2017 Triangle Econometrics Conference

Location: Social Sciences 113
Date: December 1, 2017
Organizers: Federico Bugni and Adam Rosen
Questions? Please contact Adam Rosen.

Program

8:30 to 9:00: Breakfast

9:00 to 10:00: Keynote speaker: Andrew Chesher (UCL): "On Incomplete Models for Discrete Outcomes"

10:00 to 10:15: Break

10:15 to 11:15: Session #1

  • Karim Chalak (UVA): "Measurement Error Without Exclusion: the Returns to College Selectivity and Characteristics" (joint with D. Kim)
  • Zheng Li (NCSU): "Nonparametric Identification and Inference of First-Price Auctions with Heterogeneous Bidders"

11:15 to 11:30: Break

11:30 to 12:30: Session #2

  • Jia Li (Duke): "Jump Factor Models in Large Cross-Sections" (joint with V. Todorov and G. Tauchen)
  • Andrew Patton (Duke): "Estimation and Inference for Large Panel Copula Models" (joint with D.H. Oh and C. Pakel)

12:30 to 1:30: Lunch

1:30 to 3:00: Session #3

  • Gaurab Aryal (UVA): "Identifying a Model of Screening with Multidimensional Consumer Heterogeneity"
  • Andrii Babii (UNC): "Is Completeness Necessary? Estimation in Non-Identified Linear Models" (joint with J.-P. Florens)
  • Matthew Masten (Duke): "Interpreting Quantile Independence" (joint with A. Poirier)

3:00 to 3:15: Break

3:15 to 3:45: Session #4

  • Alexandre Belloni (Duke): "Subvector Inference in Partially Identified Moment Inequality Models with Many Moment Inequalities" (joint with F. Bugni and V. Chernozhukov)
  • Arnaud Maurel (Duke): "Testing Rational Expectations Using Data Combination" (joint with X. D'Haultfoeuille and C. Gaillac)

4:15 to 4:30: Break

4:30 to 5:30: Session #5

  • Leland Farmer (UVA): "The Discretization Filter: "A Simple Way to Estimate Nonlinear State Space Models" 
  • Yuan Xue (Duke): "Investor Sentiment and Volume-Volatility Relationship" 
Show