Greater New York Metropolitan Area Econometrics Colloquium

December 2, 2006

Coordinators: Yuichi Kitamura and Taisuke Otsu

8:30 Coffee, Opening Remarks
9:00 SESSION 1. TIME SERIES — Chair: Bruce Hansen
  Jushan Bai (NYU), “Panel Cointegration with Global Stochastic Trends” (with Chihwa Kao & Serena Ng)
  Ulrich Mueller (Princeton University), “t-statistic Based Correlation and Heterogeneity Robust Inference” (with Rustam Ibragimov)
  Haipeng Xing (Columbia University),”Stochastic Change-Point ARX-GARCH Models and their Applications to Econometric Time Series”
10:30 Break
10:45 SESSION 2. MICROECONOMICS — Chair: Jean-Marc Robin
  Debopam Bhattacharya (Dartmouth College & Yale University), “Inferring Optimal Resource Allocation from Experimental Data
  Dylan Small (University of Pennsylvania), “Sensitivity Analysis for Instrumental Variables Regression with Overidentifying Restrictions
  Gautam Tripathi (University of Connecticut), “Estimating Linear Functionals of Nonparametric Regression Models with Endogenous Regressors” (with T. Severini)
12:15 Lunch
  Brendan Beare (Yale University), “Copulas and Temporal Dependence
  Alfred Galichon (Harvard University & Columbia University), “The Dilation Bootstrap” (with Marc Henry)
  Demain Pouzo (NYU), “Efficient Estimation of Semi/Nonparametric Conditional Moment Models with Nonsmooth Moments” (with Xiaohong Chen)
  Ke-Li Xu (Yale University), “Empirical Likelihood Based Inference of Nonlinear Diffusions”
3:15 Break
  Donald Andrews (Yale University), “Hybrid and Size-Corrected Subsample Methods” and “The Limit of Finite-Sample Size and a Problem with Subsampling” (both with Patrik Guggenberger)
  Aureo de Paula (University of Pennsylvania), “Interdependent Durations” (with Bo Honore)
  Dennis Kristensen (Columbia University), “Nonparametric Filtering of the Realised Spot Volatility: A Kernel-based Approach”
  Kevin Song (University of Pennsylvania), “Testing Conditional Independence using Conditional Martingale Transforms
6:30 Dinner, Scoozzi Trattoria and Wine Bar


Donald Andrews (Yale)
Andres Aradillas (Princeton)
Jushan Bai (NYU)
Debopam Bhattacharaya (Dartmouth and Yale)
Xiaohong Chen (NYU)
Robert Engle (NYU)
Eric Gautier (Yale)
Bill Greene (NYU)
Bruce Hansen (U-WI Madison)
Marc Henry (Columbia
Rustam Ibragimov (Harvard)
Yuichi Kitamura (Yale)
Frank Kleibergen (Brown)
Dennis Kristensen (Columbia)
Sophocles Mavroeidis (Brown)
Ulrich Mueller (Princeton)
Alexei Onatski (Columbia)
Taisuke Otsu (Yale)
Aureo de Paula (U-Penn)
Peter Phillips (Yale)
Gonzalo Rangel (NYU)
Jean-Marc Robin (Univ. of Paris)
Bernard Salanie (Columbia)
Azeem Shaikh (Univ. of Chicago & Yale)
Dylan Small (Wharton)
Kevin Song (U-Penn)
Joerg Stoye (NYU)
Gautam Tripathi (U-Conn)
Ed Vytlacil (Columbia)
Zhijie Xiao (Boston College)
Haipeng Xing (Columbia)

Brown University
Columbia University
New York University
Princeton University
Rutgers University
University of Connecticut
University of Pennsylvania
Yale University

Brendan Beare (Yale)
Xu Cheng (Yale)
Wei Dou (Yale)
Yaxin Duan (Yale)
Kirill Evdokimov (Yale)
Alfred Galichon (Columbia and Harvard)
Seik Kim (Yale)
Toru Kitagawa (Brown)
Huaming Peng (Yale)
Demain Pouzo (NYU)
Xiaoxia Shi (Yale)
Ke-Li Xu (Yale)
Mingyuan Zhang (Wharton)

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, e.g., or

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.