12th Annual Tinbergen Institute Conference 2017 "Inference Issues in Econometrics"
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: - Linear instrumental variables regression - Inference in linear regression models after model selection - Generalized method of moments - Dynamic stochastic general equilibrium models - Inference on parameters of large scale models with sparsity estimated by Lasso - Dynamic panel data models - Vector autoregressions with cointegration 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 above stated models.
|Event dates:||2017-05-19 – 2017-05-20|
|Organizers:||Tinbergen Institute Amsterdam University of Amsterdam|
|Conference venue:||Amsterdam, De Burcht, Henri Polaklaan 9|
Local organization: Christina Månsson (email@example.com)
|Classification:||C0 - Mathematical and Quantitative Methods. General|
|Event type:||Konferenzen, Tagungen; Conferences|