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:20220327T010000
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0300
TZOFFSETTO:+0200
TZNAME:EET
DTSTART:20221030T010000
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
DTSTART;TZID=Europe/Helsinki:20220322T150000
DTEND;TZID=Europe/Helsinki:20220322T161500
DTSTAMP:20260711T200929
CREATED:20211215T113658Z
LAST-MODIFIED:20241104T133209Z
UID:13220-1647961200-1647965700@crest.science
SUMMARY:Martin MUGNIER (CREST) - "Make the Difference! Computationally Trivial Estimators for Grouped Fixed Effects Models "
DESCRIPTION:Microeconometrics Seminar: Every Tuesday \nTime: 15:00 pm – 16:15 pm\nDate: 22th of March 2022\nRoom : En visio \nMartin MUGNIER (CREST) – “Make the Difference! Computationally Trivial Estimators for Grouped Fixed Effects Models” \nAbstract: Novel estimators are proposed for linear grouped fixed effects models. Rather than predicting a single grouping of units\, they deliver a collection of groupings with the same flavor as the so-called LASSO regularization path. Mild conditions are found that ensure their asymptotic guarantees are the same as the so-called grouped fixed effects and post spectral estimators (Bonhomme and Manresa\, 2015; Chetverikov and Manresa\, 2021). In contrast\, the new estimators are computationally straightforward and do not require prior knowledge of the number of groups. Monte Carlo simulations suggest good finite sample performance. Applying the approach to real data provides new insights on the potential network structure of the unobserved heterogeneity. \nOrganizers:\n\nBenoît SCHMUTZ (Pôle d’économie du CREST)\nAnthony STRITTMATTER (Pôle d’économie du CREST) \nSponsors:\nCREST \n
URL:https://crest.science/event/martin-mugnier-crest/
CATEGORIES:Applied Seminar,Economics,Microeconometrics,Seminars
ATTACH;FMTTYPE=:
END:VEVENT
END:VCALENDAR