Citibank Workshop in Econometrics
Tuesdays, 4:00 pm-5:30 pm, Robinson Hall 301. Organized by Eric Renault, Susanne Schennach & Adam McCloskey.
September 9, 2014
David Frazier (Monash University)
September 16, 2014
"Conditional Linear Combination Tests for Weakly Identified Models"
Isaiah Andrews (Harvard)
September 23, 2014
Individual Heterogeneity and Average Welfare.
Whitney Newey (MIT)
September 30, 2014
Andres Santos (UCSD)
October 7, 2014
"Uniform Asymptotic Risk for Averaging GMM Estimator Robust to Misspecification"
Xu Cheng (University of Pennsylvania)
October 14, 2014
Philipp Ketz (Brown)
October 21, 2014
“Likelihood Ratio Based Tests for Markov Regime Switching”
Zhongjun Qu (Boston University)
October 28, 2014
"Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM"
Frank DiTraglia (University of Pennsylvania)
November 4, 2014
"Estimation of Bargaining with Uncommon Beliefs with an Application in Medical Malpractice Lawsuits"
Xun Tang (Rice University)
November 11, 2014
Additional Moment Condition Tests
Richard Smith (Cambridge University)
November 18, 2014
"On the Maximum and Minimum Response to an Impulse in SVARs"
Jose Luis Montiel Olea (New York University)
December 2, 2014
Neil Shephard (Harvard)