STICERD Econometrics Seminar Series
Relaxing Strict Exogeneity in Nonlinear Panel Data Models
Stephane Bonhomme (University of Chicago), joint with Bryan Graham and Kevin Dano
Thursday 24 November 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
We study nonlinear panel data models under the assumption that covariates are predetermined. Relaxing strict exogeneity is important in many applications. Our characterization yields novel moment conditions on parameters, and suggests novel approaches to identification and inference. As examples, we consider binary choice models with predetermined covariates, censored regression, and Weibull duration 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: firstname.lastname@example.org.
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