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STICERD Econometrics Seminar Series

Slow Movers in Panel Data

Takuya Ura (UC Davis), joint with Yuya Sasaki

Thursday 31 March 2022 14:00 - 15:30

Many of our seminars and public events this year will continue as in person or as hybrid (online and in person) events. Please check our website listings and Twitter feed @STICERD_LSE for updates.

Unless otherwise specified, in-person seminars are open to the public.

Those unable to join the seminars in-person are welcome to participate via zoom if the event is hybrid.


About this event

This Panel data often contain stayers (units with no within-variations) and slow movers (units with little within-variations). In the presence of many slow movers, conventional econometric methods can fail to work. We propose a novel method of robust inference for the average partial effects in correlated random coefficient models robustly across various distributions of within-variations, including the cases with many stayers and/or many slow movers in a unified manner. In addition to this robustness property, our proposed method entails smaller biases and hence improves accuracy in inference compared to existing alternatives. Simulation studies demonstrate our theoretical claims about these properties: the conventional 95% confidence interval covers the true parameter value with 37-93% frequencies, whereas our proposed one achieves 93-96% coverage frequencies.

STICERD Econometrics seminars are held on Thursdays in term time at 14.00-15.30, ONLINE, unless specified otherwise.

Seminar organisers: Professor Tai Otsu and Dr. Vassilis Hajivassiliou.

For further information please contact Lubala Chibwe, either by email: l.chibwe@lse.ac.uk.

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