Econometrics Workshop
Spring 2008

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 (IAB)

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

Organizer: Dennis Kristensen (dk2313@columbia.edu)

Directions to Campus
Campus Map
Campus Map for International Affairs Building

Date

Speaker

Title

Time and Place

Feb 21

Andriy Norets
(Princeton)

Inference in Dynamic Discrete Choice Models with Serially Correlated Unobserved State Variables

Thu 2:30-4pm, IAB 1027

Feb 28

Victor Aguirregabiria
(UToronto)

Another Look at the Identification of  Dynamic Discrete Decision Processes: With an Application to Retirement Behavior

Thu 2:30-4pm, IAB 1027

Mar 06

Adonis Yatchew
(UToronto)

Nonparametric Least Squares Estimation in Derivative Families

 

Nonparametric Estimation When Data on Derivatives Are Available

Thu 2:30-4pm, IAB 1027

Mar 13

-

-

-

Mar 20

Spring recess

-

-

Mar 27

Silvia Goncalves
(UMontreal)

Improved Methods of Inference for Realized Volatility-like Statistics

Paper 1   Paper 2

Thu 2:30-4pm, IAB 1027

Apr 03

Roger Koenker
(Urbana-Champaign)

Quasi-Concave Density Estimation

Thu 2:30-4pm, IAB 1027

[Joint with NYU]

Apr 10

Hashem Pesaran
(Cambridge)

Infinite Dimensional VARs and Factor Models

Thu 2:30-4pm, IAB 1027

[Joint with NYU]

Apr 17

Ivan Fernandez-Val
(Boston U)

Inference on Counterfactual Distributions

Thu 2:30-4pm, IAB 1027

Apr 24

Andres Aradillas-Lopez (Princeton)

Using Rationalizable Bounds for Conditional Choice Probabilities as Control Variables

Thu 2:30-4pm, IAB 1027

May 01

Yuichi Kitamura
(Yale)

Nonparametric Estimation in Random Coefficients Binary Choice Models

Thu 2:30-4pm, IAB 1027

May 08

Martin Browning
(Oxford)

Dynamic Discrete Choice Models with Maximal Heterogeneity

Thu 2:30-4pm, IAB 1027