The Gregory C. Chow Econometrics Research Program-
Oskar Morgenstern Memorial Seminar

Fall 2004
Meets Tuesdays, 4:15-5:45 p.m. in 200 Fisher Hall


September 14, 2004 Graham Elliott, UCSD, "Predicting Binary Outcomes".

September 21, 2004 Jushan Bai, NYU, "Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictors".

September 28, 2004 No Seminar

* Wednesday,
October 6
4:15-5:45 PM
B-06 Fisher

Manuel Arellano, CEMFI, "Robust Likelihood Estimation of Dynamic Panel Data Models" joint with Javier Alvarez.

October 12, 2004 No Seminar

October 19, 2004 Aureo de Paula, Princeton University, "Social Interactions in a Synchronization Game".

November 2, 2004 Hong Li, Princeton University, "The Econometrics of the Lucas Critique".

November 9, 2004 Jerry Hausman, MIT, "A Semi-Parametric Duration Model with Heterogeneity that Does Need to be Estimated".

November 16, 2004 Piotr Eliasz, Princeton University, "Optimal Median Unbiased Estimation of Coefficients on Highly Persistent Regressors".

November 23, 2004 Kosuke Imai, Princeton University, "Parametric and Nonparametric Bayesian Models for Ecological Inference in 2 x 2 Tables".

November 30, 2004
Shakeeb Khan, Rochester University, "Inference in Duration Models with Censoring and Endogeneity".

December 7, 2004 James Heckman, University of Chicago, "Understanding Instrument Variables in Models with Essential Heterogeneity".