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[ceis_seminars_phd] Riccardo Faini CEIS Seminar - Giuseppe Ragusa 29 May 2015


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  • From: "Barbara Piazzi" < >
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  • Subject: [ceis_seminars_phd] Riccardo Faini CEIS Seminar - Giuseppe Ragusa 29 May 2015
  • Date: Mon, 25 May 2015 15:16:57 +0200
Title: Riccardo Faini CEIS Seminar - Giuseppe Ragusa 29 May 2015

CEIS-Tor Vergata is pleased to inform you that, on Friday May 29th, 2015 at 12.00 pm, Giuseppe Ragusa (LUISS) will present a paper on “GMM with Latent Variables”

ABSTRACT

The contribution of generalized method of moments (Hansen and Singleton, 1982) was to allow frequentist inference regarding the parameters of  a nonlinear structural model without having to solve the model. Provided there were no latent variables. Drawing from the results  from different papers, I will discuss how to extend the GMM framework to allow latent variables. Two set of results are presented: one Bayesian one frequentist. Applications to the estimation of DSGE models will also be discussed in some details.

The Seminar will be held at the Faculty of Economics, University of Rome "Tor Vergata", B-building, 1° floor, room B                    

Please, go to www.ceistorvergata.it for the complete list of seminars and events at CEIS.

How to reach us: http://web.uniroma2.it/mobilita/index.html  http://www.economia.uniroma2.it/area.asp?a=867  

Barbara Piazzi
CEIS-Tor Vergata
Facoltà di Economia
Università di Roma Tor Vergata
via Columbia, 2
00133 Roma
tel +39.06.7259.5652
fax +39.06.2020687

 

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  • [ceis_seminars_phd] Riccardo Faini CEIS Seminar - Giuseppe Ragusa 29 May 2015, Barbara Piazzi

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