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DTSTART:20251026T030000
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UID:calendar.137668.field_date.0@www.tse-fr.eu
DTSTAMP:20260816T133552Z
CREATED:20250709T101001Z
DESCRIPTION:Marcelo Moreira (Fundacao Getulio Vargas)\, “Inference Based on
  the Continuously Updating Estimator and the CLR Test”\, Econometrics and 
 Empirical Economics Seminar\, TSE\, December 2\, 2025\, 15:30–16:50\, room
  Auditorium 4.\n\nThis paper highlights the importance of finding all root
 s for the Continuously Updating Generalized Method of Moments (CU-GMM) est
 imator and Likelihood Ratio (LR)-based tests. Traditional numerical optimi
 zation methods often fail to locate global minima due to the non-convexity
  of objective functions\, leading to inaccurate estimates and tests. The l
 eading example is the Instrumental Variables model. Numerical comparisons 
 show that our method outperforms traditional techniques\, especially with 
 many weak instruments. (Joint work with Whitney Newey (MIT) and Mahrad Sha
 rifvaghefi (University of Pittsburgh))
DTSTART;TZID=Europe/Paris:20251202T153000
DTEND;TZID=Europe/Paris:20251202T165000
LAST-MODIFIED:20251121T011001Z
LOCATION:TSE\, December 2\, 2025\, 15:30–16:50\, room Auditorium 4
SUMMARY:Econometrics and Empirical Economics Seminar
URL;TYPE=URI:https://www.tse-fr.eu/seminars/2025-inference-based-continuous
 ly-updating-estimator-and-clr-test
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