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Workshop: Quantile Regression Methods: Theory and Applications

Date: 8-9 October, 2010

The workshop's aim is to stimulate intellectual exchange among researchers working on theoretical and practical aspects of quantile regression. The two-day workshop follows the HOH lectures given this year by Roger Koenker, and will provide an ideal opportunity for intensive and fruitful discussions. The program consists of four presentations by invited speakers and ten contributed talks. Roughly half of the contributed papers deal with theoretical issues, while the rest are concerned with empirical applications.

The workshop will take place at the Faculty of Business and Economics, Humboldt−Universität zu Berlin, Spandauer Str. 1, 10999 Berlin, Germany.

Participation in this workshop is restricted to presenters of accepted papers and posters, or those who have paid a 200 EUR participation fee to help defray some of the costs of putting on the workshop. The fee covers admission to all presentations, conference meals and the social program. It does not cover travel or lodging. To register before September 18, please visit the QRW registration page here.



Provisional Schedule


Friday, October 8 2010

9:00 Keynote session (HOH lecture #4)
Roger Koenker, Illinois
Additive Models for Conditional Quantiles: Estimating Risk Factors for Childhood Malnutrition
10:30 Coffee break
11:00 Plenary Session #1
Victor Chernozhukov, MIT:
Quantile Regressions in High-Dimensional Sparse Econometric Models
Blaise Melly, Brown University:
Quantile regression with time-varying covariates
12:30 Lunch
14.00 Parallel Theory Sessions
Parallel Theory Session #1
Keming Yu, Brunel University:
Bayesian Variable Selection in Quantile Regression
Emmanuel Guerre, Queen Mary College University of London:
Uniform Bias Study and Bahadur Representation for Local Polynomial Estimators of the Conditional Quantile Function
Parallel Theory Session #2
Richard Song, Humboldt Universität zu Berlin and University of California at Berkeley:
Semiparametric Quantile Regression for Longitudinal Data Analysis
Adonis Yatchew, University of Toronto:
Nonparametric Quantile Estimation When Data on Derivatives are Available
15:30 Poster Session and Coffee Break
16:30 Plenary Session #2
Joel Horowitz, Northwestern:
Nonparametric Estimation of a Nonseparable Demand Function under Shape Restrictions
Andrew Chesher, UCL:
Structural Quantile Functions for Discrete Outcomes
18:00 Conference Dinner

Saturday, October 9 2010

9:00 Plenary Session #3
Battista Severgnini, Copenhagen School of Business:
Is ICT a Jack-in-the-Box? A Counterfactual Approach for Identifying Productivity Spillovers
Katerina Aristodemou, Brunel University:
Estimation of Errors-In-Variables Models through Bayesian Quantile Regression with Application to the Permanent Income Hypothesis
10:00 Coffee Break
11:00 Plenary Session #4
Wolfgang Härdle, Humboldt Universität zu Berlin:
Local Quantile Regression
Ya´acov Ritov, Hebrew University:
Partial Linear Quantile Regression and Bootstrap Confidence Bands
12:30 Lunch
14:00 Plenary Session #5
José Machado, Universita Lisboa:
Joblessness
Michael Burda, Humboldt Universität zu Berlin:
Unionization, Stochastic Dominance, and Compression of the Wage Distribution: Evidence from Germany
15:30 End of Workshop

Additional information about travel and accomodation (not available online)


Submitted Papers and Abstracts (for use by Scientific Committee)


Organization Committee: Michael Burda, Andrew Chesher, Wolfgang Härdle, Keming Yu

 

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Humboldt-Universität zu Berlin
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