[Statlist] Research Webinar in Statistics *FRIDAY 29 APRIL 2022* GSEM, University of Geneva

[gsem-support-instituts]

Dear All,

We are pleased to invite you to our next Research Webinar.

Looking forward to seeing you


Organized by Professor Sebastian Engelke on behalf of the Research Center for Statistics (https://www.unige.ch/gsem/en/research/institutes/rcs/)


FRIDAY 29 APRIL 2022 at 11:15am
ONLINE
Zoom research webinar: https://unige.zoom.us/j/92924332087?pwd=U1U1NFk4dTFCRHBMeWYrSDBQcXBiQT09
Meeting ID: 929 2433 2087
Passcode: 399192


Non-Identifiability in Network Autoregressions
Federico MARTELLOSIO, University of Surrey, UK
https://www.surrey.ac.uk/people/federico-martellosio

ABSTRACT:
We study identifiability in autoregressions defined on a network. Most identification conditions that are available for these models either rely on repeated observations, are only sufficient, or require strong distributional assumptions. This paper derives conditions that apply even if only one observation of a network is available, are necessary and sufficient for identification, and require weak distributional assumptions. We find that the models are generically identified even without repeated observations, and analyze the combinations of the interaction matrix and the regressor matrix causing identification failures. This is done both in the original model and after certain transformations in the sample space, the latter case being important for some fixed effects specifications.


Visit the website: https://www.unige.ch/gsem/en/research/seminars/rcs/