Economics seminars - Koen JOCHMANS
"Fixed-effect regression on network data"
Date : 19/02/2019 16:00 - 19/02/2019 18:00
Lieu : E43 (4ème étage) - Fac. Sc. économiques
Orateur(s) : Koen JOCHMANS
Dear all,
You are cordially invited to the following seminar co-organized by CERPE, CRED and CEREFIM at the Department of Economics in Namur.
Hope to see you all,
"Fixed-effect regression on network data"
Speaker: Koen Jochmans
(University of Cambridge)
Date and time: Tuesday, February 19, 2019 at 4pm
Room E43, Rempart de la Vierge 8, Namur
Abstract
This paper considers inference on fixed effects in a linear regression model estimatedfrom network data. An important special case of our setup is the two-way regressionmodel. This is a workhorse technique in the analysis of matched data sets, such asemployer-employee or student-teacher panel data. We formalize how the structureof the network affects the accuracy with which the fixed effects can be estimated.This allows us to derive sufficient conditions on the network for consistent estimationand asymptotically-valid inference to be possible. Estimation of moments is alsoconsidered. We allow for general networks and our setup covers both the dense andsparse case. We provide numerical results for the estimation of teacher value-addedmodels and regressions with occupational dummies.
Other seminars: http://defipp.unamur.be/seminars
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