Seminar Katedre za verovatnoću i statistiku, 16. oktobar 2024.

Naredni sastanak Seminara biće održan u sredu, 16. oktobra 2024, u sali 840 Matematičkog fakulteta sa početkom u 14.15.

Predavač: prof. Artem Prokhofor, Business School, The University of Sidney

Naslov predavanja: CASUALLY ABOUT CAUSAL: NEYMAN ORTHOGONALITY AND M/P REDUNDANCY, WITH APPLICATION TO PRODUCTION FRONTIER MODELS

Apstrakt: Causal inference is about statistical testing for relationships, not about prediction. Machine learning is not so good at this. I will introduce the relatively new area of causal inference which adapts ML methods to the fundamental task of scientific discovery. Central to the methodology is the concept of Neyman orthogonal moment conditions. I will connect this concept with moment and parameter redundancy, a condition introduced by Prokhorov and Schmidt (2009) within General Method of Moments estimation, and I will show how this condition works out for a large class of models of production. The approach allows us to obtain robust post-ML inference of such important causal quantities as returns to scale and factor productivity.

Predavanje je moguće pratiti i onlajn putem linka:

https://zoom.us/j/95486885765?pwd=9qQB9k7yJ4V8wNOaBJzfp4UgaZkFay.1
Meeting ID: 954 8688 5765
Passcode: 258075