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Estimation with non-indexed data

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


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)

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