STICERD Econometrics Seminar Series
Optimal Estimation of Two-Way Effects under Limited Mobility
Frank Schorfheide (UPenn), joint with Xu Cheng (UPenn) and Sheng Chao Ho (UPenn)
Thursday 22 May 2025 14:00 - 15:30
This event is both online and in person
SAL 3.05, 3rd Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH
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. Please ensure you have informed the event contact as early as possible.
Those unable to join the seminars in-person are welcome to participate via zoom if the event is hybrid.
About this event
This paper develops an empirical Bayes estimator for a panel data model with two-way fixed effects. The hyperparameters that control the variance (degree of shrinkage) and the location of the prior are determined by minimizing an unbiased risk estimate.
STICERD Econometrics seminars are held on Thursdays in term time at 14.00-15.30, in SAL 3.05, unless specified otherwise.
Seminar organisers: Dr Yike Wang, Professor Tai Otsu, and Dr Vassilis Hajivassiliou.
For further information please contact Sadia Ali: s.ali43@lse.ac.uk.
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This event will take place in SAL 3.05, 3rd Floor Conference Room, Sir Arthur Lewis Building, LSE, 32 Lincoln's Inn Fields, London WC2A 3PH.
The building is labelled SAL on the map. Enter the building via Lincoln's Inn Fields.
