2011 Greater New York Metropolitan Area Econometrics Colloquium


University of Pennsylvania

3730 Walnut Street
240 Huntsman Hall

Philadelphia, PA

United States
Colloquium logo Call for Papers (Closed)
Accommodations at Sheraton University City Hotel
Philadelphia Official Visitor Site



Saturday, December 3
8:30-9:00am Coffee, Opening Remarks
9:30-11:00am SESSION 1 - Chair: Frank Diebold
Cristina Fuentes-Albero, Rutgers University, "Methods for Computing Marginal Data Densities from the Gibbs Output"
Andriy Norets, Princeton University, "Bayesian Regression with Nonparametric Heteroskedasticity"
Yuya Sasaki, Brown University, "Heterogeneity and Selection in Dynamic Panel Data"
11:00-11:20am Coffee Break
11:20-12:40pm SESSION 2 - Chair: Frank Diebold
Konard Menzel, NYU, "Robust Decisions for Incomplete Structural Models of Social Interactions"
Arie Beresteanu, University of Pittsburgh, "Quantile Regression with Interval Outcome Data: Identification and Estimation" 
12:40-2:00pm Lunch (Catered)
2:00-3:20pm SESSION 3 - Chair: Frank Schorfheide

Frank Kleibergen, Brown University, "Identification in linear dynamic panel data models"
Tara Sinclair, George Washington University, "A Likelihood Ratio Test of Stationarity Based on a Correlated Unobserved Components Model"
3:20-3:40pm Coffee Break
3:40-5:00pm SESSION 4 - Chair: Frank Schorfheide
Ulrich Mueller, Princeton University, "Nearly Optimal Tests when a Nuisance Parameter is Present Under the Null Hypothesis"
Blaise Melly, Brown University, "Nonseparable Sample Selection Models"
5:30-7:30pm Happy Hours: Beers at City Tap (40th and Walnut)


See program for speaker information