Varying Coefficient Models in R
Ann Arbor SPARK
330 E. Liberty Street · Ann Arbor, MI
How to find us
Use the short stairway down from the sidewalk on Liberty
Details
This month we have A2RUG member Giacomo Benini presenting on Varying Coefficient Models in R; see below for more information.
There'll be pizza and beverages (thanks SPARK!), and after the talk we'll head to a nearby bar or restaurant to continue the discussion.
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Varying Coefficient Models in R
High degrees of heterogeneity across economic units can make the estimates of structural parameters inaccurate and uninformative. This presentation reviews how semiparametric varying coefficient models can identify observed cross-sectional heterogeneity both in presence of continuous-continuous interaction and continuous-factor interaction. The coefficients variation across groups improves the quality of the estimates and increases the credibility of the identification assumptions normally used in triangular models.
Giacomo Benini is a Post-Doctoral Researcher at the Aramco Research Center in Detroit. He earned a PhD in Econometrics from Geneva University where his thesis was titled "Capturing Heterogeneity by Varying Coefficient Models".
