STA 290 Seminar: Takuya Ura

Takuya Ura

Event Date

Location
Mathematical Sciences 1147 (Colloquium Room)

SPEAKER:  Takuya Ura; Economics, UC Davis

TITLE: “Inference based on Kotlarski's Identity”

ABSTRACT:          Kotlarski's identity has been widely used in applied economic research. However, how to conduct inference based on this popular identification approach has been an open question for two decades. This paper addresses this open problem by constructing a novel confidence band for the density function of a latent variable in repeated measurement error model. The confidence band builds on our finding that we can rewrite Kotlarski's identity as a system of linear moment restrictions. The confidence band controls the asymptotic size uniformly over a class of data generating processes, and it is consistent against all fixed alternatives. Simulation studies support our theoretical results.

This is joint work with Kengo Kato (Cornell) and Yuya Sasaki (Vanderbilt).

Manuscript available on https://arxiv.org/abs/1808.09375.

Speaker's web page: http://economics.ucdavis.edu/people/tu10 

 

DATE:                    Thursday, February 14th, 4:10pm

LOCATION:          MSB 1147, Colloquium Room

REFRESHMENTS: 3:30pm MSB 4110 (4th floor lounge)

STA 290 Seminar List: https://statistics.ucdavis.edu/seminars