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SNP Report Summary

Project ID: 615882
Funded under: FP7-IDEAS-ERC
Country: United Kingdom

Mid-Term Report Summary - SNP (Inference for Semi-Nonparametric Econometric Models)

This research project aims to contribute for advances in the research on semiparametric and nonparametric econometric methods by developing novel estimation and inference approaches in a variety of contexts and applying them to important empirical problems in economics.
The project is divided into four parts. The first part develops a Bayes procedure for the moment condition model, one of the most popular models in empirical economic analysis. The second part also focuses on the moment condition model but from a different perspective, robustness of decision methods against perturbations of the model. The third part develops nonparametric regression techniques for extremal or tail behaviors. The fourth part extends the empirical likelihood approach to a variety of empirical problems in economics.
In the first 30 months, 10 papers are completed. All papers were submitted to major international journals. Four of them have been already accepted for publication by major international journals (including the Journal of Econometrics and Journal of the American Statistical Association), other four are at the revise & resubmission stage (including Annals of Statistics and Journal of the American Statistical Association), and two are at the initial submission stage.

Reported by

United Kingdom
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