Metrics Study Group Schedule, 2009

          (Fridays 1:30 - 3:00, Seminar Room 203@70 Waterman)

 

 

All department members are welcome to attend. Topics will be posted to this web.

 

Date	Presenter	Topic
Mar 13	Yuya Sasaki	Andrew Chesher (2003) Identification of nonseparable models, Econometrica 71, 1405-1441.
Mar 20	Toru Kitagawa	Andrew Chesher (2005) Non parametric Identification under Discrete Variation, Econometrica 73, 1525-1550.
Mar 27	Yongsuk Lee	David Lee, "Randomized Experiments from Non-random Selection in U.S. House Elections, in Journal of Econometrics, 142(2) 675-697 Urquiola and Verhoogen, "Class-Size Caps, Sorting, and the Regression Discontinuity Design", AER forthcoming.
Apr 03	Zhaoguo Zhan	Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings, Abadie, Angrist and Imbens 2002
Apr 10	Yuya Sasaki	Chernozhukov and Hansen (2005) An IV model of quantile treatment effects, Econometrica 73, 245-261 Chernozhukov and Hansen (2006) Instrumental quantile regression inference for structural and treatment effect models, Journal of Econometrics 132, 491–525
Apr 24	Toru Kitagawa	Imbens and Newey, “Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity”
May 01	Yongsuk Lee	Honore and Lleras-Muney, "Bounds in Competing Risks Models and the War on Cancer", Econometrica, 2006.
June 12	Zhaoguo Zhan	Kleibergen and Paap, "Generalized reduced rank tests using the singular value decomposition",  Journal of econometrics 2006
June 19	Daeho Kim	McCrary, “ Manipulation of the running variable in the regression discontinuity design: A density test”,  Journal of econometrics 2008
June 25	Yuya Sasaki   Toru Kitagawa	Altonji and Matzkin (2005), “Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors,”  Econometrica, 73 (3), 1053-1102. A.P. Dawid, (2000) "Causal Inference Without Counterfactuals" (with comments), JASA, Vol 95, pp407-448.
July 3	Zhaoguo Zhan	J.Stock (1991),  "Confidence Intervals for the largest autoregressive root in U.S. macroeconomic time series", J. of Monetary Economics
	-	-
Sep 18	Zhaoguo Zhan	J.H.Wright, “Detecting lack of identification in GMM”, Econometric Theory, 2003 Inoue and Rossi, “Testing for weak identification in possibly nonlinear models”, 2008
Oct 9	Zhaoguo Zhan	“GMM with Many Weak Moment Conditions” Newey, W.K., Windmeijer, F., 2009, Econometrica
Nov 13	Yuya Sasaki	Bootstrap I
Nov 20	Zhaoguo Zhan	Bootstrap II
Nov 27	Yuya Sasaki	Bootstrap III
Dec 4	Zhaoguo Zhan	Bootstrap IV

 

 

 

Link to : Econometrics  Lunch

Last updated:  Nov., 2009