BEGIN:VCALENDAR
VERSION:2.0
CALSCALE:GREGORIAN
PRODID:iCalendar-Ruby
BEGIN:VEVENT
CATEGORIES:Class/ Workshop
DESCRIPTION:CANCELLED - Hidehiko Ichimura - University of Arizona\n\nLocall
 y Robust Semiparametric Estimator (joint w/Victor Chernozhukov\, Juan Carlo
 s Escanciano\, Whitney Newey & James Robins)\n\nAbstract:  We give a genera
 l construction of debiased/locally robust/orthogonal (LR) moment functions 
 for GMM\, where the derivative with respect to first step nonparametric est
 imation is zero and equivalently first step estimation has no effect on the
  influence function.  This construction consists of adding an estimator of 
 the influence function adjustment term for first step nonparametric estimat
 ion to identifying or original moment conditions.  We also give numerical m
 ethods for estimating LR moment functions that do not require an explicit f
 ormula for the adjustment term.  LR moment conditions have reduced bias and
  so are important when the first step is machine learning. We derive LR mom
 ent conditions for dynamic discrete choice based on first step machine lear
 ning estimators of conditional choice probabilities. We provide simple and 
 general asymptotic theory for LR estimators based on sample splitting. This
  theory uses the additive decomposition of LR moment conditions into an ide
 ntifying condition and a first step influence adjustment. Our conditions re
 quire only mean square consistency and a few (generally either one or two) 
 readily interpretable rate conditions.  LR moment functions have the advant
 age of being less sensitive to first step estimation.  Some LR moment funct
 ions are also doubly robust meaning they hold if one first step is incorrec
 t. We give novel classes of doubly robust moment functions and characterize
  double robustness.  For doubly robust estimators our asymptotic theory onl
 y requires one rate condition.
DTEND:20191112T181000Z
DTSTAMP:20260306T182909Z
DTSTART:20191112T164000Z
GEO:42.447296;-76.482254
LOCATION:Uris Hall\, 498
SEQUENCE:0
SUMMARY:CANCELLED:  Econometrics Workshop: Hidehiko Ichimura
UID:tag:localist.com\,2008:EventInstance_30476698557151
URL:https://events.cornell.edu/event/joint_econometrics_statistics_workshop
 _hidehiko_ichimura
END:VEVENT
END:VCALENDAR