"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/
Session 1
Bruce Hansen
University of Wisconsin, Madison
The Asymptotic IMSE of Averaging Series Regression (PDF)
Kei Hirano
University of Arizona
Forecasting with Model Uncertainty: Representations and Risk Reduction (PDF)
Session 2
Juan Carlos Escanciano
Indiana University
Nonparametric Euler Equation Identification and Estimation (PDF)
Session 3
Xu Cheng
University of Pennsylvania
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities (PDF)
Sukjin Han
University of Texas at Austin
Estimation and Inference with a (Nearly) Singular Jacobian (PDF)
Session 4
Bernd Fitzenberger
Humboldt University Berlin
The Effects of Training Incidence and Duration on Labor Market Transitions (PDF)
Eric Gautier
Toulouse School of Economics
Inference on Social Effects when the Network is Unknown using Convex or Linear Programming (PDF)
Session 5
Alex Torgovitsky
Northwestern University
PIES: Partial Identification by Extending Subdistributions (PDF)
Session 6
Marcelo Moreira
Fundação Getúlio Vargas
Optimal Two-Sided Tests for Instrumental Variables Regression with Heteroskedastic and Autocorrelated Errors (PDF)
Joon Park
Indiana University
Understanding Regressions with Observations Collected at High Frequency over Long Span
