English Speech: Deconvolution Methods: Theory and Practical Guide
Activity day:2018-05-18 
Published At:2018-05-09 
Views:109  2018-05-09 updated

Date:   May 18, 2018 (Friday), 2:00 pm – 4:50 pm

Venue:  NTU, College of Management Building 1, Room 405


Topics: Deconvolution Methods: Theory and Practical Guide

Speaker: Professor Yuya Sasaki, Department of Economics, Vanderbilt University

Hosts: Center for Research in Econometric Theory and Applications (CRETA), NTU

Taiwan Econometric Society (TES)

Registration: Present Students and Faculty of NTU: Free of Charge

                Members of Taiwan Econometric Society: Free of Charge



(website: http://www.creta.org.tw/?tw&news_3=209 )


[About the Speaker]

  Professor Yuya Sasaki is an associate professor of economics at Vanderbilt University since 2017. The field of specialization is econometrics. Professor Sasaki received a Ph.D. at Brown University in 2012, and served as an assistant professor of economics at Johns Hopkins University from 2012 to 2017. He is currently an associate editor of Journal of Econometric Methods. He has contributed to a number of research areas including panel data, quantile regressions, regression discontinuity and kink designs, measurement errors, deconvolution, and robust inference.


[Lecture Overview]

This lecture presents statistical and econometric theories of “deconvolution” and their applications in economics. The lecture starts with an overview of the history of the literature. The emphasis is placed on the practice of how to compute estimates, how to form confidence bands, and how to choose bandwidths and regularization parameters. The lecture also presents a guideline on which methods may be used under various scenarios of empirical research, including the case where data with validation sample is available and the case where data with repeated observations is available. A selected set of theories and methods is illustrated with real data analysis.  



13:30-14:00: Registration

14:00-15:10: Lecture 1

15:10-15:30: Tea Break

15:30-16:50: Lecture 2 and Discussion

   *Lectures in English