3/16, CRETA Workshop on Advanced Econometrics 21  : Penalized sieve (Quasi) Likelihood Ratio inferences on irregularly or partially identified semiparametric structural models
Activity day:2018-03-16 
Published At:2018-03-09 
Views:181  2018-03-23 updated
CRETA Workshop on Advanced Econometrics 21 
 
Date : March 16, 2018 (Friday), 2:00 pm – 4:50 pm
Venue : Alexander Hall, GIS NTU Convention Center B1
 (集思台大會議中心B1亞歷山大廳)
 
Topics : Penalized sieve (Quasi) Likelihood Ratio inferences on irregularly or partially identified semiparametric structural models
Speaker: Professor Xiaohong Chen, Department of Economics, Yale University
Registration: Present Students and Faculty of NTU: No Charge
                       Members of Taiwan Econometric Society: No Charge
                       台灣大學在學學生及現任教職員和台灣經濟計量學會會員為免費參加
 
[About the Speaker]
  Professor Chen is currently Malcolm K. Brachman Professor of Economics at Yale University.  Professor Chen is an elected fellow of the Economic Society, a fellow of Journal of Econometrics, an international fellow of Cemmap, and a co-winner of the 2017 China Economics Prize.
  Professor Chen’s research field is econometrics, and has published papers in Econometrica, Review of Economic Studies, Journal of Econometrics, Annuals of Statistics and other top ranked journals. Professor Chen is currently an associate editor of Econometrica, Journal of Econometrics, Quantitative Economics and The Econometric Journal. Professor Chen is a co-editor of Foundations and Trends in Econometrics.
 
[Lecture Overview]
  Many semiparametric models in economics are increasingly more flexible and yet are more difficult to ensure point-identification of structural parameters of interest. In this talk, Professor Chen will describe some published and unpublished papers on penalized sieve likelihood ratio (LR) inference on nonstandard semiparametric likelihood models, and penalized sieve optimally weighted Quasi LR inference on nonstandard semiparametric conditional moment restriction models. 
 
[Program]
13:30-14:00: Registration
14:00-15:10: Lecture 1
15:10-15:30: Tea Break
15:30-16:50: Lecture 2 and Discussion
   *Lectures in English