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Programme: Colloque CIREQ sur MMG


Vendredi 16 novembre / Friday, November 16


8:30-9:00

Bienvenue et inscriptions / Welcome and registration

   

9:00-10:30

SESSION I
Président / Chair : Nour MEDDAHI (Imperial College London, CIREQ)

Manual Arellano (CEMFI), Lars Peters HANSEN (University of Chicago), Enrique Sentana (CEMFI)
Underidentification Revisited

Alastair HALL (University of Manchester, North Carolina State University), Sanggohn Han (Hyundai Research Institute), Otilia Boldea (Tilburg University)
Inference Regarding Multiple Changes in Linear Models Estimated via Two Stage Least Squares

Caio Almeida (Getulio Vargas Foundation, Rio de Janeiro), René GARCIA (Université de Montréal, CIREQ, CIRANO)
Empirical Likelihood Estimators for Stochastic Discount Factors

   

10:30-11:00

Pause café / Coffee Break

   

11:00-12:30

SESSION II
Président / Chair : Silvia GONÇALVES (Université de Montréal, CIREQ)

Donald Andrews (Yale University), Marcelo Moreira, James H. STOCK (Harvard University)
Inference Regarding Multiple Changes in Linear Models Estimated via Two Stage Least Squares

Guido KUERSTEINER (University of California at Davis), Ryo Okui (Hong Kong University of Science and Technology)
Estimator Averaging for Two Stage Least Squares

Mehmet CANER (North Carolina State University), Nese Yildiz (Rochester University)
Inference Regarding Multiple Changes in Linear Models Estimated via Two Stage Least Squares

   

12:30-14:00

Lunch (Salle/Room Gérard-Delage, 6e étage/6th floor)

   

14:00-15:30

SESSION III
Président / Chair : Fallaw SOWELL (Carnegie Mellon University)

Donald W.K. ANDREWS (Yale University, CIREQ)
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection

Jean-Marie DUFOUR (McGill University, CIREQ, CIRANO), Frédéric Jouneau-Sion, Olivier Torrès (Université de Lille)
Testability and Methods of Moments in Nonparametric and Semiparametric Models »

Yuichi KITAMURA, Taisuke Otsu, Kirill Evdokimov (Yale University)
Robustness, Infinitesimal Neighborhoods, and Moment Restrictions

   

15:30-17:00

Pause / Break – POSTER SESSION (Salle/Room Gérard-Delage, 6e étage/6th floor)

Mike AGUILAR, Éric Renault (University of North Carolina at Chapel Hill)
Simulation – Based Truncated GMM

Stanislav ANATOLYEV (New Economic School, Moscow)

Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection

Bertille ANTOINE (Simon Fraser University), Éric Renault (University of North Carolina at Chapel Hill, CIREQ, CIRANO)
Testing Parameters in GMM without Assuming that They are Identified : A Comment
Martin BURDA (University of Toronto)
Locally Weighted Generalized Minimum Contrast Estimation under Conditional Moment Restrictions

Pierre CHAUSSÉ (Université du Québec à Montréal)
Generalized Empirical Likelihood for a Continuum of Moment Conditions

Nikolay GOSPODINOV (Concordia University, CIREQ), Taisuke Otsu (Yale University)
Local GMM Estimation of Time Series Models with Conditional Moment Restrictions

Alain GUAY (Université du Québec à Montréal, CIREQ), Jean-François Lamarche (Brock University)
The Information Content of Implied Probabilities to Detect Structural Change

Marine Carrasco, Rachidi KOTCHONI (Université de Montréal, CIREQ)
Optimal Choice of the Regularization Parameter for GMM Estimation Based on the Characteristic Function

Pascal LAVERGNE (Simon Fraser University), Valentin Patilea (CREST-ENSAI)
Efficient Smooth GMM and Dimension Reduction

Victoria Hnatkovska, Vadim MARMER, Yao Tang (University of British Columbia)
« Comparison of Misspecified Calibrated Models: The Minimum Distance Approach

Jean-Marie Dufour (McGill University, CIREQ, CIRANO), Pascale VALÉRY (HEC Montréal)
Regularized Inference in a GMM Framework

17:00-18:00

SESSION IV
Président / Chair : Benoit PERRON (Université de Montréal, CIREQ, CIRANO)

Gary CHAMBERLAIN, Marcelo Moreira (Harvard University)
Efficient Smooth GMM and Dimension Reduction

Thomas Severini, Gautam TRIPATHI (University of Connecticut)
Efficiency Bounds for Estimating Linear Functionals of Nonparametric Regression Models with Endogenous Regressors

19:00

Dîner conférence / Conference Dinner

   

Samedi 17 novembre / Saturday, November 17


9:00-10:30

SESSION V
Président / Chair : Marc HENRY (Université de Montréal, CIREQ, CIRANO)

Jerry Hausman, Whitney NEWEY (Massachusetts Institute of Technology), Tiemen Wootersen (John Hopkins University), John Chao (Maryland University), Norman Swanson (Rutgers University)
Instrumental Variable Estimation with Heteroskedasticity and Many Instruments

Richard SMITH (University of Cambridge), Patrik Guggenberger (University of California, Los Angeles), Joaquim J.S. Ramalho (Universidade de Évora)
GEL Pearson-Type Statistics under Weak Identification

Bertille Antoine (Simon Fraser University), Éric RENAULT (University of North Carolina at Chapel Hill, CIREQ, CIRANO)
Efficient Minimum Distance Estimation with Multiple Rates of Convergence (preliminary paper 2)

   

10:30-11:00

Pause café / Coffee Break

   

11:00-12:30

SESSION VI
Président / Chair : Vicky ZINDE-WALSH (McGill University, CIREQ)

Jiang Huang (University of Iowa), Joel HOROWITZ (Nothwestern University, CIREQ), Shuangge Ma (Yale University)
Asymptotic Properties of Bridge Estimators in Sparse, High-Dimensional Regression Models

Jean-Pierre FLORENS (GREMAQ, Université de Toulouse 1), Sebastien Van Bellegem (Université Catholique de Louvain)
Hilbert-Scale Regularization for Functional Estimation under Conditional Moment Conditions

Xiaohong CHEN (Yale University), Demian Pouzo (New York University)
On Estimation of Semi/Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments  

   

12:30-14:00

Lunch (Salle/Room Gérard-Delage, 6e étage/6th floor)

   

14:00-16:00

SESSION VII (Salle/Room Léonard-Gagnon, 6e étage/6th floor)
Président / Chair : Lynda KHALAF (Carleton University, CIREQ)

Christian BONTEMPS (Toulouse School of Economics), Thierry Magnac (TSE, IDEI), Eric Maurin (PSE)
Set Identified Linear Models

Atsushi INOUE (University of British Columbia), Alastair Hall (University of Manchester, North Carolina State University), James M. Nason (Federal Reserve Bank of Atlanta), Barbara Rossi (Duke University)
Information Criteria for Impulse Response Function Matching Estimation of DSGE Models

Alastair Hall (North Carolina State University, University of Manchester), Denis PELLETIER (North Carolina State University)
Non-Nested Testing in Models Estimated via Generalized Method of Moments

Marine CARRASCO (Université de Montréal, CIREQ, CIRANO)
A Regularization Approach to the Many Instruments Problem

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