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DTSTAMP:20250930T101850
DTSTART;TZID=America/Detroit:20260226T130000
DTEND;TZID=America/Detroit:20260226T143000
SUMMARY:Social / Informal Gathering:Dialogue and Donuts
DESCRIPTION:Come enjoy a sweet treat and make new friends while testing out U-M's new conversation game\, The Pluralism Playdeck. The Pluralism Playdeck is a low-key scaffolded card game designed to allow university students to practice the soft skills they need to engage in compassionate and honest conversations about hot-button issues across ideological and demographic differences. You'll learn about yourself. You'll learn about others. You'll develop a skill set that will serve you well in both social and professional settings.
UID:139212-21885094@events.umich.edu
URL:https://events.umich.edu/event/139212
CLASS:PUBLIC
STATUS:CONFIRMED
CATEGORIES:Education,Undergraduate Students,Undergraduate,Social,Open Inquiry,Intergroup Dialogue,Humanities,Free,Discussion
LOCATION:LSA Building - 1040
CONTACT:
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DTSTAMP:20260224T092816
DTSTART;TZID=America/Detroit:20260226T130000
DTEND;TZID=America/Detroit:20260226T142000
SUMMARY:Workshop / Seminar:Inference on Linear Regressions with Two-Way Unobserved Heterogeneity
DESCRIPTION:We develop a novel estimation and inference procedure for the common parameters in linear panel data regression models with nonparametric two-way specification of unobserved heterogeneity. Our procedure builds on three main components: First\, we develop moment conditions for the common parameters that are Neyman orthogonal with respect to nonparametric component to reduce the effect of the first-step estimation of this. Second\, we develop a novel two-step estimator of the nonparametric component\, where the second step assumes that the nonparametric component is well-proxied by eigenfunctions estimated in the first step. Third\, we develop a novel adjustment of the nonparametric estimator so the estimated eigenfunctions do not generate incidental parameter biases. Together\, these ensure that the resulting estimator of the common parameters is root-NT-asymptotically normally distributed thereby allowing for valid inference on the linear parameters in the model using standard methods. A numerical study shows that the proposed estimators perform well in finite samples.
UID:143680-21893639@events.umich.edu
URL:https://events.umich.edu/event/143680
CLASS:PUBLIC
STATUS:CONFIRMED
CATEGORIES:seminar,Economics,Econometrics
LOCATION:North Quad - 4300
CONTACT:
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