[數(shù)量經(jīng)濟(jì)學(xué)研討會(huì)]Linear regression with an estimated regressor: applications to evaluating the impact of inequality
發(fā)文時(shí)間:2013-10-31

數(shù)量經(jīng)濟(jì)學(xué)研討會(huì)

ECON201303】

報(bào)告題目:

Linear regression with an estimated regressor: applications to evaluating the impact of inequality
報(bào)告人:詹兆國(guó)

時(shí)間:2013年11月5日下午12:30-1:30

報(bào)告地點(diǎn):明德主樓729

內(nèi)容簡(jiǎn)介:
This paper focuses on a linear regression model, where a regressor is estimated by large survey data sets. We show that neglecting the seemingly small sampling error in the estimated regressor could severely contaminate the regression analysis. We then propose an adjustment to account for the error. Two empirical applications, on economic and gender inequality respectively, are adopted to illustrate the substantial change made by the proposed adjustment. Our findings suggest that the impact of inequality could be substantially underestimated, when sampling error is not accounted for.

報(bào)告人簡(jiǎn)介:

  詹兆國(guó) 清華大學(xué)經(jīng)管學(xué)院經(jīng)濟(jì)系助理教授。主要研究方向是計(jì)量經(jīng)濟(jì)學(xué)

中國(guó)人民大學(xué)經(jīng)濟(jì)學(xué)院數(shù)量經(jīng)濟(jì)教研室

中國(guó)人民大學(xué)運(yùn)籌學(xué)與數(shù)量經(jīng)濟(jì)研究所

2013年11月

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