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 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.

FOR ALL PARTICIPANTS

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


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.