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"Frontiers of Theoretical Econometrics"

Datum: 01.-02.08.2015

International Conference on

"Frontiers of Theoretical Econometrics"

In celebration of Prof. Don Andrews' (Yale University) 60th birthday 80 leading Econometricians from around the world come together at Konstanz University for a one and half day long conference to exchange new ideas in theoretical Econometrics. In 16 presentations and in two poster sessions cutting edge research is presented spanning a wide range of topics in Econometrics on estimation, inference, and forecasting in point and partially identified models that cover cross sectional, time series, and panel data.

Links:

http://www.wiwi.uni-konstanz.de/econometrics/econometrics-conference-2015/startpage/

Poster Presentations

Session 1

Russel Davidson

McGill University

A Discrete Model for Bootstrap Iteration (PDF)

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Bruce Hansen

University of Wisconsin, Madison

The Asymptotic IMSE of Averaging Series Regression (PDF)

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Kei Hirano

University of Arizona

Forecasting with Model Uncertainty: Representations and Risk Reduction (PDF)

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Session 2

Ariel Pakes

Harvard University

Moment Inequalities for Multinominal Choice with Fixed Effets (PDF)

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Juan Carlos Escanciano

Indiana University

Nonparametric Euler Equation Identification and Estimation (PDF)

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Session 3

Xu Cheng

University of Pennsylvania

Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities (PDF)

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Sukjin Han

University of Texas at Austin

Estimation and Inference with a (Nearly) Singular Jacobian (PDF)

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Session 4

Bernd Fitzenberger

Humboldt University Berlin

The Effects of Training Incidence and Duration on Labor Market Transitions (PDF)

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Eric Gautier

Toulouse School of Economics

Inference on Social Effects when the Network is Unknown using Convex or Linear Programming (PDF)

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Session 5

Xiaohong Chen

Yale University

Overidentification in Regular Models (PDF)

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Joerg Stoye

Cornell University

Inference on Projections of Identified Sets (PDF)

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Alex Torgovitsky

Northwestern University

PIES: Partial Identification by Extending Subdistributions (PDF)

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Session 6

Marcelo Moreira

Fundação Getúlio Vargas

Optimal Two-Sided Tests for Instrumental Variables Regression with Heteroskedastic and Autocorrelated Errors (PDF)

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Joon Park

Indiana University

Understanding Regressions with Observations Collected at High Frequency over Long Span

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Jim Stock

Harvard University

HAR Inference: Recommendations for Practice (PDF)

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