2016 Kansas Econometrics Workshop
2016 Workshop on Advanced Econometrics
April 30, 2015
Department of Economics, University of Kansas
Venue: Adams Alumni Center, Kansas Union
Hotel: Oread Hotel (Address: 1200 Oread Ave, Lawrence, KS 66044, Phone: (785) 843-1200)
8:40: Please walk to Adams Alumni Center, only one block south from the Oread Hotel)
8:45-9:20 Breakfast at Adams Alumni Center (Conference Site)
9:20-9:30 Opening Remark: Ted Juhl, Chair of Economics Department, KU
Session I: Chair, Zongwu Cai, University of Kansas
[1] 9:30-10:00 Jushan Bai, Columbia University
“Econometric Analysis of Large Factor Models”
[2] 10:00-10:30 Liangjun Su, Singapore Management University, Singapore
“Identifying Latent Structures in Panel Data”
[3] 10:30-11:00 Ying Fang, Xiamen University, China
“Inferences for Varying Coefficient Panel Data Model with Cross-Sectional Dependence”
11:00-11:30 Coffee Break
Session II: Chair, Zongwu Cai, University of Kansas
[4] 11:30-12:00 Anotonio Galvao, University of Iowa
“Dynamic Nonlinear Rational Quantile Models”
[5] 12:00-12:30 Graham Elliott, University of California at San Diego
“Forecasting Binary Outcomes”
12:30-2:00 Lunch (at the conference site)
Session III: Chair, Ted Juhl, University of Kansas
[6] 2:00-2:30 Han Hong, Stanford University
“Bayesian Indirect Inference and the ABC of GMM”
[7] 2:30-3:00 Christian Hansen, Chicago University
“Double Machine Learning: Improved Point and Interval Estimation of
Treatment and Causal Parameters”
[8] 3:00-3:30 Tong Li, Vanderbilt University
“A Partial Identification Subnetwork Approach to Discrete Games in Large Networks: An Application to Quantifying Peer Effects”
3:30-4:00 Coffee Break
Session IV: Chair: Ted Juhl, University of Kansas
[9] 4:00-4:30 Qiying Wang, University of Sydney, Austrialia
“Optimal Bandwidth Selection in Nonlinear Cointegrating Regression”
[10] 4:30-5:00 Ted Juhl, University of Kansas
“Rolling Regression”
6:00-8:30 Reception and Dinner (Oread Hotel)