STICERD Econometrics Seminar Series
Identification strategies for nonseparable models
Rosa Matzkin (UCLA)
Thursday 09 May 2019 14:15 - 15:45
Due to the onging coronavirus outbreak, many of our seminars and public events this year will continue as online seminars. Please check our website listings and Twitter feed @STICERD_LSE for updates.
About this event
When confronting an economic model with data, one usually encounters a situation where some important variables, such as tastes and productivity that appear in the model in nonadditive, nonseparable ways, are unobserved. Rather than transforming the model into one where the unobservables enter in separable ways, the nonseparable approach considers identification and estimation of the original model. The original model satisfies the economic restrictions of the model, which aid in identification and estimation. These restrictions are often lost in separable transformations. This seminar will cover identification and estimation methods for nonseparable models, with emphasis on nonparametric methods. First, some key econometric techniques used in nonseparable models will be presented. Next, it will be shown how these techniques have been used and extended to study particular econometric models.
STICERD Econometrics seminars are held on Thursdays in term time at 14.00-15.30, ONLINE, unless specified otherwise.
For further information please contact Lubala Chibwe, either by email: email@example.com.
Please use this link to subscribe or unsubscribe to STICERD Econometrics mailing list (emetrics).