2009 SITE Summer Workshop, Segment 5

The session will meet in Newhall Conference Center, which is located

in Littlefield Building, Graduate School of Business, Stanford University.

Thursday, July 30, 2009

8.30 - 9.00 Breakfast

9.00 - 9.30 Identification and Estimation of a Nonparametric Panel Data Model with Unobserved Heterogeneity presented by Kirill Evdokimov, Yale University.

9.30 - 10.00 Identification and Estimation of Partial Effects in Nonlinear Panel Data presented by Whitney Newey, Massachusetts Institute of Technology.

10.00 - 10.30 Coffee

10.30 - 11.00Uniform Confidence Bands for Functions Estimated Nonparametrically with Instrumental Variables presented by Joel L. Horowitz, Northwestern University and co-authored with Sokabae Lee, University College London.

11.00 - 11.30 Nonparametric Instrumental Variable Estimation of Quantile Structural Effects presented by Olivier Scaillet,University of Geneva and Victor Chernozhukov, Massachusetts Institute of Technology and co-authored with Patrick Gagliardini, University of Lugano.

11.30 - 12.00 Entropic Latent Variable Integration via Simulation presented by Susanne Schennach, University of Chicago.

12.00 - 1.30 Lunchtime discussion

1.30 - 2.00 Bayesian Modeling of Conditional Distributions presented by Andriy Norets, Princeton University.

2.00 - 2.30 Additive Cubic Spline Regression with Dirichlet Process Mixture Errors presented by Siddhartha Chib, Washington University, St. Louis and co-authored with Edward Greenberg also Washington University, St. Louis.

2.30 - 3.00 Nonparametric Least Squares Estimation in Derivative Families presented by Adonis Yatchew, University of Toronto and co-authored with Peter Hall, University of Melbourne.

3.00 - 3.30 Coffee

3.30 - 4.00 Statistical Properties of Numerical Derivatives presented by Denis Nekipelov, University of California, Berkeley and Han Hong, Stanford University.

4.00 - 4.30 TBA presented by Victor Chernozhukov, Massachusetts Institute of Technology.

4.30 - 5.00 Minority Subcontracting Goals in Government Procurement Auctions presented by Carlos Lamarche, University of Oklahoma.

5.30 Discussion of the day's events during a BBQ on Stanford Campus.

Friday, July 31, 2009

8.30 - 9.00 Breakfast

9.00 - 9.30 Sequential Estimation of Structural Models with a Fixed Point Constraint presented by Hiroyuki Kasahara, University of Western Ontario.

9.30 - 10.00 Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model presented by Aman Ullah, University of California, Riverside.

10.00 - 10.30 Coffee

10.30 - 11.00 Nonparametric Probability Bounds in a Class of Simultaneous Discrete Choice Models presented by Andres Aradillas-Lopez, University of Wisconsin, Madison.

11.00 - 11.30 On Plug-in PSMD Estimation of Functionals of Semi/nonparametric Conditional and Unconditional Moment Models presented by Xiaohong Chen, Yale University and co-authored with Demian Pouzo, University of California, Berkeley.

11.30 - 12.00 Understanding Choice Intensity: A Poisson Mixture Model with Logit-based Random Utility Selective Mixing presented by Martin Burda, University of Toronto and Matthew Harding, Stanford University.

12.00 - 1.30 Lunchtime discussion summerizing the events of the Workshop.

Other Confirmed Participant

Yutec Sun, Joseph L. Rotman School of Management, Toronto

Stanford Institute for Theoretical Economics Summer 2009 Workshop
	Segment 5: Advances in Nonparametric Econometrics July 30 and 31 Organized by Matthew Harding and Han Hong, Stanford University and Martin Burda, University of Toronto.
	The session will meet in Newhall Conference Center, which is located in Littlefield Building, Graduate School of Business, Stanford University. Here is the map to the building. Thursday, July 30, 2009 8.30 - 9.00 Breakfast 9.00 - 9.30 Identification and Estimation of a Nonparametric Panel Data Model with Unobserved Heterogeneity presented by Kirill Evdokimov, Yale University. 9.30 - 10.00 Identification and Estimation of Partial Effects in Nonlinear Panel Data presented by Whitney Newey, Massachusetts Institute of Technology. 10.00 - 10.30 Coffee 10.30 - 11.00Uniform Confidence Bands for Functions Estimated Nonparametrically with Instrumental Variables presented by Joel L. Horowitz, Northwestern University and co-authored with Sokabae Lee, University College London. 11.00 - 11.30 Nonparametric Instrumental Variable Estimation of Quantile Structural Effects presented by Olivier Scaillet,University of Geneva and Victor Chernozhukov, Massachusetts Institute of Technology and co-authored with Patrick Gagliardini, University of Lugano. 11.30 - 12.00 Entropic Latent Variable Integration via Simulation presented by Susanne Schennach, University of Chicago. 12.00 - 1.30 Lunchtime discussion 1.30 - 2.00 Bayesian Modeling of Conditional Distributions presented by Andriy Norets, Princeton University. 2.00 - 2.30 Additive Cubic Spline Regression with Dirichlet Process Mixture Errors presented by Siddhartha Chib, Washington University, St. Louis and co-authored with Edward Greenberg also Washington University, St. Louis. 2.30 - 3.00 Nonparametric Least Squares Estimation in Derivative Families presented by Adonis Yatchew, University of Toronto and co-authored with Peter Hall, University of Melbourne. 3.00 - 3.30 Coffee 3.30 - 4.00 Statistical Properties of Numerical Derivatives presented by Denis Nekipelov, University of California, Berkeley and Han Hong, Stanford University. 4.00 - 4.30 TBA presented by Victor Chernozhukov, Massachusetts Institute of Technology. 4.30 - 5.00 Minority Subcontracting Goals in Government Procurement Auctions presented by Carlos Lamarche, University of Oklahoma. 5.30 Discussion of the day's events during a BBQ on Stanford Campus. Friday, July 31, 2009 8.30 - 9.00 Breakfast 9.00 - 9.30 Sequential Estimation of Structural Models with a Fixed Point Constraint presented by Hiroyuki Kasahara, University of Western Ontario. 9.30 - 10.00 Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model presented by Aman Ullah, University of California, Riverside. 10.00 - 10.30 Coffee 10.30 - 11.00 Nonparametric Probability Bounds in a Class of Simultaneous Discrete Choice Models presented by Andres Aradillas-Lopez, University of Wisconsin, Madison. 11.00 - 11.30 On Plug-in PSMD Estimation of Functionals of Semi/nonparametric Conditional and Unconditional Moment Models presented by Xiaohong Chen, Yale University and co-authored with Demian Pouzo, University of California, Berkeley. 11.30 - 12.00 Understanding Choice Intensity: A Poisson Mixture Model with Logit-based Random Utility Selective Mixing presented by Martin Burda, University of Toronto and Matthew Harding, Stanford University. 12.00 - 1.30 Lunchtime discussion summerizing the events of the Workshop. Other Confirmed Participant Yutec Sun, Joseph L. Rotman School of Management, Toronto
SITE is funded by grants from the National Science Foundation and the Stanford Institute for Economic Policy Research (SIEPR). SITE receives additional financial support from the Department of Economics at Stanford University, which also houses its offices.