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Colloque CIRANO-CIREQ Conference
Économétrie des interactions / Econometrics of Interactions

Montréal, 23-24 octobre / October 2009



Vendredi  23 octobre 2009                                                                                 Friday, October 23, 2009

8:15 – 8:30

Inscription / Registration

8:30 – 8:45

Mot de bienvenue / Welcome address

8:45 – 10:15

Président / Chair : Alberto BISIN (New York University)

Benjamin GOLUB (Stanford University, Graduate School of Business), Matthew Jackson (Stanford University)
How Homophily Affects Learning and Diffusion in Networks
Yann BRAMOULLÉ (Université Laval), Brian W. Rogers (Kellogg School of Management)
Diversity and Popularity in Social Networks

Onur ÖZGÜR (Université de Montréal, CIREQ, CIRANO), Alberto Bisin (New York University)
Dynamic Social Interactions: Identification and Characterization

10:15 – 10:35

Pause / Break

10:35 – 12:05

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

Alberto BISIN (New York University), Andrea Moro (Vanderbilt University), Giorgio Topa (Federal Reserve Bank of New York)
Social Interactions and Smoking
Bryan GRAHAM (New York University)
Measuring the Average Outcome and Inequality Effects of Segregation in the Presence of Social Spillovers

Lars NESHEIM (University College London)
Semi-Parametric School Sorting and the Estimation of School Quality Effects

12:05 – 13:15


13:15 – 14:45

Présidente / Chair : Lynda KHALAF (Carleton University, CIREQ)

Aureo DE PAULA, Xun Tang (University of Pennsylvania)
Identifying Strategic Interactions and Multiple Equilibria in Discrete Games with Incomplete Information

Andrés ARADILLAS-LÓPEZ (University of Wisconsin)
Nonparametric Probability Bounds for Rationalizable Choices in Strategic-Interaction Models with Approximate Equilibrium Beliefs

Giulio ZANELLA (University of Bologna)
Can Indirect Treatment Effects Identify Endogenous Social Effects?

14:45 – 15:00

Pause / Break

15:00 – 16:00

Présidente / Chair : Ilze KALNINA (Université de Montréal)

Giorgio TOPA (Federal Reserve Bank of New York), Alberto Bisin (New York University), Andrea Moro (Vanderbilt University)
The Empirical Content of Models with Multiple Equilibria in Economies with Social Interaction

Marc HENRY (Université de Montréal, CIREQ, CIRANO), Alfred Galichon (École Polytechnique, Paris)
Set Identification in Models with Multiple Equilibria

16:00 – 16:20

Pause / Break

16:20 – 17:30

Special Address: Pierre-André CHIAPPORI (Columbia University)
Matching Models: An Overview


Samedi 24 octobre 2009                                                                                  Saturday, October 24, 2009

9:00 – 10:30

Présidente / Chair : Victoria ZINDE-WALSH (McGill University, CIREQ)

Habiba DJEBBARI, Bernard Fortin (Université Laval), Vincent Boucher (Université de Montréal, CIREQ), Yann Bramoullé (Université Laval)
Do Peers Affect Student Achievement ? Evidence from Canada Using Group Size Variation
Adriaan SOETEVENT (University of Amsterdam), Peter Kuhn (University of California at Santa Barbara), Peter Kooreman (Tilburg University), Arie Kapteyn (RAND & Tilburg University)
Do Peers Affect Student Achievement ? Evidence from Canada Using Group Size Variation
Lung-Fei LEE (Ohio State University), Ji Tao (Shanghai Univ. of Finance and Economics)
A Reaction Function Model with the First Order Statistic

10:30 – 10:45

Pause / Break

10:45 – 12:15

Présidente / Chair : Marine CARRASCO (Université de Montréal, CIREQ, CIRANO)

Hashem PESARAN (University of Cambridge), Alexander Chudik (European Central Bank & CIMF), Elisa Tosetti (Cambridge University)
Weak and Strong Cross Section Dependence and Estimation of Large Panels

Joris PINKSE (Pennsylvania State University), Sergey Lychagin, Margaret Slade (University of Warwick), John Van Reenen
Spillovers in Space: Does Geography Matter
James LeSAGE (Texas State University), Wilfried Koch
Latent Multilateral Trade Resistance Indices: Theory and Evidence  

12:15 – 13:30


13:30 – 15:00

Président / Chair : Hyungsik Roger MOON (University of Southern California)

Peter M. ROBINSON (London School of Economics)
Nonparametric Regression with Spatial Data

Anil BERA (University of Illinois at Urbana-Champaign), Paradosh Simlai (University of North Dakota), Jun Yan (University of Connecticut)
Spatial Analysis: From the Beginning to the Frontiers of Spatial Econometrics
Tim CONLEY, C. Alan Bester, Christian B. Hansen (University of Chicago, Graduate School of Business)
Inference with Dependent Data Using Cluster Covariance Estimators

15:00 – 15:15

Pause / Break

15:15 – 16:45

Présidente / Chair : Sílvia GONÇALVES (Université de Montréal, CIREQ, CIRANO)

Badi H. BALTAGI (Syracuse University), Georges Bresson (ERMES (CNRS), Université Panthéon-Assas Paris II), Alain Pirotte (ERMES (CNRS), Université Panthéon-Assas Paris II &INRETS-DEST)
Forecasting with Spatial Panel Data

Soumendra LAHIRI (Texas A&M University), M.S. Kaiser, D.J. Nordman
Goodness of Fit Tests for Markov Random Fields
Benoit PERRON (Université de Montréal, CIREQ, CIRANO), Hyungsik Roger Moon (University of Southern California)
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel

16:45 – 17:00

Pause / Break

17:00 – 18:30

Président / Chair : Russell DAVIDSON (McGill University, CIREQ)

Matthew HARDING, K. Krishnan Nair (Stanford University)
Estimating the Number of Factors and Lags in High Dimensional Dynamic Factor Models

Alexei ONATSKI (Columbia University)
Asymptotics of the Principal Components Estimator of Large Factor Models with Weak Factors
Martin WEIDNER & Hyungsik Roger Moon (University of Southern California) 
Likelihood Expansion for Panel Regression Models with Factors  



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