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)