Dr. Timothy Gronberg, Department Head :: 3035 Allen, College Station, TX 77843 :: (979) 845-7351 :: (979) 847-8757 fax
Thursday, May 23rd, 2013 :: 2:08 PM
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Archived Workshops

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1. This workshop is on a WEDNESDAY
2. Friday October 26 and Saturday October 27, 2012. See URL for link
3. This is the annual Texas Econometrics Camp being held at Rice University.
4. This workshop has been canceled
5. This workshop is at 3:00
6. Presentation is on a Wednesday from 5:00 PM - 6:30 PM.

Date Time Presenter(s) Presenter Affiliation Title
11/29/2012 3:30 PM Willa Chen TAMU "TBA"
11/15/2012 3:30 PM Jia Li Duke University "Robust Estimation and Inference for Jumps in Noisy High Frequency Data: A Local-to-Continuity Theory for the Pre-averaging Method"
10/31/20121 3:30 PM Degui Li Monash University (visiting Statistic Dept.) "A Flexible Semiparametric Model for Time Series"
10/26/20122 12:00 PM NBER/NSF Time Series Conference Texas A & M University  
10/25/2012 3:30 PM Hiroaki Kaido Boston University "Asymptotically Efficient Estimation of Models Defined by Convex Moment Inequalities"
10/4/2012 3:30 PM Patrik Guggenberger University California San Diego "Subset Inference in the Linear IV Model"
9/20/2012 3:30 PM Han Hong Stanford University "On the Asymptotic Distribution of the Transaction Price in a Clock Model of a Multi-Unit, Oral, Ascending-Price Auction within the Common-Value Paradigm"
4/19/2012 3:30 PM Xu Cheng University of Pennsylvania "Maximum Likelihood Estimation and Uniform Inference with Sporadic Identification Failure"
4/5/2012 3:30 PM Matias D Cattaneo University of Michigan "Robust Nonparametric Bias-Corrected Inference in the Regression Discontinuity Design"
3/30/2012 3:30 PM Shakeeb Khan Duke University --University of Texas "Information Structure and Statistical Information in Discrete Response Models"
3/22/2012 3:30 PM Jui-Chung Yang TAMU "Uniform Efficient Trend Estimation Under Week/Strong Correlation and Nonstationary Volatility"
3/8/2012 3:30 PM Chan Shen UT Medical Center "Determinants of Healthcare Decisions: Insurance, Utilization, and Expenditures" and "Semiparametric Selection Models with Binary Outcomes"
2/18/20123 8:00 AM Texas Econometrics Camp-Simon Gilchrist Boston University TBA
1/26/2012 3:30 PM Silvia Goncalves Universite de Montreal "Bootstrapping Factor-Augmented Regression Models"
11/18/20114 4:30 PM Xiaohong Chen Yale "TBA"
11/17/2011 4:30 PM Yoonseok Lee University of Michigan "Testing for Distributional Treatment Effects: A Set Identification Approach"
10/27/2011 4:30 PM Zhongwen Liang TAMU "Binary Response Correlated Random Coefficient Panel Data Models"
10/20/2011 4:30 PM Mehmet Caner North Carolina State University "A Near Minimax Risk Bound: Adaptive Lasso with Heteroskedastic Data in Instrumental Variable Selection"
10/13/20115 3:00 PM Badi Baltagi Syracuse University "Firm-level productivity Spillovers in China's Chemical Industry: A Spatial Hausman-Taylor Approach"
9/22/2011 4:30 PM Guangyi Ma TAMU "Empirical Likelihood Based Constrained Nonparametric Regression"
9/15/2011 3:30 PM Xun Tang University of Pennsylvania "Identification and Estimation of Discrete Bayesian Games with Multiple Equilibria Using Excluded Regressors"
4/21/2011 3:00 PM Federico Bandi Johns Hopkins Nonparametric Nonstationary Autoregression and Nonparametric Cointegrating Regression: Automated Bandwith Selection
4/14/2011 3:00 PM Elena Krasnokutskaya University of Pennsylvania "Multi-Attribute Auctions with Unobserved Heterogeneity in Supplier Qualities and Buyers' Tastes"
3/10/2011 3:00 PM Anna Mikusheva MIT One-dimensional Inferences in Autoregressive Models with the Potential of a Unit Root
3/9/20116 5:00 PM Cheng Hsiao University of Southern California A Panel Data Approach for Program Evaluation Measuring the Benefits of Political and Economic Integration of Hong Kong with Mainland China
12/13/2010 1:30 PM Juan Lin Visiting Scholar-TAMU Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions
12/8/2010 3:00 PM Pavlos Almanidis Rice University Banking Crises, Early Warning Models, and Efficiency
11/18/2010 3:00 PM David Tomas Jacho-Chavez Indiana University - Bloomington Identification and Estimation of Semiparametric Two Step Models
11/11/2010 3:00 PM James Hamilton University of California - San Diego The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment
11/4/2010 3:00 PM Baohong Sun Carnegie Melon A Dynamic Structural Analysis of Knowledge Sharing on Enterprise 2.0
10/19/2010 3:00 PM Peter Robinson London School of Economics CANCELLED
10/14/2010 3:00 PM Kirill Evdokimov Princeton University Identification and Estimation of A Nonparametric Panel Data Model with Unobserved Heterogeneity
10/7/2010 3:00 PM Hao Zhou Federal Reserve Board Systemic Risk Contributions
9/23/2010 3:00 PM Natalia Sizova Rice University Long-Horizon Return Regressions with Historical Volatility and Other Long Memory Variables
4/15/2010 3:00 PM Ted Juhl University of Kansas A Test for Slope Heterogeneity in Fixed Effects Models
4/8/2010 3:00 PM Feng Yao West Virginia University Efficient Semiparametric Instrumental Variable Estimation
3/11/2010 3:00 PM Robin Sickles Rice University A New Panel Data Treatment for Heterogeneity in Time Trends
11/12/2009 3:00 PM Badi Baltagi University of Syracuse Forecasting with Spatial Panel Data
10/15/2009 3:00 PM Hwansik Choi TAMU Model Selection Testing for Diffusion Processes with Applications to Interest Rate and Exchange Rate Models
10/13/2009 3:00 PM Jianjun Miao Boston University Ambiguity, Learning, and Asset Returns
4/30/2009 3:00 PM Yuichi Kitamura Yale University Robustness, Infinitesimal Neighborhoods, and Moment Restrictions
4/16/2009 3:00 PM Yoon-Jin Lee Indiana University A Loss Function Approach to Model Specification Testing and Its Relative Efficiency to the GLR Test
4/9/2009 3:00 PM Lutz Kilian University of Michigan Pitfalls in Estimating Asymmetric Effects of Energy Price Shocks
4/2/2009 3:00 PM Bertille Antoine Simon Fraser University Portfolio Selection with Estimation Risk: A Test-based Approach
3/26/2009 10:00 AM Benoit Perron University of Montreal Past Market Variance and the Cross-Section of Stock Returns
3/12/2009 3:00 PM Uwe Hassler Goethe-Universitat Frankfurt Effect of Temporal Aggregation on Persistence and Integration of Time Series
3/5/2009 3:00 PM Mehmet Caner N. Carolina State University The Validity of Instruments Revisited
2/26/2009 2:00 PM Nicholas Kiefer Cornell University Default Estimation, Correlated Defaults, and Expert Information
2/19/2009 3:00 PM Frank Schorfheide University of Pennsylvania DSGE Model-Based Forecasting of Non-Modelled Variables
12/4/2008 3:00 PM Daehee Jeong TAMU Testing and Estimating Continuous Time Asset Pricing Models: A Martingale Approach
11/20/2008 3:00 PM Patrik Guggenberger UCLA The Impact of A Hausman Pretest on the Asymptotic Size of A Hypothesis Test
11/13/2008 3:00 PM Kyoo-il Kim Univ. of Minnesota - Twin Cities Set Estimation and Inference with Models Characterized by Conditional Moment Inequalities
11/6/2008 3:00 PM Mototsugu Shintani Vanderbilt University Spurious Regressions in Technical Trading and Momentum or Contrarian?
10/30/2008 3:00 PM Willa Chen TAMU - Stat. Dept. The Restricted Likelihood in Econometrics: Applications to Autoregressive Models, Predictive Regressions and Multiple Time Series
10/16/2008 3:00 PM Alexei Onatski Columbia University Testing Hypotheses About the Number of Factors in Large Factor Models
10/9/2008 3:00 PM Vadim Marmer University of British Columbia Optimal Companion of Misspecified Moment Restriction Models
10/2/2008 3:00 PM Zongwu Cai Univ. of North Carolina - Charlotte Instability of Predictability of Asset Returns
9/25/2008 3:30 PM Bin Chen University of Pittsburgh Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression
9/19/2008 3:30 PM Stefan Jacewitz Texas A&M University Testing Stock Price Predictability Using Cauchy Estimator and Time Change
9/11/2008 3:00 PM Shinichi Sakata University of British Columbia m-Testing of Specification in Many Groups
9/4/2008 3:00 PM Joon Park TAMU Martingale Regression and Time Change
4/24/2008 3:00 PM Jack Porter University of Wisconsin Asymptotics for Statistical Treatment Rules
4/17/2008 3:00 PM Jason Abrevaya University of Texas - Austin Testing for Causal Effects in a Generalized Regression Model with Endogenous Regressors
4/11/2008 3:00 PM Yacine Ait-Sahalia Princeton University Estimating the Degree of Activity of Jumps in High Frequency Financial Data
4/3/2008 3:00 PM Chuan Goh University of Toronto Efficient Semiparametric Detection of Changes in Trend
3/27/2008 3:00 PM Keisuke Hirano University of Arizona Adaptive Design of Multiple Stage Experiments Using the Propensity Score
1/31/2008 3:15 PM Shin Kanawa University of Wisconsin-Madison TBA
1/22/2008 3:15 PM Seth Pruitt University of California-San Diego When Data Revisions Matter to Macroeconomics
TBA        

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