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Info-Metrics | Oxford Conference Proceedings 2015

Proceedings: Information Theoretic Methods of Inference 

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Day 1

10:50 - 11:00 Welcome and Introductory Remarks

Amos Golan (American University, Washington DC)


11:00 - 12:30 Invited Session 1: Empirical Likelihood

Chair: Dennis Kirsitensen (UCL) Organizer: Tai Otsu (LSE)

Francesco Bravo (University of York): “Two - step combined nonparametric likelihood estimation of misspecified semiparametric models”

Lorenzo Camponovo (University of St. Gallen): “Empirical likelihood for high frequency data”

Dennis Kristensen (UCL): “Bayesian indirect inference and the ABC of GMM”


13:30 - 14:45 Invited Speaker I

Chair: Richard J. Smith (University of Cambridge)

Whitney Newey (MIT): “Locally robust semiparametric estimation”


14:45 - 15:15  Info-Metrics Prize Paper

Chair: Amos Golan (American University)

Nataly Balasha (Hebrew University): “Brain tumor cellular architectures are predicted through the characterization of two-cell interactions”


15:45 - 17:15 Contributed Session I

Chair: Prosper Dovonon (Concordia University)

Ximing Wu (Texas A&M University): “Robust kernel density estimation under Kullback-Leibler loss”

Ramo Gencay (Simon Fraser University): “A wavelet ratio estimator for fractional noise”

Daniela Scida (Brown University): “Structural VAR and financial networks: a minimum distance approach to spatial modelling”  


17:30 - 18:30  Contributed Session II

Chair: Frank Windmeijer (University of Bristol)

Junnan He (Washington University): “Bayesian priors and model selection”

Jose Guardiola (Texas A&M University – Corpus Christi): “Bayesian statistics and its relationship with information theory and entropy”

Day 2


09:30 - 10:45 Invited Speaker II

Chair: Aman Ullah (UC Riverside)

Victor Chernozhukov (MIT): “The sorted effects method: discovering heterogeneous effects beyond their averages”


11:15 - 12:45 Contributed Session III

Chair: Ximing Wu (Texas A&M University)

Frank Windmeijer (University of Bristol): “Selecting (in)valid instruments for instrumental variables estimation”

Frank Kleibergen (University of Amsterdam): “Efficient size correct subset inference in linear instrumental variables regression”

Prosper Dovonon (Concordia University): “Robust estimation with exponentially tilted Hellinger distance”


13:45 - 15:00 Invited Speaker III

Chair: Alastair Hall (University of Manchester)

Eric Renault (Brown University): “Score tests in GMM: Why use implied probabilities?“


15:30 - 17:00 Invited Session II: Empirical IO

Chair: Jaap Abbring (Tilburg University) ; Organizer: Jaap Abbring (Tilburg University)

Nicola Pavanini (University of Zürich): Asymmetric information and imperfect competition in lending markets”

Pierre Dubois (Toulouse School of Economics): “Pharmacy incentives and competition with parallel trade”

Jaap Abbring (Tilburg University): “Very simple Markov-perfect industry dynamics”