BEGIN:VCALENDAR
METHOD:PUBLISH
VERSION:2.0
BEGIN:VEVENT
DTSTART:20241114T123000
DTEND:20241114T134500
DTSTAMP:20260423T232000
SUMMARY:DF Lunch Seminar with Prof. Christophe Gaillac  (Université de Genève)
DESCRIPTION:"Predicting Unobserved Individual-level Causal Effects”\n\nWith the Lunch Seminar series, the Department of Finance is bringing eminent and up-and-coming researchers from around the world to Luxembourg.\n\nAbstract\n\nMeasuring accurately heterogeneous effects is key for the design of efficient public policies. This paper focuses on predicting unobserved individual-level causal effects in linear random coefficients models, conditional on all the available data. In the application I consider, these “posterior effects” are the average effects of teachers’ knowledge on their students’ performance, conditional on both variables. I derive two nonparametric strategies for recovering these posterior effects, assuming independence between the effects and the covariates. The first strategy recovers the distribution of the random coefficients by a minimum distance approach, and then obtains the posterior effects from this distribution. The corresponding estimator can be computed using an optimal transport algorithm. The second approach, which is valid only for continuous regressors, directly expresses the posterior effects as a function of the data. The corresponding estimator is rate optimal. I discuss several extensions, in particular the relaxation of the independence condition. Finally, the application reveals large heterogeneity in the effect of teachers’ knowledge, suggesting that we could substantially improve the cost-effectiveness of their training.\n\nAbout the speaker\n\nChristophe Gaillac is an Associate Professor at the University of Geneva.\n\nLanguage\n\nEnglish.\n\nThis is a free event. Registration is mandatory.\n\nCold lunches are provided to registered participants.\n\nIn partnership with\n\nSupported by the Luxembourg National Research Fund (FNR) 17984041\n\nLocation: https://www.uni.lu/en/about/campuses/kirchberg-campus/\nRead more: https://www.uni.lu/fdef-en/events/df-lunch-seminar-with-prof-christophe-gaillac-universite-de-geneve/
UID:UL-16894
LOCATION:Kirchberg Campus 6 - rue Richard Couden­­­hove-Kalergi 1359 Luxembourg Luxembourg
URL:https://www.uni.lu/fdef-en/events/df-lunch-seminar-with-prof-christophe-gaillac-universite-de-geneve/
X-MS-OLK-AUTOFILLLOCATION:FALSE
END:VEVENT
END:VCALENDAR