BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//AMSE//Event Calendar//FR
CALSCALE:GREGORIAN
METHOD:PUBLISH
BEGIN:VEVENT
UID:event-10235@www.amse-aixmarseille.fr
DTSTAMP:20260422T175858Z
CREATED:20260422T175858Z
LAST-MODIFIED:20260422T175858Z
STATUS:CONFIRMED
SEQUENCE:0
SUMMARY:big data and econometrics seminar - Michael Massmann
DTSTART:20231017T120000Z
DTEND:20231017T133000Z
DESCRIPTION:We discuss techniques of estimation and inference for nonlinear
  cohort panels with learning from experience\, showing\, inter alia\, the c
 onsistency and asymptotic normality of the nonlinear least squares estimato
 r employed in the seminal paper by Malmendier and Nagel (2016\, QJE). Poten
 tial pitfalls for hypothesis testing are identified and solutions proposed.
  Monte Carlo simulations verify the properties of the estimator and corresp
 onding test statistics in finite samples\, while an application to a panel 
 of survey expectations demonstrates the usefulness of the theory developed.
 \\n\\nContact: Michel Lubrano: michel.lubrano[at]univ-amu.frPierre Michel:Â
  pierre.michel[at]univ-amu.fr\n\nPlus d'informations: https://www.amse-aixm
 arseille.fr/en/events/michael-massmann-0
LOCATION:ÃŽlot Bernard du Bois - Salle 15\, AMU - AMSE\, 5-9 boulevard Maur
 ice Bourdet\, 13001 Marseille
URL;VALUE=URI:https://www.amse-aixmarseille.fr/en/events/michael-massmann-0
CONTACT:Michel Lubrano: michel.lubrano[at]univ-amu.frPierre Michel:&nbsp\;p
 ierre.michel[at]univ-amu.fr
TRANSP:OPAQUE
END:VEVENT
END:VCALENDAR