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X-WR-CALDESC:Events for Department of Economics Universidad Carlos III
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DTSTART;TZID=Europe/Helsinki:20190603T124500
DTEND;TZID=Europe/Helsinki:20190603T140000
DTSTAMP:20260428T024143
CREATED:20190524T081928Z
LAST-MODIFIED:20190529T075721Z
UID:3034-1559565900-1559570400@economics.uc3m.es
SUMMARY:Detecting deviations from stationarity of functional time series
DESCRIPTION:  \n  \nAlexander Aue.\n(UC Davis).\n  \nDetecting deviations from stationarity of functional time series.\nAbstract:\n \nThe advent of complex data has led to increased research in virtually all areas of statistics\, including functional data analysis (FDA). Within the purview of FDA\, the use of methods for serially correlated functions is often prudent. As for simpler univariate time series models\, the theoretical foundations of methodology are often laid exploiting the notion of stationarity\, while data analysis is often conducted on data violating this assumption. This talks looks into ways of discovering departures from stationarity in two ways. In the first part\, structural breaks are considered\, such that the sample is split into segments in a non-smooth fashion. The methodology to be presented does not rely on the usual dimension reduction techniques\, which might be advantageous if the structural break is not sparse (that is\, not concentrated within the primary modes of variation of the data). In the second part\, local stationarity is introduced as a smooth deviation from stationarity. Here methods in the frequency domain are considered\, based on the general result that (second-order) stationarity is equivalent to a functional version of the peridogram being uncorrelated at the Fourier frequencies. Both sets of methods are illustrated with annual Australian temperature profiles. The talk is based on joint work with Anne van Delft (Bochum)\, Greg Rice (Waterloo) and Ozan Sönmez (Davis).\n\n\n  \nAttendance confirmation.
URL:https://economics.uc3m.es/event/tba-25/
CATEGORIES:A&E seminar
ATTACH;FMTTYPE=image/jpeg:https://economics.uc3m.es/wp-content/uploads/2019/05/aue-alex-2018-e1558685957725.jpg
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BEGIN:VEVENT
DTSTART;TZID=Europe/Helsinki:20190607T124500
DTEND;TZID=Europe/Helsinki:20190607T140000
DTSTAMP:20260428T024143
CREATED:20190524T120925Z
LAST-MODIFIED:20190606T083355Z
UID:3054-1559911500-1559916000@economics.uc3m.es
SUMMARY:Imperfect Competition\, Compensating Differentials and Rent Sharing in the U.S. Labor Market
DESCRIPTION:  \n  \nMagne Mogstad.\n(University of Chicago).\n  \n Imperfect Competition\, Compensating Differentials and Rent Sharing in the U.S. Labor Market.\nAbstract: The primary goal of our paper is to quantify the importance of imperfect competition in the U.S. labor market by estimating the size of rents earned by American firms and workers from ongoing employment relationships. To this end\, we construct a matched employer-employee panel data set by combining the universe of U.S. business and worker tax records for the period 2001-2015. Using this panel data\, we describe several important features of the U.S. labor market\, including the size of firm-specific wage premiums\, the sorting of workers to firms\, the production complementarities between high ability workers and productive firms\, and the pass-through of firm and market shocks to workers’ wages. Guided by these empirical results\, we develop\, identify and estimate an equilibrium model of the labor market with two-sided heterogeneity where workers view firms as imperfect substitutes because of heterogeneous preferences over non-wage job characteristics. The model allows us to draw inference about imperfect competition\, compensating differentials and rent sharing. We also use the model to quantify the relevance of non-wage job characteristics and imperfect competition for inequality and tax policy\, to assess the economic determinants of worker sorting\, and to offer a unifying explanation of key empirical features of the U.S. labor market. \nAttendance confirmation.
URL:https://economics.uc3m.es/event/tba-33/
CATEGORIES:A&E seminar
ATTACH;FMTTYPE=image/jpeg:https://economics.uc3m.es/wp-content/uploads/2019/05/magne-mogstad.jpg
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BEGIN:VEVENT
DTSTART;TZID=Europe/Helsinki:20190612T124500
DTEND;TZID=Europe/Helsinki:20190612T140000
DTSTAMP:20260428T024143
CREATED:20190607T074707Z
LAST-MODIFIED:20190607T074707Z
UID:3087-1560343500-1560348000@economics.uc3m.es
SUMMARY:Distribution Regression with Sample Selection\, with an Application to Wage Decompositions in the UK
DESCRIPTION:  \n  \nIvan Fernandez-Val.\n(Boston University).\n  \nDistribution Regression with Sample Selection\, with an Application to Wage Decompositions in the UK.\n\n\nAttendance confirmation.
URL:https://economics.uc3m.es/event/distribution-regression-with-sample-selection-with-an-application-to-wage-decompositions-in-the-uk/
CATEGORIES:A&E seminar
ATTACH;FMTTYPE=image/jpeg:https://economics.uc3m.es/wp-content/uploads/2019/06/IVAN-FERNANDEZ-e1559893541817.jpg
END:VEVENT
BEGIN:VEVENT
DTSTART;TZID=Europe/Helsinki:20190624T124500
DTEND;TZID=Europe/Helsinki:20190624T140000
DTSTAMP:20260428T024143
CREATED:20190619T150206Z
LAST-MODIFIED:20190619T150746Z
UID:3125-1561380300-1561384800@economics.uc3m.es
SUMMARY:Functional Sequential Treatment Allocation
DESCRIPTION:  \n  \nAnders Kock.\n(University of Oxford).\n  \nFunctional Sequential Treatment Allocation.\n  \nAttendance confirmation.
URL:https://economics.uc3m.es/event/functional-sequential-treatment-allocation/
CATEGORIES:A&E seminar
ATTACH;FMTTYPE=image/jpeg:https://economics.uc3m.es/wp-content/uploads/2019/06/AndersBredahlKock_IMG_6597_PURE_SMALL.jpg
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