TUESDAY 17 AUGUST 2010 09:00 - 10:45 PAIRED ... - netease.com
TUESDAY 17 AUGUST 2010 09:00 - 10:45 PAIRED ... - netease.com
TUESDAY 17 AUGUST 2010 09:00 - 10:45 PAIRED ... - netease.com
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Co-Authors: Julio Cacho-Diaz, and Roger Laeven, CentER, Tilburg<br />
University<br />
14:15 - 16:15 NONPARAMETRIC NONSEPARABLE MODELS<br />
(ECO)<br />
Chairperson: Anne Vanhems, Toulouse Business<br />
School, Toulouse School of Economics<br />
IDENTIFICATION IN NONSEPARABLE MODELS BY<br />
NONPARAMETRIC COPULA RESTRICTIONS<br />
Alexander Torgovitsky, Yale University<br />
CONTROL FUNCTIONS FOR NON-SEPARABLE SIMULTANEOUS<br />
EQUATIONS MODELS WITHOUT INDEPENDENCE CONDITIONS<br />
Kyoo il Kim, University of Minnesota<br />
Co-Author: Amil Petrin, University of Minnesota, Twin Cities<br />
A NONPARAMETRIC BOOTSTRAP TEST OF EXOGENEITY TEST<br />
Jinhyun Lee, UCL<br />
WELFARE ANALYSIS USING NONSEPARABLE MODELS<br />
Anne Vanhems, Toulouse Business School, Toulouse School of<br />
Economics<br />
Co-Author: Stefan Hoderlein, Brown University<br />
14:15 - 16:15 BOOTSTRAP (ECO)<br />
Chairperson: Matias Cattaneo, University of<br />
Michigan<br />
A KERNEL BASED BOOTSTRAP METHOD FOR DEPENDENT<br />
PROCESSES<br />
Paulo Parente, University of Exeter<br />
Co-Author: Richard J. Smith, University of Cambridge<br />
THE BOOTSTRAP IN THRESHOLD REGRESSION<br />
Ping Yu, University of Auckland<br />
BOOTSTRAPPING REALIZED MULTIVARIATE VOLATILITY<br />
MEASURES<br />
Prosper Dovonon,<br />
Co-Authors: Silvia Goncalves, University of Montreal and Nour Meddahi,<br />
Toulouse School of Economics<br />
BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES<br />
Matias Cattaneo, University of Michigan<br />
Co-Authors: Richard Crump, Federal Reserve Bank of New York and<br />
Michael Jansson, UC-Berkeley and CREATES<br />
14:15 - 16:15 SET ESTIMATION (ECO)<br />
Chairperson: Kyungchul Song, University of<br />
Pennsylvania<br />
INFERENCE IN PARTIALLY IDENTIFIED NONPARAMETRIC<br />
INSTRUMENTAL VARIABLES MODELS<br />
Nese Yildiz, University of Rochester<br />
Co-Author: Yevgeniy Kovchegov, Oregon State University Department of<br />
Mathematics<br />
Room 5A<br />
Room 5D<br />
Room 5E