Econometrics Workshop
Fall 2009

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)

Sep 17	Richard Crump	Optimal Conditional Inference in Nearly-Integrated Autoregressive Processes
Sep 24	Jack Porter	Impossibility results for nondifferentiable functionals
Oct 1	Marc Hallin	Dynamic factors in the presence of blocks Market liquidity as dynamic factors
Oct 8	No meeting
Oct 15	Geert Ghaene	Split-panel jackknife estimation of fixed-effect models
Oct 22	Costas Meghir	Matching, Sorting and Wages
Oct 29	Jim Stock	Forecasts for Time Series with Smooth Spectral Densities
Nov 5	Dukpa Kim	Estimating a Common Deterministic Time Trend Break in Large Panels with Cross-sectional Dependence
Nov 12	Taisuke Otsu	Large deviation approach for moment condition models Paper2
Nov 19	Cancelled
Nov 26	No meeting
Dec 3	Simon Lee	Nonparametric Tests of Conditional Treatment Effects. Available at: http://cowles.econ.yale.edu/P/cd/d17a/d1740.pdf
Dec 10	Yoon Seok Lee	Specification Test for Instrumental Variables Regression with Many Instruments