2011 Greater New York Metropolitan Area Econometrics Colloquium
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Conference
University of Pennsylvania
3730 Walnut Street
240 Huntsman Hall
240 Huntsman Hall
Philadelphia, PA
19104
United States
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Call for Papers (Closed) Participants Accommodations at Sheraton University City Hotel Philadelphia Official Visitor Site |
Program
| 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) |