Handling Dependence: Temporal, Cross-Sectional, and Spatial

June 22-23, 2009

Organizer: Donald Andrews

8:00 Continental Breakfast
9:00 Lung-fei Lee (Ohio State University), “Near Unit Root and Spurious Regression in the Spatial Autoregressive Model” (with Jihai Yu) [Background reading: Paper 1 and Paper 2]
9:35 Tim Conley (University of Chicago), “Inference with Dependent Data Using Cluster Covariance Estimators
10:10 Break
10:30 Guido Kuersteiner (UC-Davis), “Limit Theory for Panel Data Models with Cross Sectional Dependence and Sequential Exogeneity” (with Ingmar Prucha) [Slides]
11:05 Paolo Zaffaroni (Imperial College Business School), “Generalized Least Squares Estimation of Panel with Common Shocks
11:40 Francesco Moscone (Brunel Business School), “Testing for Error Cross Section Independence in Panels” (with Elisa Tosetti)
12:15 Lunch
1:30 Steven Durlauf (University of Wisconsin), “Adoption Curves and Social Interactions” (with William Brock)
  Ulrich Müller (Princeton University), “Pre and Post Break Parameter Inference” (with Graham Elliot)
2:05 Joon J. Park (Texas A&M University), “Inference on Conditional Mean Models in Continuous Time: Theory and Application” [abstract]
3:15 Break
3:45 S. N. Lahiri (Texas A&M University), “On Pooled Block Bootstrap Estimation” (with Arnab Maity)
4:25 Sílvia Gonçalves (University of Montreal), “The Moving Blocks Bootstrap for Panel Linear Regression Models with Individual Fixed Effects
6:30 Dinner, Ibiza, 39 High Street
8:00 Continental Breakfast
9:00 Roger Moon (University of Southern California), “Likelihood Expansion for Panel Regression Models with Factors” (with Martin Weidner)
9:35 Jushan Bai (Columbia University), “Likelihood Approach to Small T Dynamic Panel with Interactive Effects” [Slides]
10:10 Break
10:30 C. Alan Bester (University of Chicago), “Fixed-b Asymptotics for Spatially Dependent Robust Nonparametric Covariance Matrix Estimators
11:05 Badi Baltagi (Syracuse University), “Spatial Panels” [abstract]
11:40 Nazgul Jenish (New York University), “Central Limit Theorems and Uniform Laws of Large Numbers for Dependent Random Fields” (with Ingmar R. Prucha)
12:15 Lunch
1:30 Martin Weidner (University of Southern California) “Inference on Panel Regression Models with Unknown Number of Factors” (with Roger Moon)
2:05 Xiaohong Chen (Yale University), “Efficient Estimation of Copula-Based Semiparametric Markov Models” (with Wei Biao Wu, and Yanping Yi)
2:40 Donald Andrews (Yale University), “Heteroskedasticity and Autocorrelation Robust Inference”


Jushan Bai (Columbia University)
Badi Baltagi (Syracuse University)
C. Alan Bester (University of Chicago)
Xiaohong Chen (Yale University)
Tim Conley (University of Chicago)
Steven Durlauf (University of Wisconsin)
Silvia Goncalves (University of Montreal)
Christian Hansen (University of Chicago)
Nazgul Jenish (New York University)
Guido Kuersteiner (University of California-Davis)
S.N. Lahiri (Texas A&M University)
Lung-fei Lee (Ohio State University)
Roger Moon (University of California-Davis)
Francesco Moscone (Brunel Business School)
Ulrich Mueller (Princeton University)
Serena Ng (Columbia University)
Joon Park (Texas A&M University)
Michael Stein (University of Chicago)
Martin Weidner (University of Southern California)
Paolo Zaffaroni (Imperial College Business School)

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.