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Sie sind hier:

Director

Walter Krämer          

+49 231 755 - 3125

walterk@statistik.tu-dortmund.de

 

Executive office, management

Thorsten Ziebach

+49 231 755 - 3122

thorsten.ziebach@udo.edu

 

Nonparametric Regression with Nonparametrically Generated Covariates

In this talk, we analyze the properties of nonparametric estimators of a regression function when some covariates are not directly observed, but have only been estimated by some nonparametric procedure. We provide general results that can be used to establish rates of consistency or asymptotic normality in numerous econometric applications, including nonparametric estimation of simultaneous equation models, sample selection models, treatment effect models, and censored regression models.

(joint with Christoph Rothe, Toulouse, and Melanie Schienle, Berlin)

 

Nonparametric Regression with Nonparametrically Generated Covariates

Speaker: Enno Mammen (Lehrstuhl für Statistik, Abteilung Volkswirtschaftslehre, Universität Mannheim)

When and where?

Tuesday, May 10, 2011, 4.30 pm, M / E25