Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) LSE RSS Contact Us YouTube Twitter

Joint Econometrics and Statistics Workshop


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This seminar series is organised jointly by the Department of Statistics and the STICERD Econometrics Programme.

During Michaelmas term, seminars take place on Fridays at 12pm in 32L.B.11. In Lent term, they are held in the Leverhulme Library (COL 6.15).

Entry is on a first-come first-served basis. No registration is required but places are limited. Refreshments are provided.

Seminar Organisers: Dr Tatiana Komarova and Dr Yunxiao Chen.

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Friday  22 March 2019  12:00 - 13:00

TBC

Viktor Chernozhukov (MIT)

32L G.03, Ground Floor, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Please note new venue
calendar
Friday  01 February 2019  12:00 - 13:00

Nonparametric maximum likelihood methods for binary response models with random coefficients

Roger Koenker (UCL)

NAB 1.07, 1st Floor, New Academic Building, LSE, 54 Lincoln's Inn Fields, WC2A 3LJ


Please note new venue
calendar
Friday  01 March 2019  12:00 - 13:00

The Effect of University Fees on Applications, Attendance and Course Choice: Evidence from a Natural Experiment in the UK

Filipa Sa (Kings College London)

Over the past two decades, large changes have been introduced to the level of university fees in the UK, with significant variation across countries. This paper exploits this variation to examine the effect of fees on university applications, attendance and course choice. It finds that applications decrease in response to higher fees with an elasticity of demand of about -0.4. Attendance also decreases. The reduction in applications and attendance is larger for courses with lower salaries and employment rates after graduation, for non-STEM subjects, and for less selective universities.


Leverhulme Library, COL 6.15, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
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Friday  15 March 2019  12:00 - 13:00

Nonparametric Homogeneity Pursuit in Functional-Coefficient Models

Degui Li (University of York)

This paper explores the homogeneity of coefficient functions in nonlinear models with functional coefficients and identifies the underlying semiparametric modelling structure. With initial kernel estimates of coefficient functions, we combine the classic hierarchical clustering method with a generalised version of the information criterion to estimate the number of clusters, each of which has a common functional coefficient, and determine the membership of each cluster. To identify a possible semi-varying coefficient modelling framework, we further introduce a penalised local least squares method to determine zero coefficients, non-zero constant coefficients and functional coefficients which vary with an index variable. Through the nonparametric kernel-based cluster analysis and the penalised approach, we can substantially reduce the number of unknown parametric and nonparametric components in the models, thereby achieving the aim of dimension reduction. Under some regularity conditions, we establish the asymptotic properties for the proposed methods including the consistency of the homogeneity pursuit. Numerical studies, including Monte-Carlo experiments and an empirical application, are given to demonstrate the finite-sample performance of our methods.


Leverhulme Library, COL 6.15, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR
calendar
Friday  22 March 2019  12:00 - 13:00

TBC

Viktor Chernozhukov (MIT)

32L G.03, Ground Floor, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH


Please note new venue
calendar
Friday  29 March 2019  12:00 - 13:00

TBC

Duo Qin (SOAS, University of London)

Leverhulme Library, COL 6.15, 6th Floor, Columbia House, LSE, 69 Aldwych, London WC2B 4RR