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Lent 2020

Tuesday  14 January 2020  14:00 - 15:30

TBC

Michela Cella (University of Milan Bicocca)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Political Science and Political Economy Research Seminar
Thursday  16 January 2020  14:00 - 15:30
Note change in Time


South-South and Triangular Trade and Investment for Development

Various Speakers , joint with Institute of Development Studies

External Event


For further information please contact india.observatory@lse.ac.uk or call 020 7955 7615.
Tuesday  21 January 2020  14:00 - 15:30

TBC

Piero Stanig (LSE)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Political Science and Political Economy Research Seminar
Tuesday  28 January 2020  14:00 - 15:30

TBC

Roland Benabou (Princeton)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Political Science and Political Economy Research Seminar
Tuesday  04 February 2020  14:00 - 15:30

TBC

Lauren Young (UC Davis)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Political Science and Political Economy Research Seminar
Tuesday  11 February 2020  14:00 - 15:30

TBC

Mathias Thoenig (University of Geneva)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Political Science and Political Economy Research Seminar
Thursday  13 February 2020  14:00 - 15:30

Identification and Estimation of Group-Level Partial Effects

Kenichi Nagasawa (Warwick)

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


STICERD Econometrics Seminar Series
Monday  17 February 2020  12:00 - 13:30

Payday Lending, Self-Control, and Consumer Protection

Hunt Allcott (NYU)

32L 1.04, 1st Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


CEP/STICERD Applications Seminars
Tuesday  18 February 2020  14:00 - 15:30

TBC

Daniel Hidalgo (MIT)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Political Science and Political Economy Research Seminar
Thursday  20 February 2020  14:00 - 15:30

A Panel Correlated Random Coefficient Model with Time - Varying Endogeneity

Louise Laage (Toulouse School of Economics)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


STICERD Econometrics Seminar Series
Monday  24 February 2020  12:00 - 13:30

TBC

Simon Jäger (MIT)

32L 1.04, 1st Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


CEP/STICERD Applications Seminars
Tuesday  25 February 2020  14:00 - 15:30

TBC

Leah Boustan (Princeton)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Political Science and Political Economy Research Seminar
Wednesday  26 February 2020  12:30 - 13:45

TBC

Peter Ganong (University of Chicago)

IFS, 7 Ridgmount Street, London, WC1E 7AE


IFS-STICERD Public Economics Seminar
Thursday  27 February 2020  14:00 - 15:30

Estimation of Weak Factor Models

Takashi Yamagata (York University)

[pdf] Download Paper


In this paper, we propose a novel consistent estimation method for the approximate factor model of Chamberlain and Rothschild (1983), with large cross-sectional and time-series dimensions (N and T, respectively). Their model assumes that the r (&#8810;N) largest eigenvalues of data covariance matrix grow as N rises without specifying each diverging rate. This is weaker than the typical assumption on the recent factor models, in which all the r largest eigenvalues diverge proportionally to N, and is frequently referred to as the weak factor models. We extend the sparse orthogonal factor regression (SOFAR) proposed by Uematsu et al. (2019) to consider consistent estimation of the weak factors structure, where the k-th largest eigenvalue grows proportionally to N&#945;k with some unknown exponents 0<&#945;k&#8804;1 for k=1,…,r. Importantly, our method enables us to consistently estimate &#945;k as well. In our finite sample experiment, the performance of the new estimator uniformly dominates that of the principal component (PC) estimators in terms of mean absolute loss, and its superiority gets larger as the common components become weaker. We apply our method to analyze S&P500 firm security monthly returns from January 1984 to April 2018, and the results show that the first factor is consistently near strong, whilst the second to the fourth exponents vary over months between 0.90 and 0.65 and they cross. In another application, we consider out-of-sample performance of forecasting regressions for bond yield using extracted factors by our method and by the PC, and the forecasting performance test concludes that our method outperforms the PC method


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


STICERD Econometrics Seminar Series
Monday  02 March 2020  12:00 - 13:30

TBC

Ekaterina Zhuravskaya (PSE)

32L 1.04, 1st Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


CEP/STICERD Applications Seminars
Tuesday  03 March 2020  14:00 - 15:30

TBC

Steve Callander (Stanford GSB)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Political Science and Political Economy Research Seminar
Thursday  05 March 2020  14:00 - 15:30

Optimal Linear Instrumental Variables Approximations

Juan Carlos Escanciano (Indiana University)

Ordinary least squares provides the optimal linear approximation to the true regression function under misspecification. This paper investigates the Instrumental Variables (IV) version of this problem. The resulting population parameter is called the Optimal Linear IV Approximation (OLIVA).This paper shows that a necessary condition for regular identification of the OLIVA is also sufficient for existence of an IV estimand in a linear IV model. The necessary condition holds for the important case of a binary endogenous treatment, leading also to a LATE interpretation with positive weights. The instrument in the IV estimand is unknown and is estimated in a first step. A Two-Step IV (TSIV) estimator is proposed. We establish the asymptotic normality of a debiased TSIV estimator based on locally robust moments. The TSIV estimator does not require neither completeness nor identification of the instrument. As a by-product of our analysis, we robustify the classical Hausman test for exogeneity against misspecification of the linear model. Monte Carlo simulations suggest excellent finite sample performance for the proposed inferences


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


STICERD Econometrics Seminar Series
Monday  09 March 2020  12:00 - 13:30

TBC

Chris Blattman (Chicago)

32L 1.04, 1st Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


CEP/STICERD Applications Seminars
Monday  09 March 2020  12:30 - 14:00

TBC

Andre Veiga (Oxford)

32L 2.04, 2nd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


STICERD Industrial Organisation Seminars
Tuesday  10 March 2020  14:00 - 15:30

TBC

Gerard Roland (Berkeley)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Political Science and Political Economy Research Seminar
Monday  16 March 2020  12:00 - 13:30

TBC

Sule Alan (EUI)

32L 1.04, 1st Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


CEP/STICERD Applications Seminars
Monday  16 March 2020  12:30 - 14:00

TBC

Jihye Jeon (Boston)

32L 2.04, 2nd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


STICERD Industrial Organisation Seminars
Tuesday  17 March 2020  14:00 - 15:30

TBC

Andy Hall (Stanford)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Political Science and Political Economy Research Seminar
Wednesday  18 March 2020  12:30 - 13:45

TBC

Tatiana Homonoff (NYU)

IFS, 7 Ridgmount Street, London, WC1E 7AE


IFS-STICERD Public Economics Seminar
Monday  23 March 2020  12:00 - 13:30

Is Gig Work Replacing Traditional Employment? Evidence from Two Decades of Tax

Dmitri Koustas (Chicago)

32L 1.04, 1st Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


CEP/STICERD Applications Seminars
Monday  23 March 2020  12:30 - 14:00

TBC

Federico Ciliberto (Virginia University)

32L 2.04, 2nd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


STICERD Industrial Organisation Seminars
Tuesday  24 March 2020  14:00 - 15:30

TBC

Monica Martinez-Bravo (CEMFI)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Political Science and Political Economy Research Seminar
Monday  30 March 2020  12:30 - 14:00

TBC

Michael Whinston (Northwestern)

32L 2.04, 2nd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


STICERD Industrial Organisation Seminars
  
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