报告题目：Approximate Functional Differencing for Average Effect Estimation
报 告 人：Geert Dhaene
报告时间： 2026年04月08日（周三）15:40-17:00
报告地点：博学楼 I-206
主办单位：高等经济研究院
【报告人简介】
Geert Dhaene，鲁汶大学（KU Leuven）计量经济学荣休教授。他的研究涵盖计量经济理论与应用方法，尤其关注面板数据模型、非线性估计及冗余参数等问题。Dhaene教授在计量经济学领域的学术贡献广受认可，其研究成果发表于Econometrica、The Review of Economic Studies、Journal of Econometrics、Econometric Theory 等国际顶级期刊。
【内容摘要】
We study an iterated bias-correction method for estimating average effects in nonlinear panel-data models with fixed effects. The procedure, termed approximate functional differencing, generates a sequence of bias-corrected estimators that can be iterated arbitrarily many times, including a well-defined limit as the number of iterations grows to infinity. We show that this infinitely iterated estimator can have a remarkably small bias: its asymptotic bias decreases at an exponential rate in the time dimension T. We characterize its large-sample properties and provide sufficient conditions under which the limiting estimator is asymptotically unbiased. Extensive simulations reveal that the iterated corrections deliver substantial finite-sample gains.
【更多信息】
获取更多信息，请扫描下方二维码加入“IAER Seminar”腾讯QQ群（群号：904 544 292）或微信群，可同时关注高等经济研究院网站：https://iaer.dufe.edu.cn。
撰稿：王杰 审核：崔惠玉 单位：高等经济研究院
中文域名：东北财经大学.公益 辽ICP备 05022350号-12 | 英文域名：www.dufe.edu.cn 辽ICP备05022350号-3
网站声明
|
东北财经大学网络不良信息举报电话：0411-84710133 举报邮箱：advice@dufe.edu.cn
