New York Camp Econometrics XII

Mirror Lake Inn Resort
77 Mirror Lake Drive
Lake Placid, NY 12946 April 7-9, 2017

Program Agenda

Friday, April 7, 2017

Session I: 4:00-5:40 p.m., Giovanni Urga, (Cass Business School & Università degli Studi di Bergamo), Chair, Conference Center   

4:00-4:25 p.m.  

1. “Adjustments of Rao's Score Test for Distributional and Local Parametric Misspecifications,” Anil Bera (University of Illinois), Yannis Billias (University of Cyprus), Mann J. Yoon (California State University at Los Angeles),  Suleyman Taspinar (Queens College), Osman Dogan (Metro Istanbul A.S.).  

4:25-4:50 p.m.

2. “Sequential Testing for Structural Stability in Approximate Factor Models,” Matteo Barigozzi (London School Of Economics and Political Science) and Lorenzo Trapani (Cass Business School, UK).  

4:50-5:15 p.m.

3. “Monte Carlo Tests with Non-identifiable Parameters with Application to Simultaneous Equations,” A. Bianchi (Università degli Studi di Bergamo), J.M. Dufour (McGill University), Lynda Khalaf (Carleton University), and  Giovanni Urga (Cass Business School & Università degli Studi di Bergamo).  

5:15-5:40 p.m.

4. “Testing Rank Similarity in the Heterogeneous Treatment Effect Models,” Ju Hyun Kim (UNC at Chapel Hill) and Byoung Park (SUNY at Albany).  

Poster Session 5:50-6:50 p.m., Wikoff Room  

5. “Stationary Points for Parametric Stochastic Frontier Models,” William Horrace (Syracuse University) and Ian A. Wright (Northeastern University).  

6. "A Unified Robust Bootstrap Method for Sharp/Fuzzy Mean/Quantile Regression Discontinuity/Kink Designs," Harold D. Chiang (Johns Hopkins University), Yu-Chin Hsu (Academia Sinica), and Yuya Sasaki (Johns Hopkins University).  

7.  “Simultaneous Spatial Panel Data Models with Common Shocks,” Lina Lu (Columbia University).  

8.  “Up or out! A Firm's First Year and Unobserved Initial Condition of Entrant Shipbuilding Firms,” Kim P. Huynh (Bank of Canada), Hossein Kavand (Carleton University), and Marcel C. Voia (Carleton University).    

9.  “Likelihood Inference and the Role of Initial Conditions for the Dynamic Panel Data Model,” Jose Diogo Barbosa (University of Michigan) and Marcelo J. Moreira (FGV).  

10. “Panel and Multilevel Models with Interactive Terms of Group Fixed Effects and Common Time Effects,” Min Seong Kim (Ryerson University).  

11. “Wavelet-Based Test for an Abrupt Mean Shift in the Presence of Unknown Smooth Trend and Long-Memory Errors,” Heng Chen (Bank of Canada), Mototsugu Shintani (Vanderbilt University), and Yohei Yamamoto (Hitotsubashi University).  

12. “The Subcluster Wild Bootstrap for Few (Treated) Clusters,” James G. MacKinnon (Queen's University) and Matthew D. Webb (Carleton University).    

Saturday, April 8, 2017  

8:00-9:00 am   Breakfast, Wikoff Room  

Session I: 9a.m.-10:30a.m., Wikoff Room   

9:00-10:00 a.m.  

Welcoming Remarks: Badi H. Baltagi, (Syracuse University), Chair  

Key Note Address: Bruce E. Hansen (University of Wisconsin)  

1. “Approximately Exact Inference in Linear Regression with Robust and Clustered Standard Errors”  

10:00-10:30 a.m.

2. “Optimal Model Averaging of Varying Coefficient Models,” Cong Li (Shanghai University of Finance and Economics), Qi Li (Capital University of Economics and Business and Texas A&M University), Jeffrey S. Racine (McMaster University), and Daiqiang Zhang (Texas A&M University).  

10:30a.m.-11a.m.: Coffee break.  

Session II: 11:00 a.m.-12:30 p.m. Bruce E. Hansen (University of Wisconsin), Chair  

11:00-11:30 a.m.

3. “Multilevel Backtesting of Value-at-Risk by Combining Dependent P-Values,” Lynda Khalaf (Carleton University), Arturo Leccadito (Università della Calabria), and Giovanni Urga (Cass Business School & Università degli Studi di Bergamo).  


4. “Identification and Estimation of a Triangular Model with Multiple Endogenous Variables and Insufficiently Many Instrumental Variables,” Liquan Huang (University of Rochester), Umair Khalil (West Virginia University), and Nese Yildiz (University of Rochester).  

12:00p.m. - 12:30p.m.

5. "Uniform Confidence Bands in Deconvolution with Unknown Error Distribution," Kengo Kato and Yuya Sasaki (Johns Hopkins University).  

12:30-2:00 p.m.: Lunch, The View Restaurant  

Session III: 2:00 p.m.-3:30 p.m., Lynda Khalaf (Carleton University), Chair  

2:00-2:30 p.m.

6. “Bootstrap Inference with Clustered Errors,” Antoine Djogbenou (Queen's University), James G. MacKinnon (Queen's University), and Morten Ø. Nielsen (Queen's University).  

2:30-3:00 p.m.

7.  “Comparing Distributions By Multiple Testing Across Quantiles,” Matt Goldman (Microsoft Research) and David M. Kaplan (University of Missouri).  


8. “Simple and Trustworthy Cluster-Robust GMM Inference,” Jungbin Hwang (University of Connecticut).  

3:30-4:00 p.m.: Coffee break.  

Session IV 4:00-5:30 p.m., Jeffrey S. Racine (McMaster University), Chair  

4:00-4:30 p.m.

9. “Nonparametric Instrumental Variable Estimation Of Binary Response Models,” Samuele Centorrino (Stony Brook University) and Jean-Pierre Florens (Toulouse School of Economics).  

4:30-5:00 p.m.

10. "A Regularization Approach to the Dynamic Panel Data Model Estimation," Marine Carrasco (Université de Montréal) and Ada Nayihouba (Université de Montréal).  

5:00-5:30 p.m.

11. “Identifying the Effect of a Mis-measured, Binary, Endogenous Regressor,” Francis J. DiTraglia (University of Pennsylvania) and Camilo Garcia-Jimeno (NBER).  

6:00-7:00 p.m.: Reception, The View Restaurant

7:00-8:30 p.m.: Dinner, Wikoff Room

Sunday, April 9, 2016        

8:00-9:00 a.m.: Breakfast, Wikoff Room  

Session V 9:00-10:30p.m., William Horrace (Syracuse University), Chair  

9:00-9:30 a.m.

1. “Conscription and Military Service: Do They Result in Future Violent and Non-Violent Incarcerations and Recidivism?,” Xintong Wang (SUNY at Binghamton) and Alfonso Flores-Lagunes (Syracuse University).    

9:30-10:00 a.m.

2. “Estimating Labor Force Joiners and Leavers Using A Heterogeneity Augmented Two-Tier Stochastic Frontier,” Tirthatanmoy Das (University of Central Florida) and Solomon W. Polachek (SUNY at Binghamton).  

10:00a.m.-10:30 a.m.

3. “The Vertical City: Rent Gradients, Spatial Structure, and Agglomeration Economies,” Crocker H. Liu (Cornell University), Stuart S. Rosenthal (Syracuse University), William C. Strange (University of Toronto).  

10:30-11:00 a.m.: Coffee break.  

Session VI 11:00 a.m.-12:30 p.m., Chihwa Kao (University of Connecticut), Chair  

11:00-11:30 p.m.

4. “Measurement Error without Exclusion: the Returns to College Selectivity and Characteristics,” Karim Chalak (University of Virginia) and Daniel Kim (University of Pennsylvania).  

11:30-12:00 p.m.

5. “Improved Projection GMM-LM Tests for Linear Restrictions,” Saraswata Chaudhuri (McGill University).  


6. "Estimation and Inference of Structural Changes in Time Varying Coefficient Models," Zhongwen Liang (SUNY at Albany).  

12:30-2:00 p.m.: Lunch, The View Restaurant  

Conference closes.