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STICERD Econometrics Seminar Series


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These 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:  Prof. Tai Otsu and Dr. Vassilis Hajivassiliou.

For more information please contact Jane Dickson.

You can subscribe or unsubscribe to our mailing list (emetrics). 



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Thursday  14 February 2019  14:00 - 15:30

TBC

Richard Spady (University of Oxford)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  08 November 2018  14:00 - 15:30

Quasi-Maximum Likelihood and The Kernel Block Bootstrap for Nonlinear Dynamic Models

Richard Smith (University of Cambridge) , joint with Paulo M.D.C. Parente (ISEG- Lisbon School of Economics & Management)

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32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  15 November 2018  14:00 - 15:30

Sensitivity Analysis using Approximate Moment Condition Models

Tim Armstrong (Yale University) , joint with Michal Kolesár

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32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  22 November 2018  14:00 - 15:30

The Empirical Content of Discrete Choice Models

Debopam Bhattacharya (University of Cambridge)

[pdf] Download Paper [pdf] Download 2nd Paper


Empirical demand models used for counterfactual predictions and welfare analysis must be rationalizable, i.e. theoretically consistent with utility maximization by heterogeneous consumers. We show that for binary choice under general unobserved heterogeneity, rationalizability is equivalent to a pair of Slutsky-like shape-restrictions on choice-probability functions. The forms of these restrictions differ from Slutsky-inequalities for continuous goods. Unlike McFadden-Richter's stochastic revealed preference, our shape-restrictions (a) are global, i.e. their forms do not depend on which and how many budget-sets are observed, (b) are closed-form, hence easy to impose on parametric/semi/non-parametric models in practical applications, and (c) provide computationally simple, theory-consistent bounds on demand and welfare predictions on counterfactual budget-sets. Finally, for multinomial-choice, we show that Daly-Zachary's well-known Slutsky-symmetry condition fails if income-effects are present. For such cases, using the theory of partial differential equations, we provide global conditions on choice-probability functions that are sufficient for rationalizability of demand.


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  29 November 2018  14:00 - 15:30

Bootstrap confidence bands for Levy densities under high-frequency observations and its application to financial data

Daisuke Kurisu (Tokyo Institute of Technology) , joint with Kengo Kato

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32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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Thursday  06 December 2018  14:00 - 15:30

Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK

Ivan Fernandez-Val (Boston University)

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32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
calendar
Thursday  13 December 2018  14:00 - 15:30

Plug-in Regularized Estimation of High-Dimensional Parameters in Nonlinear Semiparametric Models

Denis Nekipelov (University of Virginia)

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32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
There are also future events listed for this series. Please see STICERD Econometrics Seminars listed for Next Term