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)

Conference Frequently Asked Questions

How can I connect to the Yale Wi-Fi network while attending a conference?

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 partner, access 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
How do I get to the conference location from the Blake Hotel?

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).
How do I get to the conference location from the Omni Hotel?

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).
Is reimbursement offered for my travel expenses?

For travel expense reimbursement for the 2020 Cowles GE Conference, please send the following items by Friday, July 31, 2020.

For travel expense reimbursement for the 2020 Cowles Summer Conferences, please send the following items by Friday, September 11, 2020.

FOR ALL PARTICIPANTS

  • Complete the appropriate online conference travel reimbursement form (These online forms allow you to upload any/all relevant forms and receipts which will be bundled together as one document):
  • Please upload any/all receipts for airfare (economy only)/rail and ground transportation. Receipts must be itemized and show proof of payment (i.e., if paid by credit card the receipt should show the last 4 digits of the credit card).

Note, vouchers for previously canceled or unrelated travel cannot be reimbursed if used to pay for any Cowles related travel.

FOR INTERNATIONAL VISITORS ONLY

IF YOU HOLD A B1/B2/WB/WT VISA:

IF YOU HOLD A G4/H-1B/J1/01 VISA:

IF YOU HOLD A F1 VISA:

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

Darlene Smith
darlene.a.smith@yale.edu
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

Contacts
Is there a building map of the conference venue?

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
What can I do in New Haven during my stay?

Yale and New Haven offer many attractions to bide your time while in the Elm City. Below is a list of a few:

Yale Attractions

New Haven Attractions

Performing Arts
Where can I find a campus map?

The Cowles Foundation is located in the heart of Yale’s campus at 30 Hillhouse Avenue.  Use the Yale online campus map to help find your way around.
Who do I contact for assistance with Omni Hotel room reservations?

If you need assistance with an Omni Hotel room reservation, please contact Alyson Perri, Convention Services Manager, Omni Hotels.
Who do I contact in case of an emergency?

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.
Will transportation be provided in case of inclement weather?

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.