Greater NY Metropolitan Area Econometrics Colloquium

Brown University, December 12, 2009

Location: Mencoff Hall, 68 Waterman Street, Providence

Program

8.30-9.30 Continental Breakfast

9:30-10.45 Session 1. Chair: Frank Kleibergen (Brown University)

Herman Bierens, Penn State University

Semi-Nonparametric Estimation of Independently and Identically Repeated First-Price Auctions via an Integrated Simulated Moments Method

Kevin Song, University of Pennsylvania

Point Decisions for Interval-Identified Parameters

Arie Beresteanu, Duke University

Sharp Identification Regions in Games

10.45-11.15 Coffee

11.15-12.30 Session 2. Chair: Blaise Melly (Brown University)

Kyrill Evdokimov, Yale University

Identification and Estimation of a Nonparametric Panel Data Model with Unobserved Heterogeneity

Xiaoxia Shi, Yale University

Model Selection Tests for Nonnested Moment Inequality Models

Konrad Menzel, New York University

Estimation of Auctions with Incomplete Bidding Data

12.30-2.00 Lunch

2.00-3.15 Session 3. Chair: Stefan Hoderlein (Brown University)

Stephane Bonhomme, CEMFI and New York University

Functional Differencing

Joris Pinkse, Penn State University

Cube-Root-N and Faster Convergence, Laplace Estimators and Uniform Inference

Dennis Kristensen (Columbia University)

Higher Order Improvements for Approximate Estimators

3.15-3.45 Coffee

3.45-4.30 Session 4. Chair: Sophocles Mavroeidis (Brown University)

Ullrich Mueller, Princeton University

Risk of Bayesian Inference in Misspecified Models and the Sandwich Covariance Matrix

Alexei Onatski, Columbia University

Unit Roots in White Noise

5.00 Drinks and dinner in Parkside, 76 South Main Street, Providence