Topic：Some Recent Developments in the Use of Instrumental Variables Techniques
Lecturer：Associate Professor Christopher L Skeels，Department of Economics, The University of Melbourne
Time：2010.11.2，Tuesday 16:00-18:00 p.m.
Location：New Main Building A 618
Host：Prof. Fang Weiguo
Abstract：Instrumental variables estimators, and related techniques of inference, are among the most important and widely used in econometrics. Over the past decade the use of ‘weak instruments’, and their serious consequences for inference, has dominated much of the literature. This talk will survey some of this literature and then, in the special case of the two‐stage least squares estimator, explore some recent contributions in more detail.
Lecturer：Associate Professor Chris Skeels was awarded a PhD by Monash University, Australia in 1989. His previous appointments were at the Australian National University first as a lecturer and then senior lecturer in econometrics. He has also held visiting positions at the University of British Columbia, the University of Warwick and Duke University. His main research interests involve theoretical econometrics; specifically, the development of finite sample theory in simultaneous equations models and inference in microeconometric models. In 1997 he received an Econometric Theory Award. Chris joined the Department of Economics at the University of Melbourne as a senior lecturer in 2002 and was promoted to Associate Professor in 2008. Chris is also the program Director for the Masters of Economics.
SEM Postgraduate Association
2010-10-28
