Some Advances in Econometrics
June 11-12, 2012
Organizer: Xiaohong Chen
MONDAY | |
8:00 | Continental Breakfast |
SESSION 1. Chaired by Donald Andrews | |
9:00 | James Stock (Harvard), “Inference in Structural VARs with External Instruments” (with José Luis Montiel Olea and Mark W. Watson) (Abstract) |
9:50 | Break |
10:05 | Serena Ng (Columbia), “Constructing Common Factors from Continuous and Categorial Data” |
11:00 | Guido Kuersteiner (Georgetown), The Causal Effect of Fed Target Shifts on the Yield Curve: A Semiparametric Response Analysis” (with Joshua Angrist and Oscar Jorda) |
11:50 | Lunch |
SESSION 2. Chaired by Graham Elliott | |
1:00 | Eric Renault (Brown), “Variance Targeting for Heavy Tailed Time Series” (with Jonathan B. Hill) [Slides] |
1:50 | Break |
2:05 | Qi-man Shao (Hong Kong University), “On Control of False Discovery Rate under Dependence” (with Weidong Liu) (Abstract) |
3:00 | Anna Mikusheva (MIT), “A Geometric Approach to Weakly Identified Econometric Models” (with Isaiah Andrews) |
3:50 | Break |
SESSION 3. Chaired by Yixiao Sun | |
4:05 | Jiti Gao (Monash University, Australia), “Estimation and Specification in Nonlinear Nonstationary Time Series Models” (Abstract) |
5:00 | Victor Chernozhukov (MIT), Inference on Treatment Effects After Selection amongst High-Dimensional Controls” (with Alexandre Belloni and Christian Hansen) |
7:00 | Dinner, Ibiza Restaurant, 39 High Street |
TUESDAY | |
8:00 | Continental Breakfast |
SESSION 4. Chaired by Yuichi Kitamura | |
9:00 | Manuel Arellano (CEMFI, Madrid), “Random Effects Quantile Regression” |
9:50 | Break |
10:05 | Ulrich Müller (Princeton), “Credibility of Confidence Sets in Nonstandard Econometric Problems” (with Andriy Norets) |
11:00 | Patrik Guggenberger (UCSD), “A Proof of the Correct Asymptotic Size of the LM and CLR Test Without Identification Assumptions” |
11:50 | Lunch |
SESSION 5. Chaired by Bo Honore | |
1:00 | Whitney Newey (MIT), Individual Heterogeneity and Average Welfare” |
1:50 | Break |
2:05 | Han Hong (Stanford), “The Asymptotic Distribution of Estimators with Overlapping Simulation Draws” (with Tim Armstrong and A Ronald Gallant and and Huiyu Li) |
3:00 | Donald Andrews (Yale), “Similar-on-the Boundary Tests for Moment Inequalities Exist, But Have Very Poor Power” |
3:50 | Break |
SESSION 6. Chaired by James Powell | |
4:05 | Rosa Matzkin (UCLA), “On Independence Assumptions in Simultaneous Equations Models” |
5:00 | Elie Tamer (Northwestern), “Inference in a Finite Mixture Model with Application to Experimental Data” (with X. Chen and M. Ponomareva) |
Attendees |
||
Abadie, Alberto Andrews, Donald W.K. Arellano, Manuel Armstrong, Timothy Beare, Brendan Canay, Ivan Chen, Xiaohong Cheng, Xu Chernozhukov, Victor Ching, Andrew Elliott, Graham Evdokimov, Kirill Gandhi, Amit Gao, Jiti Guggenberger, Patrik |
Hong, Han Honore, Bo Khan, Shakeeb Kitamura, Yuichi Kleibergen, Frank Kuersteiner, Guido Liao, Zhipeng Matzkin, Rosa Meghir, Costas Mikusheva, Anna Müller, Ulrich Newey, Whitney Ng, Serena Norets, Andriy |
Otsu, Taisuke Pouzo, Demian Powell, James Qu, Zhongjun Renault, Eric Santos, Andres Shaikh, Azeem Shao, Qi-man Shi, Xiaoxia Stock, James Sun, Yixiao Tamer, Elie Torgovitsky, Alexander Vytlacil, Edward Zhou, Harrison |
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 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
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 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:
- Complete only Section 1 of the International Information Form (IIF Instructions, pages 3-4 of form)
IF YOU HOLD A G4/H-1B/J1/01 VISA:
- Complete the W-8BEN Form (W-8BEN Instruction Sheet)
- Complete only Section 1 of the International Information Form (IIF Instructions, pages 3-4 of form)
IF YOU HOLD A F1 VISA:
- Provide a copy of your I-94
- Complete the W-8BEN Form (W-8BEN Instruction Sheet)
- Complete only Section 1 of the International Information Form (IIF Instructions, pages 3-4 of form)
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
- Cowles Director: Larry Samuelson
- Conference Coordinator: Darlene Smith
- Administrative Director: Sue Maher
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
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
- Yale University Art Gallery (free admission)
- Yale Center for British Art (free admission)
- Yale Peabody Museum of Natural History (free with valid Yale ID)
- Beinecke Rare Book and Manuscript Library (open to the public)
- Yale Campus Tour
New Haven Attractions
- International Festival of Arts and Ideas (June Summer Festival)
- The New Haven Museum
- Knights of Columbus Museum
- East Rock Park (Map)
- Lighthouse Point Park
- New Haven Information Site
Performing Arts
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.
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:
- Police & Fire
- Emergency: 911
- Yale Police: 203-432-4400
- Security
- 203-785-5555
- Yale Health - Acute Care
- 203-432-0123
- Yale-New Haven Hospital
- 203-688-4242
- Facilities
- 203-432-6888
- Environmental Health & Safety
- 203-785-3555
- International Travel Emergencies
- 203-785-5555 (24-hour)
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.