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Inference in Nonstandard Problems

This event is part of CEME, and sponsored by NSF, NBER, and Cornell Economics Department

2013 Program

Wednesday May 29

9:30-10:00 Breakfast
10:00-10:50 Kirill Evdokimov, Princeton University
“Diagnostics for exclusion restrictions in instrumental variables estimation,” with D. Lee
11:00-11:50 Denis Nekipelov, UC Berkeley
“On uniform inference in nonlinear models with endogeneity,” with S. Khan
12:00-1:30 Lunch
1:30-2:20 Alexandre Belloni, Duke University Fuqua
“Robust inference in high dimensional sparse quantile regression models,” with V. Chernozhukov and K. Kato
2:30-3:20 Christoph Rothe, Columbia University
“Semiparametric estimation and inference using doubly robust moment conditions,” with S. Firpo
3:30-4:00 Coffee Break
4:00-4:50 Xun Tang, University of Pennsylvania
“On the informational content of special regressors in semiparametric binary response models,” with S. Chen and S. Khan
5:00-5:50 Brendan Beare, UCSD
“Asymptotic inference with the variance targeting estimator in the presence of infinite kurtosis,” with I. Vaynman
7:00- Conference Dinner

 

Thursday May 30

8:30-9:00 Breakfast
9:00-9:50 Konrad Menzel
“Large Matching Markets as Two-Sided Demand Systems”
10:00-10:50 Xiaoxia Shi, University of Wisconsin-Madison
“Estimating demand for differentiated products with error in market shares,” with A. Gandhi and Z. Lu
11:00-11:50 Suyong Song, University of Wisconsin Milwaukee
“Estimating production functions when capital input is measured with error,” with K. Kim and A. Petrin
12:00- Adjourn and lunch