10:30 am
Julia SCHAUMBURG (Vrije Universiteit Amsterdam) “Joint modelling and estimation of global and local cross-sectional dependence in large panels”
The Financial Econometrics Seminar: Time: 10:30 pm Date: 19th of January 2023 Room 3001 Julia SCHAUMBURG (Vrije Universiteit Amsterdam) "Joint modelling and estimation of global and local cross-sectional dependence in large panels" Abstract :We propose a new unified approach to identifying and estimating spatio-temporal dependence structures in large panels. The model accommodates global cross-sectional dependence […]
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Zheng Wang (EUI Florence) “The linking effect: causal identification and estimation of the effect of peer relationship”
The Econometrics Seminar: Time:12.15 - 13.30 Date: 19th of January 2022 Room 3001 Zheng Wang (EUI Florence) "The linking effect: causal identification and estimation of the effect of peer relationship" Abstract : The endogeneity of network formation has been a major obstacle to the study of peer influence. This paper proposes a causal identification solution […]
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