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High-Dimensional Inference for Panel and Network Data

Project description

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

ERC-2018-COG
See other projects for this call

Host institution

THE CHANCELLOR, MASTERS AND SCHOLARS OF THE UNIVERSITY OF OXFORD
Address
Wellington Square University Offices
OX1 2JD Oxford
United Kingdom
Activity type
Higher or Secondary Education Establishments
EU contribution
€ 1 036 052,76

Beneficiaries (2)

THE CHANCELLOR, MASTERS AND SCHOLARS OF THE UNIVERSITY OF OXFORD
United Kingdom
EU contribution
€ 1 036 052,76
Address
Wellington Square University Offices
OX1 2JD Oxford
Activity type
Higher or Secondary Education Establishments
UNIVERSITY COLLEGE LONDON
United Kingdom
EU contribution
€ 442 778,24
Address
Gower Street
WC1E 6BT London
Activity type
Higher or Secondary Education Establishments