The ET Lecture Series comprises two annual invited lectures, one for the SETA (Symposium for Econometric Theory and Applications) meeting in the Asia-Pacific region each year and the other for (EC)^2 (European Conferences of the Econometrics Community), held in Europe. We are fortunate to have the support of the Cowles Foundation, Yale University and Cambridge University Press as financial sponsors.
One of the goals of this lecture series is to reinforce the major role that the journal Econometric Theory has played in the econometrics community for more than 30 years, giving theory a strong place in the foundation of the discipline, broadening the research agenda by publishing work that econometricians like to do, and helping to inspire the younger generation of econometric scholars. The ET lecture is a significant keynote address in these meetings and is a major feature of each conference program.
Yoon-Jae Whang (Seoul National University). 2016 SETA meeting, University of Waikato, New Zealand. “Nonparametric Inference on Stochastic Dominance and Related Concepts”.
Peter Robinson (London School of Economics). 2015 (EC)^2 meeting, University of Edinburgh, UK. “Semiparametric inference on panel data”.
Yuichi Kitimura (Yale University). 2015 SETA meeting, Hitotsubashi University, Japan. “Nonparametric Approaches to Random Utility Models”.
Han Hong (Stanford University). 2014 SETA meeting, Academia Sinica, Taipei. “A Computational Implementation of GMM”.
James Stock (Harvard University). 2014 (EC)^2 meeting, Universitat Pompeu Fabra, Barcelona, Spain. “An Empirical Bayes Approach to Seasonal Adjustment with Time-Varying Seasonals”.
Manfred Deistler (Technische Universitaet Wien). 2013 (EC)^2 meeting, University of Cyprus. “Multivariate AR Systems and Mixed Frequency Data: Identifiability and Estimation”, with Brian D.O. Anderson, Elisabeth Felsenstein, Bernd Funovits, Lukas Koelbl, and Mohsen Zamani. Econometric Theory, Vol. 32:4 April 2015. DOI:Http://Dx.Doi.Org/10.1017/S0266466615000043
Oliver Linton (Cambridge University). 2013 SETA meeting, SKKU, Seoul, Korea. “Nonparametric Modelling of High Dimensional Time Series”.
Benedikt Poetscher (University of Vienna). 2012 SETA meeting, Shanghai Jiao Tong University, Shanghai, China. “On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests”, with David Preinerstorfer. Econometric Theory, Vol 32:2, February 2015, pp. 261-358
Halbert White (University of California, San Diego) . 2011 SETA, Monash University, Melbourne, Australia. “Granger Causality and Structural Causality in Cross-Section and Panel Data”, with Xun Lu and Liangjun Su. Econometric Theory, First published online: 17 March 2016. DOI: http://dx.doi.org/10.1017/S0266466616000086
Michael Jansson (University of California). 2010 SETA meeting, Singapore Management University, Singapore. Small Bandwidth Asymptotics for Density-Weighted Average Derivatives. Econometric Theory, Vol. 30:1 Feb 2014 pp. 176 - 200.
Andrew Chesher (University College London). 2009 Inaugural Asian Econometric Theory Lecture at the SETA Conference, University of Kyoto, Kyoto, Japan. “ Semiparametric Structural Models of Binary Response: Shape Restrictions and Partial Identification”. Econometric Theory, Vol 29:2 April 2013, pp. 231 – 266.