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X-WR-CALDESC:Events for CREST
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TZID:Europe/Paris
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DTSTART:20190331T010000
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DTSTART:20191027T010000
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DTSTART;TZID=Europe/Paris:20190604T121500
DTEND;TZID=Europe/Paris:20190604T133000
DTSTAMP:20260713T073446
CREATED:20190417T125448Z
LAST-MODIFIED:20241104T133357Z
UID:12261-1559650500-1559655000@crest.science
SUMMARY:Chris MURIS (University of Bristol) - "Binarization for Panel Models with Fixed Effects"
DESCRIPTION:\nThe Microeconometrics Seminar: Every Tuesday at 12:15 pm.\nTime: 12:15 pm – 1:30 pm\nDate: 4 th of June 2019\nPlace: Room 3001\nChris MURIS (University of Bristol) – “Binarization for Panel Models with Fixed Effects” \nAbstract: In nonlinear panel models with fixed effects and fixed-T\, the incidental parameter problem poses identification difficulties for structural parameters and partial effects. Existing solutions are model-specific\, likelihood-based\, impose time homogeneity\, or restrict the distribution of unobserved heterogeneity. We provide new identification results for the structural function and for partial effects in a large class of Fixed Effects Linear Transformation (FELT) models with unknown\, time-varying\, weakly monotone transformation functions. Our results accommodate continuous and discrete outcomes and covariates\, require only two time periods\, and impose no parametric distributional assumptions. First\, we provide a systematic solution to the incidental parameter problem in FELT. Second\, we identify the distribution of counterfactual outcomes and a menu of time-varying partial effects without any assumptions on the distribution of unobserved heterogeneity. Third\, we obtain new results for nonlinear difference-in-differences that accommodate both discrete and censored outcomes\, and for FELT with random coefficients. Finally\, we propose rank- and likelihood-based estimators that achieve \sqrt{n} rate of convergence. \nWork joint with Irene Botosaru.\nOrganizers:\n\nLaurent DAVEZIES (Laboratoire de Microéconométrie-CREST)\nBenoît SCHMUTZ (Laboratoire de Microéconométrie-CREST)\nArne UHLENDORFF (Laboratoire de Microéconométrie-CREST)\nSponsors:\nCREST\n \n\n
URL:https://crest.science/event/chris-muris/
CATEGORIES:Applied Seminar,Economics,Microeconometrics,Seminars
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