Skip to main content
1.888.799.9666
JOIN A MEETING
HOST A MEETING
With Video Off
With Video On
HOST A MEETING WITH VIDEO
HOST A MEETING WITHOUT VIDEO
SIGN IN
SIGN UP, IT'S FREE
SIGN UP, IT'S FREE
webinar register page
Topic
QRFE Webinar
Description
The next QRFE Webinar will take place on Thursday 25th of February 2021 at 15h00.
Our speaker is Professor Martin Weidner from Oxford University. Martin's website is here:
http://users.ox.ac.uk/~econ0610/
Martin will present:
Title: Posterior Average Effects
Abstract: Economists are often interested in estimating averages with respect to distributions of unobservables. Examples are moments of individual fixed-effects, average effects in discrete choice models, or counterfactual simulations in structural models. For such quantities, we propose and study “posterior average effects”, where the average is computed conditional on the sample, in the spirit of empirical Bayes and shrinkage methods. While the usefulness of shrinkage for prediction is well-understood, a justification of posterior conditioning to estimate population averages is currently lacking. We establish two robustness properties of posterior average effects under misspecification of the assumed distribution of unobservables: they are optimal in terms of local worst-case bias, and their global bias is at most twice the minimum worst-case bias within a large class of estimators. We establish related robustness results for posterior predictors. In addition, we suggest a simple measure of the information contained in the posterior conditioning. Lastly, we present two empirical illustrations, to estimate the distributions of neighborhood effects in the US, and of permanent and transitory components in a model of income dynamics.
Time
Feb 25, 2021 02:30 PM in
London
Webinar is over, you cannot register now. If you have any questions, please contact Webinar host:
ABDERRAHIM TAAMOUTI
.
×
Share via Email
All fields are required
Your Information
Send to
Message preview
Hi there, You are invited to a Zoom webinar. When: Feb 25, 2021 02:30 PM London Topic: QRFE Webinar Register in advance for this webinar: https://durhamuniversity.zoom.us/webinar/register/WN_X9xTQCyJTwaZjNrlToLx9Q Or an H.323/SIP room system: H.323: 162.255.37.11 (US West) 162.255.36.11 (US East) 115.114.131.7 (India Mumbai) 115.114.115.7 (India Hyderabad) 213.19.144.110 (Amsterdam Netherlands) 213.244.140.110 (Germany) 103.122.166.55 (Australia Sydney) 103.122.167.55 (Australia Melbourne) 149.137.40.110 (Singapore) 64.211.144.160 (Brazil) 69.174.57.160 (Canada Toronto) 65.39.152.160 (Canada Vancouver) 207.226.132.110 (Japan Tokyo) 149.137.24.110 (Japan Osaka) Meeting ID: 939 8280 2672 SIP: 93982802672@zoomcrc.com After registering, you will receive a confirmation email containing information about joining the webinar.
×
Switch Time Zone
Time Zone:
(GMT-11:00) Midway Island, Samoa
(GMT-11:00) Pago Pago
(GMT-10:00) Hawaii
(GMT-9:00) Alaska
(GMT-9:00) Juneau
(GMT-8:00) Vancouver
(GMT-8:00) Pacific Time (US and Canada)
(GMT-8:00) Tijuana
(GMT-7:00) Edmonton
(GMT-7:00) Mountain Time (US and Canada)
(GMT-7:00) Arizona
(GMT-7:00) Mazatlan
(GMT-7:00) Chihuahua
(GMT-6:00) Winnipeg
(GMT-6:00) Saskatchewan
(GMT-6:00) Central Time (US and Canada)
(GMT-6:00) Mexico City
(GMT-6:00) Guatemala
(GMT-6:00) El Salvador
(GMT-6:00) Managua
(GMT-6:00) Costa Rica
(GMT-6:00) Tegucigalpa
(GMT-6:00) Monterrey
(GMT-5:00) Montreal
(GMT-5:00) Eastern Time (US and Canada)
(GMT-5:00) Indiana (East)
(GMT-5:00) Panama
(GMT-5:00) Bogota
(GMT-5:00) Lima
(GMT-4:00) Halifax
(GMT-4:00) Puerto Rico
(GMT-4:00) Caracas
(GMT-4:00) Atlantic Time (Canada)
(GMT-4:00) La Paz
(GMT-4:00) Guyana
(GMT-3:30) Newfoundland and Labrador
(GMT-3:00) Santiago
(GMT-3:00) Montevideo
(GMT-3:00) Recife
(GMT-3:00) Buenos Aires, Georgetown
(GMT-3:00) Greenland
(GMT-3:00) Sao Paulo
(GMT-1:00) Azores
(GMT-1:00) Cape Verde Islands
(GMT+0:00) Universal Time UTC
(GMT+0:00) Greenwich Mean Time
(GMT+0:00) Reykjavik
(GMT+0:00) Dublin
(GMT+0:00) London
(GMT+0:00) Lisbon
(GMT+0:00) Nouakchott
(GMT+1:00) Belgrade, Bratislava, Ljubljana
(GMT+1:00) Sarajevo, Skopje, Zagreb
(GMT+1:00) Casablanca
(GMT+1:00) Oslo
(GMT+1:00) Copenhagen
(GMT+1:00) Brussels
(GMT+1:00) Amsterdam, Berlin, Rome, Stockholm, Vienna
(GMT+1:00) Amsterdam
(GMT+1:00) Rome
(GMT+1:00) Stockholm
(GMT+1:00) Vienna
(GMT+1:00) Luxembourg
(GMT+1:00) Paris
(GMT+1:00) Zurich
(GMT+1:00) Madrid
(GMT+1:00) West Central Africa
(GMT+1:00) Algiers
(GMT+1:00) Tunis
(GMT+1:00) Warsaw
(GMT+1:00) Prague Bratislava
(GMT+1:00) Budapest
(GMT+2:00) Helsinki
(GMT+2:00) Harare, Pretoria
(GMT+2:00) Sofia
(GMT+2:00) Athens
(GMT+2:00) Bucharest
(GMT+2:00) Nicosia
(GMT+2:00) Beirut
(GMT+2:00) Damascus
(GMT+2:00) Jerusalem
(GMT+2:00) Amman
(GMT+2:00) Tripoli
(GMT+2:00) Cairo
(GMT+2:00) Johannesburg
(GMT+2:00) Khartoum
(GMT+2:00) Kiev
(GMT+3:00) Nairobi
(GMT+3:00) Istanbul
(GMT+3:00) Moscow
(GMT+3:00) Baghdad
(GMT+3:00) Kuwait
(GMT+3:00) Riyadh
(GMT+3:00) Bahrain
(GMT+3:00) Qatar
(GMT+3:00) Aden
(GMT+3:00) Djibouti
(GMT+3:00) Mogadishu
(GMT+3:00) Minsk
(GMT+3:30) Tehran
(GMT+4:00) Dubai
(GMT+4:00) Muscat
(GMT+4:00) Baku, Tbilisi, Yerevan
(GMT+4:30) Kabul
(GMT+5:00) Yekaterinburg
(GMT+5:00) Islamabad, Karachi, Tashkent
(GMT+5:30) India
(GMT+5:30) Mumbai, Kolkata, New Delhi
(GMT+5:45) Kathmandu
(GMT+6:00) Almaty
(GMT+6:00) Dacca
(GMT+6:00) Astana, Dhaka
(GMT+6:30) Rangoon
(GMT+7:00) Novosibirsk
(GMT+7:00) Krasnoyarsk
(GMT+7:00) Bangkok
(GMT+7:00) Vietnam
(GMT+7:00) Jakarta
(GMT+8:00) Irkutsk, Ulaanbaatar
(GMT+8:00) Beijing, Shanghai
(GMT+8:00) Hong Kong SAR
(GMT+8:00) Taipei
(GMT+8:00) Kuala Lumpur
(GMT+8:00) Singapore
(GMT+8:00) Perth
(GMT+9:00) Yakutsk
(GMT+9:00) Seoul
(GMT+9:00) Osaka, Sapporo, Tokyo
(GMT+9:30) Darwin
(GMT+10:00) Vladivostok
(GMT+10:00) Guam, Port Moresby
(GMT+10:00) Brisbane
(GMT+10:30) Adelaide
(GMT+11:00) Canberra, Melbourne, Sydney
(GMT+11:00) Hobart
(GMT+11:00) Magadan
(GMT+11:00) Solomon Islands
(GMT+11:00) New Caledonia
(GMT+12:00) Kamchatka
(GMT+12:00) Fiji Islands, Marshall Islands
(GMT+13:00) Auckland, Wellington
(GMT+14:00) Independent State of Samoa
×
Continue to PayPal
Click to Continue
×
×
Upcoming Meetings
Would you like to start this meeting?
Would you like to start one of these meetings?
View more...