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DTSTART:20250330T010000
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DTSTART;TZID=Europe/Lisbon:20250925T143000
DTEND;TZID=Europe/Lisbon:20250925T143000
DTSTAMP:20260411T055001
CREATED:20250915T160908Z
LAST-MODIFIED:20251218T114553Z
UID:35904-1758810600-1758810600@bru.iscte-iul.pt
SUMMARY:BRU Research Seminar: Ludgero Glórias
DESCRIPTION:We are pleased to invite you to attend the BRU-Iscte Research Seminar by Ludgero Glórias. \nLudgero Glórias is PhD candidate at the University of Surrey\, UK. \nTitle: Nonparametric “rich covariates” without saturation. (Authors: Ludgero Glórias\, Federico Martellosio\, João Santos Silva) \nDate: 25 September 2025 \nTime: 14h30 (2:30 PM) \nRoom: Building 4\, Floor 2\, A202 \nBrief description: \nWe consider two nonparametric approaches to ensure that linear instrumental variables estimators satisfy the rich-covariates condition emphasized by Blandhol et al. (2025)\, even when the instrument is not unconditionally randomly assigned and the model is not saturated. Both approaches start with a nonparametric estimate of the expectation of the instrument conditional on the covariates and ensure that the rich-covariates condition is satisfied either by using as the instrument the difference between the original instrument and its estimated conditional expectation\, or by adding the estimated conditional expectation to the set of regressors. We derive asymptotic properties when the first step uses kernel regression and assess finite-sample performance in simulations where we also use neural networks in the first step. Finally\, we present an empirical illustration that highlights some significant advantages of the proposed methods.
URL:https://bru.iscte-iul.pt/event/bru-iscte-research-seminar-ludgero-glorias/
LOCATION:Room A202\, Building 4 (CVTT)\, Floor 2
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