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STICERD Econometrics Seminar SeriesThese seminars are held on Thursdays in term time at 14.00-15.30, in 32L 3.05 (3rd floor, 32 Lincolns Inn Fields, London), unless specified otherwise. Entry is on a first-come first-served basis. No registration is required but places are limited. Seminar organisers: Dr Tai Otsu For more information please contact Jane Dickson. You can subscribe or unsubscribe to our mailing list (emetrics).
Thursday
01 December 2016
14:00
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15:30
Note change in Time TBCElena Manresa (MIT)32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
Thursday
22 September 2016
14:00
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15:30
Note change in Time Estimation and Inference with a (Nearly) Singular JacobianAdam McCloskey (Brown University) , joint with Sukjin Han![[pdf]](/images/pdf.gif){kind=small} Download Paper
This paper develops extremum estimation and inference results for nonlinear models with very general forms of potential identification failure when the source of this identification failure is known. We examine models that may have a general deficient rank Jacobian in certain parts of the parameter space. When identification fails in one of these models, it becomes under-identified and the identification status of individual parameters is not generally straightforward to characterize. We provide a systematic reparameterization procedure that leads to a reparameterized model with straightforward identification status. Using this reparameterization, we determine the asymptotic behavior of standard extremum estimators and Wald statistics under a comprehensive class of parameter sequences characterizing the strength of identification of the model parameters, ranging from non-identification to strong identification. Using the asymptotic results, we propose hypothesis testing methods that make use of a standard Wald statistic and data-dependent critical values, leading to tests with correct asymptotic size regardless of identification strength and good power properties. Importantly, this allows one to directly conduct uniform inference on low-dimensional functions of the model parameters, including one-dimensional subvectors. The paper illustrates these results in three examples: a sample selection model, a triangular threshold crossing model and a collective model for household expenditures. Graham Wallace Room, 5th Floor, Old Building, Houghton Street, London, WC2A 2AE Please note new venue
Thursday
06 October 2016
12:30
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14:00
Note change in Time Interference on social effects when the network is sparse and unknownEric Gautier (University Toulouse 1 Capitole)32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
Thursday
13 October 2016
14:00
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15:30
Note change in Time Identifying the Discount Factor in Dynamic Discrete Choice ModelsJaap Abbring (Vrije Universiteit Amsterdam and Tinbergen Institute) , joint with Øystein Daljord Download Paper
32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
Tuesday
25 October 2016
14:00
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15:30
Note change in Time Counterfactual prediction in complete information games: point prediction under partial identificationJoris Pinske (Pennsylvania State University) Download Paper
We study the problem of counterfactual prediction in discrete decision games with complete information, pure strategies, and Nash equilibria. We show that the presence of multiple equilibria poses unique challenges for the problem of counterfactual prediction even if the payoff structure is known in its entirety. We show that multiple types of counterfactuals can be defined and that the prediction probabilities are not generally point–identified. We establish the sharp identified bounds of the prediction probabilities. We further propose, compare, and contrast various decision methods for the purpose of producing a point prediction, namely midpoint prediction, a decision–theoretic possibility using a Dirichlet–based prior, and a maximum–entropy approach. On balance, we conclude that the maximum–entropy approach is the least of several evils. Our results have implications for counterfactual prediction in other models with partial identification. 32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
Thursday
03 November 2016
14:00
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15:30
Note change in Time Inference under shape restrictionsJoachim Freyberger (University of Wisconsin-Madison)32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
Thursday
10 November 2016
14:00
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15:30
Note change in Time Function Time Series Analysis of Correlation DynamicsPatrick Wongsa-Art (Newcastle University)32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
Thursday
17 November 2016
14:00
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15:30
Note change in Time Jackknife, Many Instruments and Small Bandwidth AsymptoticsYukitoshi Matsushita (Tokyo Institute of Technology) , joint with Taisuke Otsu, LSE32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
Thursday
24 November 2016
14:00
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15:30
Note change in Time Wald tests when restrictions are locally singularVictoria Zinde-Walsh (McGill University and CIREQ) , joint with Jean-Marie Dufour and Eric Renault Download Paper
32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
Thursday
01 December 2016
14:00
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15:30
Note change in Time TBCElena Manresa (MIT)32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
Thursday
08 December 2016
14:00
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15:30
Note change in Time TBCJack Porter (University of Wisconsin-Madison)32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
Tuesday
13 December 2016
12:30
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14:00
Note change in Time Uniform confidence bands in deconvolution with unknown error distributionKengo Kato (University of Tokyo) , joint with Yuya Sasaki Download Paper
32L 2.04, 2nd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH Please note new venue |
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- 2016
| LSE, Houghton Street, London WC2A 2AE | Tel: +44(0)20 7955 6699 | Email: STICERD@lse.ac.uk | Site updated 27 November 2016
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