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Lecture

Recent Advances in Estimation of Nonlinear Panel Data Models

EUI Economics Lecture

Add to calendar 2025-04-24 11:00 2025-04-24 12:15 Europe/Rome Recent Advances in Estimation of Nonlinear Panel Data Models Conference Room Villa La Fonte YYYY-MM-DD
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Scheduled dates

Apr 24 2025

11:00 - 12:15 CEST

Conference Room, Villa La Fonte

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In this lecture, Bo Honoré (Princeton University), will present the paper 'Recent Advances in Estimation of Nonlinear Panel Data Models'.
This talk will provide a survey of recent advances in the construction of moment conditions for nonlinear panel data models with fixed effects. Maximum likelihood estimation of the parameters of such models are typically inconsistent due to the so-called incidental parameters problem. It is therefore of interest to investigate whether one can construct moment condition that are free of the fixed effects. Recent and ongoing research has demonstrated that this is indeed the case for a many logit-type models. Register
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