Job Market семинар, Bulat Gafarov (Pennsylvania State University)
Докладчик: Bulat Gafarov (Pennsylvania State University)
Тема доклада: "Inference on Scalar Parameters in Set Identified Affine Models"
В среду, 1 февраля в 10.30 прошел Job Market семинар Международного института экономики и финансов и Факультета экономических наук.
Докладчик: Bulat Gafarov (Pennsylvania State University)
Тема доклада: "Inference on Scalar Parameters in Set Identified Affine Models"
Тезисы доклада: This paper proposes both point-wise and uniform confidence intervals (CIs) for an element θ1 of a parameter vector θ ∈ Rd that is partially identified by affine moment equality and inequality conditions. The CIs are based on an estimator of a regularized support function of the identified set and have a closed–form. I provide examples in which my CIs are shorter than those in the existing literature. Furthermore, unlike much of the existing literature, the proposed CIs can be computed as a solution to a convex optimization problem, which leads to a substantial decrease in computation time. My approach can be used, for instance, to compute a CI for the returns to schooling using income bracket data without strong distributional assumptions.