Meets Tuesdays from 2:40-4:10 p.m. in 200 Fisher Hall
September 19
John Geweke, University of Iowa "Smoothly Mixing Regressions", co-author Michael Keane.
September 26
Quang Vuong, Penn State University "Nonparametric Identification of Incentive Regulation Models", joint with Isabelle Perrigne.
October 3
Alexei Onatski, Columbia University "A Formal Test of the Number of Factors in Approximate Factor Models"
October 10
Joerg Stoye, New York University, "Minimax Regret Treatment Choice with Finite Samples".
October 17
Yacine Ait-Sahalia, Princeton University, "Testing for Jumps in a Discretely Observed Process", joint with Jean Jacod.
October 24
Week of Department Wide Seminar
October 30
FALL BREAK – No seminar
Novermber 7
November 14
Herman Bierens, Penn State University, "Semi-Nonparametric competing Risks Analysis of Recidivism".
November 21
Frank Kleibergen, Brown University,"Subset Statistics in the Linear IV Regression Model".
December 5
Michael Jansson, UC Berkeley, "Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors".
December 12
Han Hong, Duke University, "Estimating Static Models of Strategic Interactions" and "Semiparametirc Estimation of a Dynamic Game".