Robust inference for panel and network data sets
Advanced data availability in economics allows access to richer data sets with increased complexity. However, the fundamental network structure is usually sparse, allowing us to observe only a small subset of all possible prospects. At the same time, the combination of sparsity and a large number of parameters presents challenging econometric problems. The EU-funded PANEDA project will develop robust inference methods for sparse panel and network data sets. The project will establish a mathematical representation of the network allowing the formalisation of asymptotic inference results for growing network sequences. PANEDA will consequently develop new bias correction and robust standard error assessment methods and advance more-close modelling and assessment methods for uninformative data across parameters of interest.
Call for proposal
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Funding SchemeERC-COG - Consolidator Grant
WC1E 6BT London