Estimation with non-indexed data

• Grant number: 19/12592-6
• Support Opportunities: Scholarships abroad - Research
• Start date: September 01, 2019
• End date: March 31, 2020
• Field of knowledge: Applied Social Sciences - Economics - Quantitative Methods Applied to Economics
• Principal Investigator: Ricardo Pereira Masini
• Grantee: Ricardo Pereira Masini
• Host Investigator: Jianqing Fan
• Host Institution: Escola de Economia de São Paulo (EESP). Fundação Getúlio Vargas (FGV). São Paulo , SP, Brazil
• Institution abroad: Princeton University, United States

Abstract

My research project intents to develop an econometric framework to deal with non-indexed data commonly appearing in some empirical work in economics and other related fields. By non-indexed data, I mean any dataset where some kind of identification of the units and/or time period is either missing or simply non-observable to the researcher and, therefore, well-known econometric techniques cannot be directly applied. My main objective is then to develop tools to recover this missing information exploiting the structure of the given model. Even though the project is mainly theoretical, the real contribution is the great potential for this theory to be applied in empirical work using repeated cross sectional or network data to name a few. (AU)