Econometric Research Program


Oskar Morgenstern Memorial Seminar Fall 2009
Tuesdays: 2:40 - 4:00pm 200 Fisher Hall


September 22, 2009	Oliver Linton, London School of Economics, "Nonparametric Estimation of a Polarization Measure", joint with Gordon Anderson and Yoon-Jae Whang.
September 29, 2009	Bryan Graham, U of California, Berkeley, "Identification and estimation of `irregular' correlated random coefficient models"
October 6, 2009	Ulrich Mueller, Princeton University, "Risk of Bayesian Inference in Misspecified Models, and the Sandwich Covariance Matrix".
October 13, 2009	Geert Dhaene, K.U. Leuven, "Split-panel Jackknife Estimation of Fixed-effect Models", joint with Koen Jochmans.
October 20, 2009	Werner Ploberger, Washington University, "Rate-optimal Tests for Jumps in Diffusion Processes".
October 27, 2009	Martin Burda, U of Toronto, "Understanding Choice Intensity: A Poisson > Mixture Model with Logit-based Random Utility Selective Mixing".
November 3, 2009	Fall Recess
November 10, 2009	Department Wide Seminar Week
November 17, 2009	Jean-Marc Robin, Université de Paris 1, "Labour Market Dynamics with Sequential Auctions and Heterogeneous Workers (On the Dynamics of Wage Distributions and the Unemployment Volatility Puzzle)", joint with Industrial Relations.
November 24, 2009	Azeem Shaikh, U of Chicago, "On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions".
December 1, 2009	Dennis Kristensen, Columbia University, "Semi-Nonparametric Estimation and Testing of Time-Varying Regression Models" and "Testing Conditional Factor Models".
December 8, 2009	Joris Pinkse, Penn State, "Cube-Root-N and Faster Convergence, Laplace Estimators, and Uniform Inference", joint with Sung Jae Jur and Yuanyuan Wan.