New York Camp Econometrics XII
Mirror Lake Inn Resort
77 Mirror Lake Drive
Lake Placid, NY 12946
April 7-9, 2017
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
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.).
Testing for Structural Stability in Approximate Factor Models,” Matteo Barigozzi
(London School Of Economics and Political Science) and Lorenzo Trapani (Cass Business School, UK).
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).
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
Points for Parametric Stochastic Frontier Models,” William Horrace (Syracuse
University) and Ian A. Wright
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
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).
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).
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).
Subcluster Wild Bootstrap for Few (Treated) Clusters,” James G. MacKinnon (Queen's
University) and Matthew D. Webb
Saturday, April 8, 2017
8:00-9:00 am Breakfast, Wikoff Room
Session I: 9a.m.-10:30a.m., Wikoff Room
Remarks: Badi H. Baltagi, (Syracuse
Key Note Address: Bruce E. Hansen (University of
1. “Approximately Exact Inference in Linear
Regression with Robust and Clustered Standard Errors”
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).
Session II: 11:00 a.m.-12:30
p.m. Bruce E. Hansen (University of
Backtesting of Value-at-Risk by Combining Dependent P-Values,” Lynda
University), Arturo Leccadito (Università della Calabria), and Giovanni Urga
Business School & Università degli Studi di Bergamo).
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).
Confidence Bands in Deconvolution with Unknown Error Distribution," Kengo
Kato and Yuya
Sasaki (Johns Hopkins University).
p.m.: Lunch, The View Restaurant
Session III: 2:00 p.m.-3:30 p.m., Lynda Khalaf (Carleton University), Chair
Inference with Clustered Errors,” Antoine Djogbenou (Queen's University),
G. MacKinnon (Queen's University), and Morten
Ø. Nielsen (Queen's University).
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).
p.m.: Coffee break.
Session IV 4:00-5:30
p.m., Jeffrey S. Racine (McMaster
Instrumental Variable Estimation Of Binary Response Models,” Samuele Centorrino (Stony Brook
University) and Jean-Pierre Florens (Toulouse School of Economics).
10. "A Regularization
Approach to the Dynamic Panel Data Model Estimation," Marine Carrasco (Université
de Montréal) and Ada Nayihouba (Université de Montréal).
the Effect of a Mis-measured, Binary, Endogenous Regressor,” Francis J. DiTraglia (University of
Pennsylvania) and Camilo Garcia-Jimeno (NBER).
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),
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).
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).
3. “The Vertical City: Rent Gradients, Spatial
Structure, and Agglomeration Economies,”
H. Liu (Cornell University), Stuart S.
Rosenthal (Syracuse University), William C. Strange (University of Toronto).
a.m.: Coffee break.
Session VI 11:00 a.m.-12:30 p.m., Chihwa Kao (University of Connecticut),
Error without Exclusion: the Returns to College Selectivity and
Characteristics,” Karim Chalak
(University of Virginia) and Daniel Kim (University of Pennsylvania).
5. “Improved Projection GMM-LM Tests for Linear
Restrictions,” Saraswata Chaudhuri
and Inference of Structural Changes in Time Varying Coefficient Models," Zhongwen
12:30-2:00 p.m.: Lunch, The View Restaurant