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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: Dr Tai Otsu

For more information please contact Jane Dickson.

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



calendar
Thursday  23 February 2017  14:00 - 15:30
Note change in Time


Adverse Selection and Moral Hazard in a Dynamic Model of Auto Insurance

Elena Krasnokutskaya (Johns Hopkins) , joint with NERA-STICERD Industrial Organisation Seminar Series

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
calendar
Thursday  16 February 2017  14:00 - 15:30
Note change in Time


Nonlinear Random Coefficients and Preference Heterogeneity

Arthur Lewbel (Boston College)

[pdf] Download Paper


Standard random coefficients models are either linear in regressors, or equal a transformation of a linear index of regressors (e.g., random coefficient logit models). In contrast, this paper shows identification of, and consistent estimators for, general nonlinear random coefficients models with unknown parameters. For example, we consider a model that includes interaction terms in regressors and nonlinear transformations of regressors, where each regressor has a random coefficient, and the joint distribution of the random coefficients is unknown. We then model unobserved preference heterogeneity in consumer demand as utility functions with random Barten scales. These Barten scales appear as random coefficients in nonlinear demand equations. Using Canadian data, we compare estimated energy demand functions with and without random Barten scales. We find that unobserved preference heterogeneity substantially affects the estimated consumer surplus costs of an energy tax.


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
calendar
Thursday  23 February 2017  14:00 - 15:30
Note change in Time


Adverse Selection and Moral Hazard in a Dynamic Model of Auto Insurance

Elena Krasnokutskaya (Johns Hopkins) , joint with NERA-STICERD Industrial Organisation Seminar Series

[pdf] Download Paper


32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
calendar
Thursday  02 March 2017  14:00 - 15:30
Note change in Time


TBC

Andrew Chesher (University College London)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
calendar
Thursday  09 March 2017  14:00 - 15:30
Note change in Time


TBC

Alex Torgovitsky (Northwestern University)

32L 3.05, 3rd Floor Conference Room, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
calendar
Thursday  16 March 2017  14:00 - 15:30
Note change in Time


TBC

Ingmar Prucha (University of Maryland)

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