A Celebration of Peter Phillips' Forty Years at Yale

October 19-20, 2018

Location: Yale School of Management 
Evans Hall, 165 Whitney Ave., Room 2400
[Hotel Map - Building Map]

Organizers: Donald Andrews and Yuichi Kitamura

*Presenter                                                                                          Program (PDF)

Friday, October 19
Session: Dependent Processes
8:00am to 8:50am Registration and Breakfast
8:50am to 9:00am Welcome
10:30am to 11:00am Coffee Break
Session: Nonparametrics/Semiparametrics
3:30pm to 4:00pm Coffee Break
Session: Nonstationary Time Series
6:30pm Dinner - Union League Cafe, 1032 Chapel Street [Map]
Saturday, October 20
Session: Small Sample Theory
8:30am to 9:30am Breakfast
10:30am to 11:00am Coffee Break
Session: Applied Time Series
12:30pm to 2:00pm Lunch - Beinecke Terrace Room
Session: Regularization With Dependent Data
3:30pm to 4:00pm Coffee Break
Session: Time Series Theory
5:30pm to 7:00pm Reception - The Forum, Room 1400


Karim Abadir (Imperial College London)
Ming Li (Yale University)
Christine Amsler (Michigan State University)
Zhipeng Liao (UCLA)
Torben G. Andersen (Kellog School of Management at Northwestern)
Offer Lieberman (Bar-Ilan University)
Donald Andrews (Yale University)
Oliver Linton (University of Cambridge)
Timothy Armstrong (Yale University)
Mico Loretan (Swiss National Bank)
Richard Baillie (Michigan State University)
Biao (Bill) Lu (Aspetuck Capital Management)
Federico Bandi (Johns Hopkins University)
Esfandiar Maasoumi (Emory University)
Brendan Beare (University of California, San Diego)
Tassos Magdalinos (University of Southampton)
Eric Becker (Intuit Inc.)
Vadim Marmer (University of British Columbia)
Dirk Bergemann (Yale University)
Alex Maynard (University of Guelph)
Steven Berry (Yale University)
Anna Mikusheva (Massachusetts Institute of Technology)
Irene Botosaru (University of Bristol)
Jordan Milev (NERA Economic Consulting )
William Brainard (Yale University)
Hyungsik Roger Moon (University of Southern California)
Anna Bykhovskaya (Yale University)
Giuseppe Moscarini (Yale University)
Lorenzo Caliendo (Yale University)
Chris Muris (University of Bristol)
Giuseppe Cavaliere (University of Bologna)
Thong Nguyen (Spring Creek Capital)
Yoosoon Chang (Indiana University at Bloomington)
Taisuke Otsu (London School of Economics and Political Science)
John Chao (University of Maryland at College Park)
Joon Park (Indiana University at Bloomington)
Xiaohong Chen (Yale University)
Kellin Pelrine (Yale University)
Xu Cheng (University of Pennsylvania)
Huaming Peng (Rensselaer Polytechnic Institute)
David Childers (Carnegie Mellon University)
Benoit Perron (Université de Montréal)
Jin Seo Cho (Yonsei University)
Peter C.B. Phillips (Yale University)
Timothy Christensen (New York University)
Werner Ploberger (Washington University in St. Louis)
Gregory Cox (Columbia University)
Benedikt Poetscher (Universität Vienna)
Manfred Deistler (Vienna University of Technology)
David Pollard (Yale University)
Bob Dimand (Brock University)
Vitor Possebom (Yale University)
Yaxin Duan (Goldman Sachs)
Peter Robinson (London School of Economics)
Steven Durlauf (University of Chicago)
Francesca Rossi (University of Verona)
Kirill Evdokimov (Massachusetts Institute of Technology)
Pentti Saikkonen (University of Helsinki)
Ray Fair (Yale University)
Larry Samuelson (Yale University)
Wayne Gao (Yale University)
Peter Schmidt (Michigan State University)
Liudas Giraitis (Queen Mary University of London)
Frank Schorfheide (UPenn)
Patrik Guggenberger (Pennsylvania State University)
Myung Seo (Seoul National University)
Binbin Guo (The Vanguard Group)
Juwon Seo (National University of Singapore)
Phil Haile (Yale University)
Xiaoxia Shi (University of Wisconsin-Madison)
Sukjin Han (University of Texas at Austin)
Zhentao Shi (Chinese University of Hong Kong)
Bruce Hansen (University of Wisconsin-Madison)
Katsumi Shimotsu (Tokyo University)
Douglas Hodgson (Université du Québec à Montréal)
Richard J. Smith (University of Cambridge)
Cheng Hsiao (University of Southern California)
Kevin Song (University of British Columbia)
Jungbin Hwang (University of Connecticut)
Liangjun Su (Singapore Management University)
Rustam Ibragimov (Imperial College Business School)
Donggyu Sul (University of Texas at Dallas)
Michael Jansson (University of California, Berkeley)
Yixiao Sun (University of California, San Diego)
Ilze Kalnina (North Carolina State University)
Katsuto Tanaka (Gakushuin University)
Sid Kankanala (Yale University)
Robert Taylor (University of Essex)
Ioannis Kasparis (University of Cyprus)
Konstantin Tyurin (Investment Technology Group)
Yuichi Kitamura (Yale University)
Ed Vytacil (Yale University)
Al Klevorick (Yale University)
Qiying Wang (University of Sydney)
George Korniotis (University of Miami)
Yoon-Jae Whang (Seoul National University)
Sam Kortum (Yale University)
James Wolter (Lord, Abbett and Co.)
Guido Kuersteiner (University of Maryland at College Park)
Zhijie Xiao (Boston College)
Soonwoo Kwon (Yale University)
Ke-Li Xu (Indiana University at Bloomington)
Koohyun Kwon (Yale University)
Yuewu Xu (Fordham University)
Maria Kyriacou (University of Southampton)
Kohei Yata (Yale University)
Louise Laage (Yale University)
Jun Yu (Singapore Management University)
Yoonseok Lee (Syracuse University)
Harrison Zhou (Yale University)
Ji Hyung Lee (University of Illinois at Urbana-Champaign)

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 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.


  • 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.





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 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:

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.