[Sds-seminars] S&DS Seminar - Denis Chetverikov, 10/03, 4pm-5pm @ DL 220, "Spectral and post-spectral estimators for grouped panel data models"

[elizavette.torres at yale.edu]

In-Person seminars will be held at Dunham Lab, 10 Hillhouse Ave., Room 220,
with an option of remote participation via zoom.

 <https://statistics.yale.edu/>     <https://statistics.yale.edu/>
Department of Statistics and Data Science  

 <https://statistics.yale.edu/seminars/denis-chetverikov> Denis Chetverikov,
UCLA

In-Person

Monday, October 03, 2022

4:00PM to 5:00PM

Dunham Lab. Room 220
<http://maps.google.com/?q=10+Hillhouse+Avenue%2C+New+Haven%2C+CT%2C+06511%2
C+us> see map 

10 Hillhouse Avenue

New Haven, CT 06511

 <https://www.mit.edu/~jasonalt/> Website

 

Zoom Link: 

https://yale.zoom.us/j/92411077917?pwd=aXhnTnFGRXFoaTVDczNjeFFKeWpTQT09 

Password: 24

 

Title: Spectral and post-spectral estimators for grouped panel data models

 

Information and Abstract: 

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.

Joint work with Elena Manresa (NYU)

 <x-apple-data-detectors://10/> 3:30pm -   Pre-talk meet and greet.

 

Zoom Link: Join from PC, Mac, Linux, iOS or Android:
https://yale.zoom.us/j/92411077917?pwd=aXhnTnFGRXFoaTVDczNjeFFKeWpTQT09 

Password: 24

Or Telephone：203-432-9666 (2-ZOOM if on-campus) or 646 568 7788

Meeting ID: 924 1107 7917

 

 

 

 

 


Department of Statistics and Data Science


Yale University
24 Hillhouse Avenue
New Haven, CT 06511

t 203.432.0666
f 203.432.0633

 

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