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Program: CIREQ Conference on Inference with Incomplete Models

Colloque CIREQ sur l’inférence dans les modèles incomplets /
CIREQ Conference on Inference with Incomplete Models

Montréal, 24-25 octobre/October 2008
6e étage / 6th floor

PROGRAMME / PROGRAM


Vendredi 24 octobre / Friday, October 24

 

8:30 – 9:00

Bienvenue et café / Welcome and coffee

 

9:00 – 10:30

SESSION I
Présidente / Chair : Vicky ZINDE-WALSH (McGill University, CIREQ)

Donald W.K. ANDREWS (Yale University, CIREQ)
Inference for Parameters Defined by Moment Inequalities : A Recommended Moment Selection Procedure
  
Yanqin FAN (Vanderbilt University)
Confidence Sets for Distributions of Treatment Effects with Covariates

Konrad MENZEL (Massachusetts Institute of Technology)
Estimation and Inference with Many Moment Inequalities

 

10:30 – 11:00

Pause / Break

 

11:00 – 12:30

SESSION II
Président / Chair : Nikolay GOSPODINOV (Concordia University, CIREQ)

Victor CHERNOZHUKOV (Massachusetts Institute of Technology)
Inference on Sets in Finance

Alfred GALICHON (École polytechnique, Paris), Marc Henry (Université de Montréal, CIREQ, CIRANO)
Set Identification in Models with Multiple Equilibria
 
Donald W.K. Andrews, Xiaoxiao SHI (Yale University)
Inference for Parameters Defined by Conditional Moment Inequalities

 

12:30 – 14:00

Lunch

 

14:00 – 15:30

 

 

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

Pierre-André Chiappori (University of Chicago), Bernard SALANIÉ (Columbia University, INSEE, CREST), Avi Tillman, Yoram Weiss (Tel Aviv University)
Assortative Matching on the Marriage Market : A Structural Investigation

Arie Beresteanu (Duke University), Ilya Molchanov (University of Bern), Francesca MOLINARI (Cornell University)
Sharp Identification Regions in Games
 
Victor Chernozhukov (Massachusetts Institute of Technology), Sokbae Lee, Adam ROSEN (University College London)
Intersection Bounds : Estimation and Inference

 

15:30 – 16:00

Pause / Break

 

16:00 – 17:30

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

Ivana KOMUNJER (University of California, San Diego)
Global Identification in Nonlinear Semiparamtric Models
 
Alfred Galichon (École polytechnique, Paris), Marc HENRY (Université de Montréal, CIREQ, CIRANO) and Maurice Queyranne (Sauder School of Business, UBC)
Max-flow Min-cut Confidence Regions in Discrete Games
  
Denis NEKIPELOV
(Stanford University)
Endogenous Multi-Valued Treatment Effect Model under Monotonicity


Samedi 25 octobre / Saturday, October 25

 

8:30 – 9:00

Café / Coffee

 

9:00 – 10:30

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

Victor Chernozhukov (Massachusetts Institute of Technology), Ivan Fernandez-Val (Boston University), Jinyong Hahn (University of California, Los Angeles), Whitney NEWEY (Massachusetts Institute of Technology)
Identification and Estimation of Marginal Effects in Nonlinear Panel Models
 
Nese YILDIZ
(University of Rochester)
Consistency of Plug-In Estimators of Upper Contour and Level Sets

Ivan CANAY (University of Wisconsin)
EL Inference for Partially Identified Models : Large Deviations Optimality and Bootstrap Validity 

 

10:30 – 11:00

Pause / Break

 

11:00 – 12:30

SESSION VI
Président / Chair : Russel DAVIDSON (McGill University, CIREQ)

Cecilia Machado (Columbia University), Azeem Shaikh (University of Chicago), Edward VYTLACIL (Yale University)
Monotonicity, Instrumental Variables, and the Sign of the Average Treatment Effect

Andrew CHESHER (University College London)
Incomplete IV Models for Binary Outcomes
  
Joerg STOYE
(New York University)
More on Confidence Intervals for Partially Identified Parameters

 

12:30 – 14:00

Lunch

 

14:00 – 15:30

SESSION VII
Président / Chair : Lynda KHALAF (Carleton University, CIREQ)

Jean-Marie DUFOUR (McGill University, CIREQ, CIRANO), Mohamed Taamouti (INSEA)
Point-Optimal Instruments and Generalized Anderson-Rubin Procedures for Nonlinear Models
 
Azeem SHAIKH (University of Chicago)
Compromised Randomization in Social Experiments : The Case of the Perry Preschool Program

Donald W.K. Andrews,Sukjin HAN (Yale University)
Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities

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