The Gregory C. Chow Econometric Research Program -
Oskar Morgenstern Memorial Seminar
Fall 2006
Meets Tuesdays, 2:40-4:10 p.m. in 200 Fisher Hall

September 19, 2006

John Geweke, University of Iowa "Smoothly Mixing Regressions", co-author Michael Keane.

 

September 26, 2006

Quang Vuong, Penn State University "Nonparametric Identification of Incentive Regulation Models", joint with Isabelle Perrigne.

 

October 3, 2006

Alexei Onatski, Columbia University "A Formal Test of the Number of Factors in Approximate Factor Models"

 

October 10, 2006

Joerg Stoye, New York University, "Minimax Regret Treatment Choice with Finite Samples".

 

October 17, 2006

Yacine Ait-Sahalia, Princeton University, "Testing for Jumps in a Discretely Observed Process", joint with Jean Jacod.


Novermber 7, 2006

Michael Brandt, Duke University, "Linear Approximations and Tests of Conditional Pricing Models", joint with David Chapman, Boston College.

 

November 14, 2006

Herman Bierens, Penn State University, "Semi-Nonparametric competing Risks Analysis of Recidivism".

 

November 2, 2006

Frank Kleibergen, Brown University,"Subset Statistics in the Linear IV Regression Model"

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November 28, 2006

Jinyong Hahn, University of California, Los Angeles,"Adaptive Design of Multiple Stage Experiments Using the Propensity Score", joint with Keisuke Hirano, Arizona and Dean Karlan, Yale. (paper is a work in progress)

 

December 5, 2006

Michael Jansson, UC Berkeley, "Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors".

 

December 12, 2006

Han Hong, Duke University, "Estimating Static Models of Strategic Interactions" and "Semiparametirc Estimation of a Dynamic Game".