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</o:shapelayout></xml><![endif]--></head><body lang=EN-US link="#0563C1" vlink="#954F72" style='word-wrap:break-word'><div class=WordSection1><p class=MsoNormal style='margin-bottom:12.0pt'><b><i><span style='font-size:14.0pt'>In-Person seminars will be held at Dunham Lab, 10 Hillhouse Ave., Room 220, with an option of remote participation via zoom.</span><o:p></o:p></i></b></p><p class=MsoNormal style='background:white'><span style='font-family:"Arial",sans-serif;color:black'><a href="https://statistics.yale.edu/" title="Department of Statistics and Data Science
"><span style='font-size:22.0pt;color:#286DC0;text-decoration:none'><img border=0 width=150 height=49 style='width:1.5625in;height:.5104in' id=logo src="cid:image001.jpg@01D8D328.5C689520" alt="Department of Statistics and Data Science
"></span></a> <a href="https://statistics.yale.edu/" title=Home><b><span style='font-size:22.0pt;color:#286DC0'>Department of Statistics and Data Science </span></b></a></span><b><i><u><span style='font-size:22.0pt;font-family:"Arial",sans-serif;color:#286DC0'> <o:p></o:p></span></u></i></b></p><p class=MsoNormal style='background:white'><b><span style='font-size:16.0pt;font-family:"Arial",sans-serif;color:#00356B'><a href="https://statistics.yale.edu/seminars/denis-chetverikov"><span style='color:black;text-decoration:none'>Denis Chetverikov</span></a>, </span></b><b><span style='font-size:16.0pt;font-family:"Arial",sans-serif;color:#222222'>UCLA<o:p></o:p></span></b></p><p class=MsoNormal><!--[if gte vml 1]><v:shapetype id="_x0000_t75" coordsize="21600,21600" o:spt="75" o:preferrelative="t" path="m@4@5l@4@11@9@11@9@5xe" filled="f" stroked="f">
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</v:shape><![endif]--><![if !vml]><img width=158 height=190 style='width:1.6458in;height:1.9791in' src="cid:image003.jpg@01D8D328.5C689520" align=left hspace=12 v:shapes="Picture_x0020_2"><![endif]><b><span style='font-size:12.0pt;font-family:"Arial",sans-serif'>In-Person<o:p></o:p></span></b></p><p class=MsoNormal><span class=date-display-single><span style='font-size:12.0pt;font-family:"Arial",sans-serif'>Monday, October 03, 2022</span></span><span class=date-display-single><span style='font-family:"Arial",sans-serif'><o:p></o:p></span></span></p><p class=MsoNormal><span class=date-display-start><span style='font-size:12.0pt;font-family:"Arial",sans-serif'>4:00PM</span></span><span class=date-display-range><span style='font-size:12.0pt;font-family:"Arial",sans-serif'> to </span></span><span class=date-display-end><span style='font-size:12.0pt;font-family:"Arial",sans-serif'>5:00PM</span></span><span style='font-family:"Arial",sans-serif'><o:p></o:p></span></p><p class=MsoNormal><span class=fn><span style='font-size:12.0pt;font-family:"Arial",sans-serif'>Dunham Lab. Room 220</span></span><span style='font-size:12.0pt;font-family:"Arial",sans-serif'> <span class=map-icon><span style='letter-spacing:.6pt'><a href="http://maps.google.com/?q=10+Hillhouse+Avenue%2C+New+Haven%2C+CT%2C+06511%2C+us"><span style='color:windowtext'>see map</span></a> </span></span><o:p></o:p></span></p><p class=MsoNormal><span style='font-size:12.0pt;font-family:"Arial",sans-serif'>10 Hillhouse Avenue<o:p></o:p></span></p><p class=MsoNormal><span class=locality><span style='font-size:12.0pt;font-family:"Arial",sans-serif'>New Haven</span></span><span style='font-size:12.0pt;font-family:"Arial",sans-serif'>, <span class=region>CT</span> <span class=postal-code>06511</span><o:p></o:p></span></p><p class=MsoNormal><span style='font-size:12.0pt;font-family:"Arial",sans-serif'><a href="https://www.mit.edu/~jasonalt/"><span style='color:#003C76'>Website</span></a><o:p></o:p></span></p><p class=MsoNormal><span style='font-size:12.0pt;font-family:"Arial",sans-serif'><o:p> </o:p></span></p><p class=MsoNormal><strong><span style='font-size:12.0pt;font-family:"Arial",sans-serif'>Zoom Link: </span></strong><strong><span style='font-family:"Arial",sans-serif'><o:p></o:p></span></strong></p><p class=MsoNormal><span style='font-size:12.0pt;font-family:"Arial",sans-serif'><a href="https://yale.zoom.us/j/92411077917?pwd=aXhnTnFGRXFoaTVDczNjeFFKeWpTQT09">https://yale.zoom.us/j/92411077917?pwd=aXhnTnFGRXFoaTVDczNjeFFKeWpTQT09</a> </span><span style='font-family:"Arial",sans-serif'><o:p></o:p></span></p><p class=MsoNormal><span style='font-size:12.0pt;font-family:"Arial",sans-serif'>Password: 24<o:p></o:p></span></p><p class=MsoNormal><span style='font-family:"Arial",sans-serif'><o:p> </o:p></span></p><p class=MsoNormal style='background:white'><b><span style='font-size:12.0pt;font-family:"Arial",sans-serif;color:#222222;mso-fareast-language:EN-US'>Title: Spectral and post-spectral estimators for grouped panel data models<o:p></o:p></span></b></p><p class=MsoNormal><span style='font-size:12.0pt;font-family:"Arial",sans-serif'><o:p> </o:p></span></p><p class=MsoNormal style='background:white'><b><span style='font-size:12.0pt;font-family:"Arial",sans-serif;color:#222222;mso-fareast-language:EN-US'>Information and Abstract: <o:p></o:p></span></b></p><p class=MsoNormal style='margin-bottom:12.0pt;background:white'><span style='font-size:12.0pt;font-family:"Arial",sans-serif;color:#222222;mso-fareast-language:EN-US'>In this paper, we develop spectral and post-spectral estimators for grouped panel data models. Both estimators are consistent in the asymptotics where the number of observations $N$ and the number of time periods $T$ simultaneously grow large. In addition, the post-spectral estimator is root-$NT$ consistent and asymptotically normal with mean zero under the assumption of well-separated groups even if $T$ is growing much slower than $N$. The post-spectral estimator has, therefore, theoretical properties that are similar to those of the grouped fixed-effect estimator developed by Bonhomme and Manresa (2015). In contrast to the groped fixed-effect estimator, however, our post-spectral estimator is computationally straightforward.<o:p></o:p></span></p><p class=MsoNormal style='margin-bottom:12.0pt;background:white'><span style='font-size:12.0pt;font-family:"Arial",sans-serif;color:#222222;mso-fareast-language:EN-US'>Joint work with Elena Manresa (NYU)<o:p></o:p></span></p><p class=MsoNormal style='line-height:18.0pt;background:white'><span style='font-size:12.0pt;font-family:"Arial",sans-serif;color:black'><a href="x-apple-data-detectors://10/"><span style='color:black;text-decoration:none'>3:30pm</span></a> - Pre-talk meet and greet.</span><span style='font-size:12.0pt;font-family:"Arial",sans-serif'><o:p></o:p></span></p><p class=MsoNormal><strong><span style='font-size:12.0pt;font-family:"Arial",sans-serif'><o:p> </o:p></span></strong></p><p class=MsoNormal><strong><span style='font-size:12.0pt;font-family:"Arial",sans-serif'>Zoom Link: </span></strong><span style='font-size:12.0pt;font-family:"Arial",sans-serif'>Join from PC, Mac, Linux, iOS or Android: <a href="https://yale.zoom.us/j/92411077917?pwd=aXhnTnFGRXFoaTVDczNjeFFKeWpTQT09">https://yale.zoom.us/j/92411077917?pwd=aXhnTnFGRXFoaTVDczNjeFFKeWpTQT09</a> <o:p></o:p></span></p><p class=MsoNormal><span style='font-size:12.0pt;font-family:"Arial",sans-serif'>Password: 24<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:12.0pt;font-family:"Arial",sans-serif'>Or Telephone</span><span lang=JA style='font-size:12.0pt;font-family:"MS Gothic"'>：</span><span style='font-size:12.0pt;font-family:"Arial",sans-serif'>203-432-9666 (2-ZOOM if on-campus) or 646 568 7788<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:12.0pt;font-family:"Arial",sans-serif'>Meeting ID: 924 1107 7917<o:p></o:p></span></p><p class=MsoNormal><span style='font-size:12.0pt;font-family:"Arial",sans-serif'><o:p> </o:p></span></p><p class=MsoNormal><span style='font-size:12.0pt;font-family:"Arial",sans-serif'><o:p> </o:p></span></p><p class=MsoNormal><span style='font-size:12.0pt;font-family:"Arial",sans-serif'><o:p> </o:p></span></p><p class=MsoNormal><span style='font-size:11.5pt;font-family:"Arial",sans-serif'><o:p> </o:p></span></p><p class=MsoNormal><span style='font-size:11.5pt;font-family:"Arial",sans-serif'><o:p> </o:p></span></p><h2 style='margin:0in;box-sizing: inherit;font-feature-settings: "kern", "liga", "dlig"'><span style='font-family:"Georgia",serif;font-weight:normal'>Department of Statistics and Data Science<o:p></o:p></span></h2><p style='margin:0in;box-sizing: inherit'><span style='font-size:9.0pt;color:black'>Yale University<br>24 Hillhouse Avenue<br>New Haven, CT 06511<o:p></o:p></span></p><p style='margin:0in;box-sizing: inherit'><span style='font-size:9.0pt;color:black'>t 203.432.0666<br>f 203.432.0633<o:p></o:p></span></p><p class=MsoNormal><o:p> </o:p></p></div></body></html>