2012 California Econometrics Conference

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Sep 27, 2012 10:00 PM to
Sep 29, 2012 01:00 AM


UC Davis, Memorial Union, Mee Room

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The 2012 California Econometrics Conference will be held at UC Davis. Seventeen papers will be presented, mostly theoretical econometrics.  If you would like to attend please register by email to accameron@ucdavis.edu by August 31.



  • Karim Chalak, Boston College, Identification of Average Random Coefficients under Magnitude and Sign Restrictions on Confounding
  • Brendan Beare, UC San Diego (with Jong-Myun Moon), Nonparametric Tests of Likelihood Ratio Ordering
  • David Brownstone, UC Irvine (with Philip Li), A Model for Broad Choice Data
  • Yingying Dong, UC Irvine, Jumpy or Kinky? Regression Discontinuity without the Discontinuity
  • Roger Moon, USC (with Eleonara Granziera and Kirstin Hubrich), A Predictability Test for a Small Number of Nested Models
  • Tiemen Wouterson, Arizona (with John Chao, Jerry Hausman, Whitney Newey and Norman Swanson, Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity
  • Doug Staigerwald, UC Santa Barbara (with Andrew Carter and Kevin Schnepel), Cluster-Robust Inference for Samples with Heterogeneous Cluster Structure
  • Guido Imbens, Stanford (with Alberto Abadie and Fanying Zheng), Robust Inference for Misspecified Models Conditional on Covariates
  • Shu Shen, UC Davis (with Tim Armstrong), Inference on Optimal Treatment Assignment (Tentative Title)
  • Federico Zincenko, UCLA, Nonparametric Sieve Estimation in First-Price Auctions with Risk-Averse Bidders
  • Marino Bertanha, Stanford (with Tim Armstrong and Han Hong), A Fast Resample Method for Parametric and Semiparametric Models
  • Dick Startz, UC Santa Barbara, Bayesian Heteroskedasticity-Robust Standard Errors
  • Davis Kaplan, UC San Diego (with Yixiao Sun), Smoothed Estimating Equations for Instrumental Variables Quantile Regression
  • Juwon Seo, UC San Diego (with Brendan Beare), Time irreversible Copula-Based Markov Models
  • Bo Xiong, UC Davis (with Sixia Chen), Estimating Gravity Equation Models in the Presence of Heteroskedasticity and Frequent Zeroes
  • Peter Hansen, European University Institute (with Allan Timmermann), Choice of Split in Out-of-Sample Forecast Evaluation
  • Aaron Smith, UC Davis (with Nathan Hendricks), Comparing the Bias of Dynamic Panel Estimators in Multilevel Panels: Individual versus Group Data
  • Dale Poirier, UC Irvine, Reacting to Surprisingly Seemingly Inappropriate Results

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Institute of Governmental Affairs

University of California, Davis
360 Shields Library
One Shields Avenue
Davis, CA 95616


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