Econometrics Workshop
Fall 2007

Department of Economics, Columbia University
420 West 118th Street, New York, NY 10027

Default Meeting Time and Place:
When: Thursday 2:30--4:00
Where: 1027
International Affairs Building

Note that the seminar will sometimes meet at alternative times and locations, see below.

Econometrics Workshop Questions : Alexei Onatski (ao2027@columbia.edu)

Direction to University
Campus Map
Campus Map for International Affairs Building

Sept 13

Marcelo Moreira
(Harvard)

A Maximum Likelihood Method for the Incidental Parameter Problem

Thursday, 2:30-4pm, IAB 1027

Sept 20

Han Hong
(Stanford)

Semiparametric Efficiency in Nonlinear LATE Models

Thursday, 2:30-4pm, IAB 1027

Sept 27

Norman Swanson
(
Rutgers)

Simulation Based Tests for Diffusion Processes

Paper1, Paper2

Thursday, 2:30-4pm, IAB 1027

Oct 4

No meeting

No meeting

No meeting

Oct 11

Joon Park
(
Texas A&M)

Spatial analysis of time series

Thursday, 2:30-4pm, IAB 1027

Oct 18

Guido Kuersteiner
(UC Davis)

Estimator Averaging for Two Stage Least Squares

Thursday, 2:30-4pm, IAB 1027

Oct 19

Whitney Newey
MIT

TBA

FRIDAY!!! 4:00-6:00 p.m.

Joint with NYU, held at NYU

in Room 517 of 19 W. 4th St.

Oct 25

Lutz Kilian
(Michigan)

Not All Oil Price Shocks Are Alike

Thursday, 2:30-4pm, IAB 1027

Nov 1

Robert de Jong
(Ohio State)

The asymptotics of long-run parameters

Thursday, 2:30-4pm, IAB 1027

Nov 8

Bruce Hansen
(Wisconsin)

Model Averaging

Bruce E. Hansen Econometrics Seminar

Thursday, 2:30-4pm, IAB 1027

Monday
Nov 12

Yoonkyung Lee
(Ohio State)

TBA

MONDAY!!!

Joint with Columbia Statistics Department

Nov 15

Oliver Linton

TBA

Thursday, 2:30-4pm, IAB 1027

Nov 29

Victoria Zinde-Walsh
(McGill)

Test of singularity and the degree of smoothness of a distribution function

Thursday, 2:30-4pm, IAB 1027

Dec 5

Patrick Guggenberger
UCLA

TBA

WEDNESDAY!!!, 1:00-2:00pm, TBA

Econometrics lunch seminar

Dec 6

Jean-Marc Robin
Paris I

Assessing the Equalizing Force of Mobility Using Short Panels: France, 1990-2000An International Comparison of Lifetime Labor Income Values and Inequality

Thursday, 2:30-4pm, IAB 1027