Program “Inference Issues in Econometrics” (draft May 13)

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Friday May 19

08:30-09:00 Registration and coffee/tea

09:00-10:45
Session 1: Chair Frank Kleibergen (University of Amsterdam)

1. Don Andrews (Yale University) – A Note on Optimal Inference in the Linear IV Model
2. Sophocles Mavroeidis (Oxford University) – to be announced
3. Gregory Cox (Yale University) – Weak Identification in a Class of Generically Identified Models with an Application to Factor Models

10:45 – 11:15 break

11:15 – 13:00
Session 2: Chair: Sophocles Mavroeidis (Oxford University)

4. Grant Hillier (University of Southampton) – Nonparametric testing for exogeneity with discrete regressors and instruments
5. Kees Jan van Garderen (University of Amsterdam) – Confidence Regions for Spatial Autoregressive Models
6. Philipp Ketz (Paris School of Economics) – A Simple Solution to Invalid Inference in the Random Coeffcients Logit Model

13:00-14:15 lunch

14:15-16:00
Session 3: Chair: Tiemen Woutersen (University of Arizona)

7. Toru Kitagawa (University College London) – Uncertain Identification
8. Federico Bugni (Duke University) – Regression-based Inference for Covariate-Adaptive Randomization with Multiple Treatments
9. Matias Cattaneo (University of Michigan) – Coverage Error Optimal Confidence Intervals for Regression Discontinuity Designs

16:00 – 16:30 break

16:30 – 17:40
Session 4: Chair: Kees Jan van Garderen (University of Amsterdam)

10. Prosper Dovonon (Concordia University) – Inference in Second-Order Identified Models
11. Geert Dhaene (University of Leuven) – Second-order corrected Likelihood for Nonlinear Panel Models with Fixed Effects

18:15 Dinner boat tour

Landing stage at Plantagekade 70 (Nijlpaardenbrug)

Directions conference venue De Burcht to landing stage:

Saturday May 20

09:00 – 10:45
Session 1: Chair Frank Kleibergen (University of Amsterdam)

1. Patrik Guggenberger (The Pennsylvania State University) – On the Subvector Anderson Rubin test in Linear IV Regression with conditional heteroskedasticity
2. Marcelo Moreira (Getúlio Vargas Foundation) – Invariant Tests in the Instrumental Variable Model
3. Michael Jansson (University of California, Berkeley) – Bootstrap-Based Inference for Cube Root Consistent Estimators

10:45 – 11:15  break

11:15 – 13:00
Session 2: Chair: Adam McCloskey (Brown University)

4. Jean-Marie Dufour (McGill University) –  Wald Tests of Nonlinear Hypotheses when Restrictions are Singular
5. Adam McCloskey (Brown University) – Estimation and Inference with a (Nearly) Singular Jacobian
6. Bertille Antoine (Simon Fraser University) – Identification-Robust Nonparametric Inference in a Linear IV Model

13:00-14:15 lunch

14:15-16:00
Session 3: Chair: Peter Boswijk (University of Amsterdam)

7. Alexei Onatski (Cambridge University) – Alternative Asymptotics for Cointegration Tests in Large VARs
8. Anders Rahbek (University of Copenhagen) – Bootstrapping non-causal autoregressions: with applications to explosive bubble modelling
9. Otilea Boldea (Tilburg University) – Bootstrapping Structural Change Tests

16:00 – 16:30 break

16:30 – 17:40
Session 4: Chair: Otilia Boldea (Tilburg University)

10. Isaiah Andrews (MIT) – Identification of and Correction for Publication Bias. Joint with Max Kasy
11. Tiemen Woutersen (University of Arizona) – Increasing the Power of Specification Tests

18:15 Dinner at “Café de Jaren”

Address: Nieuwe Doelenstraat 20

Directions conference venue De Burcht to Café de Jaren: