019 Cowles Summer Conferences, please send the following items by Friday, September 6, 2019.

For travel expense reimbursement for the 2019 Cowles “Matching: Optimal Transport and Beyond” Conference, please send the following items by Friday, October 25, 2019.






Email or send original receipts, completed travel reimbursement form, and applicable international forms to:

Darlene Smith
Event & Visitor Assistant Administrator
Cowles Foundation at Yale University
30 Hillhouse Avenue
P.O. Box 208281
New Haven, CT 06520

Email questions to Darlene Smith


The conference sessions are held on the second floor in Evans Hall at the Yale School of Management. Restrooms can be found on the perimeter of the building along the sides and back of the building.

Click to enlarge

The Cowles Foundation is located in the heart of Yale’s campus at 30 Hillhouse Avenue.  Use theYale online campus map to help find your way around.

If you need assistance with an Omni Hotel room reservation, please contact Alyson Perri, Convention Services Manager, Omni Hotels.

In cases of emergency, contact the appropriate department listed below:

You can also report a crime or send an anonymous text tip through our Bulldog Mobile (LiveSafe) app. (To register for Bulldog Mobile please visit the Yale LiveSafe page)

For addtional emergency information, visit the Yale Emergency Management website.

Yes, a shuttle bus will be arranged to drive between the hotel and conference location. Typically, an announcement will be sent out from Darlene Smith the day before with additional information.