{"id":8484,"date":"2021-02-19T09:53:54","date_gmt":"2021-02-19T08:53:54","guid":{"rendered":"https:\/\/www.uni.lu\/fr\/events\/lunchseminar-in-economics-irregular-identification-of-structural-models-with-nonparametric-unobserved-heterogeneity\/"},"modified":"2021-02-19T09:53:54","modified_gmt":"2021-02-19T08:53:54","slug":"lunchseminar-in-economics-irregular-identification-of-structural-models-with-nonparametric-unobserved-heterogeneity","status":"publish","type":"events","link":"https:\/\/www.uni.lu\/fr\/events\/lunchseminar-in-economics-irregular-identification-of-structural-models-with-nonparametric-unobserved-heterogeneity\/","title":{"rendered":"Lunchseminar in Economics:  Irregular Identification of Structural Models with Nonparametric Unobserved Heterogeneity"},"content":{"rendered":"<section class=\"wp-block-unilux-blocks-free-section section\"><div class=\"container xl:max-w-screen-xl\"><p>One of the most important empirical findings in microeconometrics is the pervasiveness\u00a0of heterogeneity in economic behaviour (cf. Heckman 2001). This paper shows that\u00a0distribution functions and quantiles of the nonparametric unobserved heterogeneity have\u00a0an infinite efficiency bound in many structural economic models of interest. The paper\u00a0presents a novel and relatively simple check of this fact. The usefulness of the theory is\u00a0demonstrated by showing irregular identification in several relevant examples in economics,\u00a0including, among others, the proportion of individuals with severe long term unemployment\u00a0duration, Average Marginal Effects (AME) in a correlated random coefficient model,\u00a0and the distribution and quantiles of random coefficients in linear, binary and the semi-parametric Mixed Logit models.<\/p><p><strong><i>\u00a0<\/i><\/strong><i>is<\/i><i>Research Chair in Economics and Full Professor at Universidad Carlos III de Madrid. He obtained his P.hD in Economics at Universidad Carlos III de Madrid in 2004.\u00a0 He obtained an Assistant Professor position at Universidad de Navarra (2004-2006), Full Professor (with tenure) at Indiana University (2006-2018), and Visiting positions at Yale University, Cornell, Rochester and MIT. His research and teaching focus on Econometric Theory, including identification, estimation and specification testing, as well as empirical work in Financial Econometrics and Risk Management.<\/i><\/p><p><i>Juan Carlos is Fellow of Journal of Econometrics. He has published papers in several leading international journals, including Journal of American Statistical Association, Journal of Econometrics, Econometric Theory, Quantitative Economics, Management Science, and The Annals of Statistics.\u00a0He is Associate Editor of\u00a0 Series, Econometric Theory, Econometric Reviews, Journal of Business and Economic Statistics, and Co-Editor senior in Advances in Econometrics.<\/i><\/p><p><\/p><p><\/p><p><strong>Registration <\/strong><\/p><p>&#8211; Free seminar<\/p><p>&#8211; Registration to <a href=\"mailto:dem@uni.lu\" target=\"_self\" title=\"\" rel=\"noopener\">dem@uni.lu<\/a> (please specify full name and institution)<\/p><\/div><\/section>","protected":false},"excerpt":{"rendered":"","protected":false},"author":0,"featured_media":8485,"parent":0,"menu_order":0,"comment_status":"open","ping_status":"closed","template":"","format":"standard","meta":{"featured_image_focal_point":[],"show_featured_caption":false,"ulux_newsletter_groups":"","uluxPostTitle":"","uluxPrePostTitle":"","_trash_the_other_posts":false,"_price":"","_stock":"","_tribe_ticket_header":"","_tribe_default_ticket_provider":"","_tribe_ticket_capacity":"0","_ticket_start_date":"","_ticket_end_date":"","_tribe_ticket_show_description":"","_tribe_ticket_show_not_going":false,"_tribe_ticket_use_global_stock":"","_tribe_ticket_global_stock_level":"","_global_stock_mode":"","_global_stock_cap":"","_tribe_rsvp_for_event":"","_tribe_ticket_going_count":"","_tribe_ticket_not_going_count":"","_tribe_tickets_list":"[]","_tribe_ticket_has_attendee_info_fields":false,"event_start_date":"2021-04-21 13:00:00","event_end_date":"2021-04-21 14:00:00","event_speaker_name":"Juan Carlos Escanciano, Universidad Carlos III de Madrid, ES","event_speaker_link":"","event_is_online":false,"event_location":"ONLINE ACCESS","event_street":"","event_location_link":"","event_zip_code":"","event_city":"","event_country":"LU"},"events-topic":[306],"events-type":[],"organisation":[138,101,226],"authorship":[],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO Premium plugin v22.3 (Yoast SEO v22.3) - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Lunchseminar in Economics: Irregular Identification of Structural Models with Nonparametric Unobserved Heterogeneity - Universit\u00e9 du Luxembourg<\/title>\n<meta name=\"description\" content=\"One of the most important empirical findings in microeconometrics is the pervasiveness\u00a0of heterogeneity in economic behaviour (cf. Heckman 2001). This\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.uni.lu\/fr\/events\/lunchseminar-in-economics-irregular-identification-of-structural-models-with-nonparametric-unobserved-heterogeneity\/\" \/>\n<meta property=\"og:locale\" content=\"fr_FR\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Lunchseminar in Economics: Irregular Identification of Structural Models with Nonparametric Unobserved Heterogeneity\" \/>\n<meta property=\"og:description\" content=\"One of the most important empirical findings in microeconometrics is the pervasiveness\u00a0of heterogeneity in economic behaviour (cf. Heckman 2001). 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