Shape restrictions in econometrics (joint with Northwestern University)

Shape restrictions in econometrics (joint with Northwestern University)
05 – 06 November 2010

Programme

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Slides

Andrew Chesher (University College London and cemmap) “Shape Restrictions in the Analysis of Set Identifying Models”

Jon A. Wellner (University of Washington) “Nonparametric Estimation of Log Concave Densities”

Lutz Duembgen (University of Bern) “Monotonicity and Log-Concavity Constraints in Non- and Semiparametric Regression”

Matthias Parey (University of Essex) “Semi-Nonparametric Estimation of a Nonseparable Demand Function under Shape Restrictions”

Anne Vanhems (Toulouse Business School) “Welfare Analysis Using Nonseparable Models”

Stefan Hoderlein (Boston College) “Testing Multivariate Economic Restrictions using Quantiles: The Example of Slutsky Negative Semidefiniteness”

Vladimir Spokoiny (WIAS) “Semidefinite Optimization in Instrumental Variable Estimation with Shape Constraints”

Papers

Stefan Hoderlein (Boston College) “Testing Multivariate Economic Restrictions using Quantiles: The Example of Slutsky Negative Semidefiniteness” (with Holger Dette and Natalie Neumeyer)

Anne Vanhems (Toulouse Business School) “Welfare Analysis Using Nonseparable Models” (with Stefan Hoderlein)

Event

Shape restrictions in econometrics (joint with Northwestern University)

5 November 2010 - 6 November 2010

Organiser: Joel L. Horowitz
Venue: Northwestern University