December 7, 2018
Duke University, Department of Economics
Social Sciences 113
8:30-8:55: Breakfast: Near SS 113
8:55-9:00: Welcome and Introductory Remarks
9:00-10:00: Keynote speaker: Mark Watson (Princeton), “Low Frequency Analysis of Time Series” (with Ulrich Muller).
10:15-11:15: Session #1
- Peter Reinhard Hansen (UNC), “A New Parameterization of Correlation Matrices” (with Ilya Archakov).
- Ilze Kalnina (NCSU), “Improved Estimation by Simulated Maximum Likelihood” (with Kirill Evdokimov).11:15-11:30: Break
11:30-12:30: Session #2
- Karim Chalak (UVA), “Measurement Error in Multiple Equations: Tobin's q and Corporate Investment, Saving, and Debt” (with Daniel Kim).
- Brantly Callaway (Temple), “Quantile Treatment Effects with Two-Sided Measurement Error” (with Tong Li).
12:30-1:30: Lunch Break: Near SS 113
1:30-3:00 Session #3
- Rogier Quaedvlieg (Erasmus School of Economics), “Conditional Superior Predictive Ability” (with Jia Li and Zhipeng Liao).
- Wenhao Cui (NSCU), “Laplace Estimator of Integrated Volatility When Sampling Times are Endogenous.”
- Congshan Zhang (Duke), “Variation and Efficiency of High-Frequency Betas.' (with Jia Li, George Tauchen, and Viktor Todorov).
3:30-4:30: Session #4
- Federico Bugni (Duke), “Testing Continuity of a Density via g-order Statistics in the Regression Discontinuity Design” (with Ivan A. Canay).
- Andrii Babii (UNC) “Honest Confidence Sets in Nonparametric IV Regression and Other Ill-Posed Models."
4:45-5:45: Session #5
- Lidia Kosenkova (UVA), “Nonparametric Inference in Asymmetric First-Price Auctions with k-rationalizable Beliefs.”
- Pedro H. C. Sant’Anna (Vanderbilt), “Covariate Distribution Balance via Propensity Scores” (with Xiaojun Song and Qi Xu).
6:15: Dinner at Counting House: 111 Corcoran St, Durham, NC 27701