[Statlist] Research Seminar in Statistics *FRIDAY 15 NOVEMBER 2019* GSEM, University of Geneva

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MMN - A ENVOYER le 11.11.2019

Dear All,

We are pleased to invite you to our next Research Seminar.

Looking forward to seeing you


Organizers :                                                                                   
E. Cantoni - S. Engelke - D. La Vecchia - E. Ronchetti
S. Sperlich - F. Trojani - M.-P. Victoria-Feser


FRIDAY 15 NOVEMBER 2019 at 11:15am, Uni-Mail M 5220

Empirical Likelihood Based Inference for Categorical Varying Coefficient Panel Data Model with Fixed Effects
Luis Antonio ARTEAGA MOLINA - Universidad Carlos III de Madrid, Spain


ABSTRACT:
In this paper local empirical likelihood-based inference for nonparametric categorical varying coefficient panel data models with fixed effects under cross-sectional dependence is investigated. First, we show that the naive empirical likelihood ratio is asymptotically standard chi-squared using a nonparametric version of the Wilk's theorem. The ratio is self-scale invariant and the plug-in estimate of the limiting variance is not needed. As a by product, we propose also a empirical maximum likelihood estimator of the categorical varying coefficient model and we obtain the asymptotic distribution of this estimator. We also illustrated the proposed technique in an application that reports estimates of strike activities from 17 OECD countries for the period 1951 - 1985.


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