STICERD Econometrics Seminar Series
Minimizing quasiconvex objective functions
Neslihan Sakarya (University of Essex)
Thursday 14 March 2024 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
In this paper, we extend the results of Hjort and Pollard (2011) for random quasiconvex criterion functions. That is to say, for quasiconvex objective functions, we can relax the usual assumption of compactness of the parameter space. In addition, for quasiconvex objective functions, we can derive the limit distribution as argmins of the limit objective function without first establishing the root-n consistency of the estimator.
STICERD Econometrics seminars are held on Thursdays in term time at 14.00-15.30, in SAL 3.05, unless specified otherwise.
Seminar organisers: Professor Tai Otsu and Dr. Vassilis Hajivassiliou.
For further information please contact Sadia Ali: s.ali43@lse.ac.uk.
Please use this link to subscribe or unsubscribe to STICERD Econometrics mailing list (emetrics).