BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//CREST - ECPv5.1.3//NONSGML v1.0//EN
CALSCALE:GREGORIAN
METHOD:PUBLISH
X-WR-CALNAME:CREST
X-ORIGINAL-URL:https://crest.science
X-WR-CALDESC:Events for CREST
BEGIN:VTIMEZONE
TZID:Europe/Helsinki
BEGIN:DAYLIGHT
TZOFFSETFROM:+0200
TZOFFSETTO:+0300
TZNAME:EEST
DTSTART:20260329T010000
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0300
TZOFFSETTO:+0200
TZNAME:EET
DTSTART:20261025T010000
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
DTSTART;TZID=Europe/Helsinki:20260128T121500
DTEND;TZID=Europe/Helsinki:20260128T133000
DTSTAMP:20260709T214546
CREATED:20251222T113057Z
LAST-MODIFIED:20260109T101517Z
UID:18666-1769602500-1769607000@crest.science
SUMMARY:Bjoern HOEPPNER (Universität Bonn) "Group-Specific Heterogeneity in Short Binary Outcome Panels"
DESCRIPTION:[vc_row][vc_column][vc_column_text]Macro seminar\nTime : 12h15 – 13h30 \nDate : 28 th  January 2026 \nSalle 3001 \nBjoern HOEPPNER (Universität Bonn) “Group-Specific Heterogeneity in Short Binary Outcome Panels” \nAbstract: When the number of time periods is small\, identification of binary outcome panel data models that allow for heterogeneity is inherently difficult. This paper presents identification and estimation results for such models in the presence of latent group-specific heterogeneity. We assume that each unit belongs to a time-invariant latent group\, so the joint distribution of the binary outcomes conditional on the covariates is a finite mixture model. Under mild conditions\, the group-specific conditional outcome models are fully nonparametrically identified\, with identification being possible with as few as two time periods. We also provide conditions under which group-specific average marginal effects are identified. In addition\, we develop a novel semiparametric estimator for the setup of interest and study its asymptotic properties. Simulations indicate that the estimator performs well in finite samples. We illustrate the estimation procedure and how to interpret the latent groups empirically in the context of homeownership in Germany. \n  \n  \n
URL:https://crest.science/event/bjoern-hoeppner-universitat-bonn-t-b-a/
CATEGORIES:Macroeconomics,Seminars
ATTACH;FMTTYPE=:
END:VEVENT
END:VCALENDAR