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DTSTART:20070311T020000
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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:Econometrics,Economics,seminar
LOCATION:North Quad - 4300
CONTACT:
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BEGIN:VEVENT
DTSTAMP:20260224T011350
DTSTART;TZID=America/Detroit:20260226T130000
DTEND;TZID=America/Detroit:20260226T150000
SUMMARY:Well-being:LSA Student Government Spring Break Bags Giveaway
DESCRIPTION:LSA-SG is giving out Spring Break bags for FREE\, filled with items that you might need for your upcoming trip! Come find us in the LSA building on Thursday before they run out!
UID:145858-21897961@events.umich.edu
URL:https://events.umich.edu/event/145858
CLASS:PUBLIC
STATUS:CONFIRMED
CATEGORIES:Free,Health,Health & Wellness,International Students,Non-traditional Students,Swag,Transfer Students
LOCATION:LSA Building - 1174
CONTACT:
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