Skip to main content

Inference in Nonstandard Problems

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

2015 Program

Friday September 4

8:30-9:00 Breakfast – ILR CC 227

9:00-10:20 – ILR CC 229
Andres Santos               Overidentification in Regular Models
Yuanyuan Wan               Integrated-quantile-based Estimation and Testing for First-Price Auction Models

10:20-11:00 Coffee Break – ILR CC 227

11:00-12:20 – ILR CC 229
Konrad Menzel              Strategic Network Formation with Many Agents
Hiroaki Kaido                 Robust Confidence Regions for Incomplete Models

12:30-2:00 Lunch ILR CC 227

2:00-3:20 – ILR CC 229
Federico A. Bugni          Inference Under Covariate Adaptive Randomization
Kirill Evdokimov             Efficient Estimation with a Finite Number of Simulation Draws per Observation

3:20-4:00 Coffee Break – ILR CC 227

4:00-5:20 – ILR CC 229
Tim Armstrong             Unbiased Instrumental Variables Estimation Under Known First-Stage Sign  —  Appendix
Michal Kolesar              Finite-sample Optimal Inference in Nonparametric Models

6:30 Dinner – Mia’s Restaurant

 

Saturday September 5

8:30-9:00 Breakfast – ILR CC 227

9:00-10:20 – ILR CC 229
Jia Li                             Jump Regressions
Dacheng Xiu                Principal Component Analysis of High Frequency Data

10:20-11:00 Coffee Break – ILR CC 227

11:00-12:20 – ILR CC 229
Xu Cheng                     Uniform Asymptotic Risk of Averaging GMM estimator Robust to Misspecification
José Montiel Olea       On the Maximum and Minimum Response to an Impulse in SVARs

12:30 Lunch – ILR CC 227