2018 Kansas Econometrics Workshop


2018 Workshop on Advanced Econometrics

                            April 21, 2018

         Department of Economics, University of Kansas

 

Venue: KU Alumni Center (The Phillips Board Room)

Hotel: Oread Hotel (Address: 1200 Oread Avenue, Lawrence, KS 66044 Phone: (877) 263-6347 or  (785) 843-1200)

 

8:00-8:50 Breakfast at The Paul Adam Lounge at the KU Alumni Center (only one block away from the hotel, just get out of the hotel and walk straightly one block ahead) 

 

8:50-9:00 Opening Remark: Melina Stanislavova, Chair of Economics Department, KU

 

Morning Session: Chair, Zongwu Cai, University of Kansas

 

[1] 9:00-9:35 Keisuke Hirano, Pennsylvania State University

“Local Asymptotic Approximations for Risk Functions”

 

[2] 9:35-10:10 Mehmet Caner, Ohio State University 

“High Dimensional GMM”

 

10:10-10:30 Coffee Break 

 

[3] 10:30-11:05 Michael Jansson, University of California at Berkeley

“Bootstrap-Based Inference for Cube Root Consistent Estimators”

 

[4] 11:05-11:40 Ying Fang, Xiamen University

“Partially Conditional Quantitle Treatment Effect Models”

 

[5] 11:40-12:15 Tom Fomby, Southern Methodist University

“The Two Cultures within Econometrics”

 

12:15-1:30 Lunch (The Paul Adam Lounge at The KU Alumni Center)

 

Afternoon Session: Chair, Ted Juhl, University of Kansas   

 

[6] 2:00-2:35 Guido Kuersteiner, University of Maryland

“Effective Sterilized Foreign Exchange Intervention? Evidence from a Rule-Based Policy”

 

[7] 2:35-3:10 John Tan, Rutgers University

“Model-Assisted Inference for Treatment Effects Using Regularized Calibrated Estimation with High-Dimensional Data”

 

[8] 3:10-3:45 Ted Juhl 

“Testing for Slop Heterogeneity Bias in Panel Data Models”

 

3:45-4:05 Coffee Break 

 

[9] 4:05-4:40 Ming Lin, Xiamen University

“A Generalized Threshold Type Model with Monotonic Switching Mechanism”

 

[10] 4:40-5:15 Cindy Yu, Iowa State University

“Achieving Parsimony in Bayesian VARs with Horseshoe Prior” 

 

[11] 5:15-5:50 Ji-Hyung Lee, University of Illinois at Champion-Urbana

“On LASSO for Predictive Regression”

 

[12] 5:50-6:25 Zhongjian Lin, Emory University

“Misclassification and the Hidden Silent Rivalry”

 

6:30-8:30 Reception and Dinner (The All Seasons Den at the Oread Hotel)