Cornell's economics department is honored to host a conference in memory of Nick Kiefer, who passed away in 2024. The main conference is on Saturday, March 1st, 2025, at the ILR Conference Center (https://www.ilr.cornell.edu/conference-center). All talks are open to the interested public.
Some hints on logistics: A campus map is here. A map of Cornell's public parking options is here; lots 4121, 4122, and 4131 are relatively convenient, are metered until 5:30 on Friday, and are free thereafter. In addition, there is free weekend parking next to Tower Road across from Plant Sciences. Hotels have shuttle service to campus during daytime, https://collegetowncab.com/ schedules rides in advance, and the usual rideshare companies have (if slightly thin) presence.
Schedule
Friday, 2/28
17:00-19:00 Reception (at the A.D. White House, by invitation; heavy hors d'oeuvres provided)
Saturday, 3/1
8:00-8:45 Breakfast
8:45-9:00 Opening Remarks
9:00-9:30 Bin Chen:
“Estimation and Inference for CP Tensor Factor Models” (with Yuefang Han and Qiyang Yu; paper).
9:30-10:00 James MacKinnon: “Cluster Robust Inference” (paper).
10:00-10:30 Francesca Molinari:
“Information Based Inference in Models with Set-Valued Predictions and Misspecification” (with Hiroaki Kaido; paper).
10:30-10:45 Coffee Break
10:45-11:15 Francis X. Diebold:
“On the Wisdom of Crowds (of Economists)” (with Aaron Mora and Minchul Shin).
11:15-11:45 Bent Jesper Christensen:
“Estimation of Continuous-time Linear DSGE Models from Discrete-time Measurements” (with Luca Neri and Juan Carlos Parra-Alvarez; paper).
12:00-13:30 Lunch
13:45-14:15 Judit Temesvary:
“How Does Fiscal Debt affect the Transmission of Monetary Policy into Cross-border Bank Lending?” (with Swapan-Kumar Pradhan and Előd Takáts; paper)
14:15-14:45 Soon Hyeok Choi:
“Is the Current Bull Market a Bubble? An Empirical Investigation” (with Robert Jarrow; paper).
14:45-15:15 Viktor Tsyrennikov:
“The Cost of AI Fairness” (with Elena Rarytska).
15:15-15:30 Coffee Break
15:30-16:00 David Easley:
“Microstructure and Market Dynamics in Crypto Markets” (with Maureen O’Hara, Songshan Yang, and Zhibai Zhang; paper).
16:00-16:30 Patrick Kiefer: “Frontiers of Microstructure in Practice”.
16:30-16:45 Coffee Break
16:45-17:15 Tim Vogelsang:
“An Estimating Equation Approach for Robust Confidence Intervals for Autocorrelations of Stationary Time Series” (with Taeyoon Hwang; paper).
17:15-17:45 Jörg Stoye:
“Robust Treatment Choice: A View from Partial Identification” (surveying work with José Luis Montiel Olea, Brenda Quesada Prallon, Chen Qiu, and Yiwei Sun; paper 1, paper 2).
19:00-21:00 Dinner (at the Statler Hotel, by invitation)