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Seminar given by the Professor Daniel Henderson from the University of Alabama
4 May, 2017 @ 13:00 - 14:00 UTC+1
“Single-step estimation of a partially linear model” is the title of the talk that the Professor Daniel Henderson (University of Alabama, EE.UU) is going to do in the Department of Economics of the University of Cantabria. The lecture will take place next May 4th at 13.00 and is concerning about the following topic.
Abstract: In this paper we propose an asymptotically equivalent single-step alternative to the two-step partially linear model estimaor in Robinson (1988). The estimator not only has the potential to decrease computing time dramatically, it shows substantial finite sample gains in Monte Carlo simulations.
This research seminar is part of the activities of the research project “New methods for the empirical analysis of the financial markets” financed by the Santander Financial Institute (SANFI) within the strategic line of the SANFI called Global Markets. This research project is led by Professor Oliver Linton (University of Cambridge) and has as coordinators Professors Juan Rodriguez-Poo (University of Cantabria) and Francisco Peñaranda (City University of New York). Specifically, the objective of this research project is mainly focused on the development of new techniques of estimation of application both in the valuation of financial assets and in the management of risks and portfolios.
Daniel Henderson is a Professor of Economics at the Department of Economics, Finance and Legal Studies of the University of Alabama. He holds degrees from the University of California (B.A., M.A. and Ph.D in Economics). Before teaching at the University of Alabama, he was Assistant Professor and Associate Professor of Economics at the State University of New York. He publishes widely on a broad range of topics, including: nonparametric econometrics; applied microeconometrics; panel data econometrics; economic growth and development. He has published extensively in top-ranked international journals such as Journal of Applied Econometrics; Journal of Econometrics; Empirical Economics; or Journal of Business and Economic Statistics, among others.