Econometrics Seminar; Fall 2009

Time: Friday from 4:00 to 5:30PM

Room: SSW 315

September 11: Russell Davidson (McGill and GREQAM): "Reliable Inference for the Gini Index".

September 18: Katsumi Shimotsu (Queen's and Hitotsubashi): "Sequential Estimation of Structural Models with a Fixed Point Constraint" (supplement available here)

September 25: Shinsuke Ikeda (BU): "Multivariate Two Scale Realized Kernels".

October 2: Barbara Rossi (Duke): "Model Comparisons in Unstable Environments".

October 9: Tatsushi Oka: "Nonparametric Estimates of Regression Quantiles with Discontinuities".

October 16: Sung Jae Jun (Penn State): "Cube-Root-N and Faster Convergence, Laplace Estimators, and Uniform Inference".

October 23: No Seminar.

October 30: Keisuke Hirano (U. of Arizona): "Impossibility Results for Nondifferentiable Functionals".

November 6: Stefan Hoderlein (Brown): "Endogenous Semiparametric Binary Choice Models with Heteroskedasticity".

November 13: Elie Tamer (Northwestern U.): TBA.

November 20:  Azeem Shaikh (Chicago): "On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions".

November 27: No seminar (Thanksgiving break).

December 4: Han Hong (Stanford): TBA.

December 11: TBA.