Citibank Workshop in Econometrics
Tuesdays, 4:00 pm-5:30 pm, Robinson Hall 301. Organized by Eric Renault, Susanne Schennach & Adam McCloskey.
September 10, 2013
ʺWhat Drives the Vix and the Volitility Risk Premium?ʺ
Eric Ghysels (UNC Chapel Hill)
September 24, 2013
"Credibility of Condence Sets in Nonstandard Econometric Problems" -Full
Andriy Norets (Princeton)
October 15, 2013
"Inference for Functions of Partially Identified Parameters in Moment Inequality Models"
Federico Bugni (Duke)
October 18, 2013
"A Direct Approach to Inference in Nonparametric and Semiparametric Quantile Models"
Yanqin Fan (University of Washington)
October 29, 2013
"Inference about Extreme Quantiles and Tail Conditional Expectations"
Ulrich Mueller (Princeton)
November 12, 2013
"Spot Variance Regressions"
Dacheng Xiu (Chicago Busines School)
November 19, 2013
"A Geometric Approach to Weakly Identi fied Econometric Models"
Anna Mikusheva (MIT)
Isaiah Andrews (MIT)