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Econometrics and Statistics Summer Symposium 2001

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Thursday, August 2

11:00am, James Powell and Paul Ruud, UC Berkeley
Welcome Remarks

11:15am, George Judge, UC Berkeley
Ronald Mittelhammer, Washington State University
(with Ron Schoenberg, Aptech Systems, Inc.)
Empirical Evidence Concerning the Finite Sample Performance of EL-Type Structural Equation Estimators
[Abstract] [PDF]

1:30pm, Whitney Newey, Massachusetts Institute of Technology
Paul Ruud, UC Berkeley
Density-Weighted Least Squares

2:30pm, Richard Spady, Northwestern University
Guido Imbens, University of California, Berkeley
Higher-Order Asymptotic Theory in Generalized Empirical Likelihood Estimation

3:30pm, Andrew Chesher, University College London
Parameter Asymptotic Approximations in Econometrics
[Abstract] [PDF] [Slides, PDF]
[ Top ]
Friday, August 3

10:00am, Neil Shephard, Nuffield College, Oxford
(with Ole Barndorff-Nielsen, University of Aarhus)
Higher Order Variation and some of its Uses in Financial Econometrics

11:00am, Douglas Steigerwald, UC Santa Barbara
(with Richard Vagnoni, University of California, Santa Barbara)
Identifying the Sources of Financial Volatility
[Abstract] [PDF]

1:30pm, Jushan Bai, Boston College
(with Serena Ng, Johns Hopkins University)
Testing for Common and Idiosyncratic Stochastic Trends in Large Dimensional Panels

2:30pm, Donald Andrews, Yale University
Higher-order Improvements of the Parametric Bootstrap for Markov Processes
[Abstract] [PDF]

3:30pm, David Freedman, UC Berkeley
On Specifying Graphical Models for Causation, and the Identification Problem

4:30pm, Tom Rothenberg, UC Berkeley
Incredible Structural Inference
[ Top ]
Saturday, August 4

10:00am, Jacques Mairesse, INSEE-CREST
Bronwyn Hall, UC Berkeley
Testing for Unit Roots in Panels with Fixed T

11:00am, Arthur Goldberger, University of Wisconsin
Structural Equation Models in Behavior Genetics
[Abstract] [PDF]
[ Top ]
Monday, August 6

10:00am, Eugene Savin, University of Iowa
(with Allan H. Wurtz, University of Aarhus)
Testing the Semiparametric Box-Cox Model with the Bootstrap
[Abstract] [PDF]

11:00am, Jefferey Wooldridge, Michigan State University
Unobserved Heterogeneity and Estimation of Average Partial Effects

1:30pm, Andrew Harvey, University of Cambridge
A Unified Approach to Testing for Stationarity and Unit Roots
[Abstract] [PDF]

2:30pm, James Stock, Harvard University
(with Motohiro Yogo, Harvard University)
Testing for Weak Instruments in Linear IV Regression with Two or More Endogenous Regressors
[Abstract] [PDF]

3:30pm, Oliver Linton, London School of Economics
(with Hidehiko Ichimura, University College London)
Trick or Treat: Asymptotic Expansions for some Semiparametric Program Evaluation Estimators
[ Top ]
Tuesday, August 7

10:00am, Whitney Newey, Massachusetts Institute of Technology
Richard Smith, University of Bristol
Higher Order Properties of GMM and GEL Estimators
[Abstract] [PDF]

11:00am, Samuel Thompson, Harvard University
Robust Confidence Intervals for Autoregressive Coefficients Near One
[Abstract] [PDF]

1:30pm, Michael Jansson, UC Berkeley
Another Test of the Null Hypothesis of Cointegration

2:30pm, James Powell, UC Berkeley
(with Bo Honoré, Princeton University)
Pairwise Difference Estimation of Nonlinear Models
[Abstract] [PDF]
[ Top ]

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Last Modified: August 1, 2001