12th Tinbergen Institute Conference: Inference Issues in Econometrics

Date of Appearance: 
Mar 20, 2017
Conference Dates: 
May 19, 2017 to May 20, 2017
Deadline for paper submissions: 
Dec 1, 2016
Deadline for participant registration: 
Friday, May 5, 2017


Location of Conference

Location: 
De Burcht
Henri Polaklaan 9
1018 CM Amsterdam
Netherlands

The conference brings together the leading researchers on inference issues in econometric models. During the two day meeting they present around twenty research papers on a variety of the below stated models.

Statistical inference on the parameters of interest in a vast number of econometric models is plagued by its dependence on the settings of secondary nuisance parameters. Examples of such models are wide spread and include:

  1. Linear instrumental variables regression
  2. Inference in linear regression models after model selection
  3. Generalized method of moments
  4. Dynamic stochastic general equilibrium models
  5. Inference on parameters of large scale models with sparsity estimated by Lasso
  6. Dynamic panel data models
  7. Vector autoregressions with cointegration

These models are widely used by applied researchers. Inference on their parameters can be hampered by the value of underlying/secondary nuisance parameters. It was long thought that such settings of the nuisance parameters are unrealistic so they can basically be ignored for applied purposes. The empirical relevance of so-called weak instruments shows, however, that this is not the case. Weak instruments are a commonality in applied work so it is important to have inference methods that are robust to them. The same argument also applies to the other models stated above.

 

View speakers here: http://www.tinbergen.nl/conference/inference-issues-econometrics/speakers/

Sign up here: http://www.tinbergen.nl/conference/inference-issues-econometrics/registr...

 

More information

Follow us

Become an INOMICS Fan on Facebook  Follow inomics on Twitter  LinkedIn  googlePlus  Stay Informed Email List

Copyright © 1998-2017 INOMICS. All rights reserved.

Login

or
×

Switch on your career radar!

Get started for free.

or
Sign Up with e-mail

×

Start your summer school experience now!

×