Speaker: A/Prof Sami Stouli

Affiliation: University of Bristol

Location: Room S402, Social Sciences Building (#24), UQ St Lucia Campus.


We propose flexible Gaussian representations for conditional cumulative distribution functions and give a concave likelihood criterion for their estimation. Optimal representations satisfy the monotonicity property of conditional cumulative distribution functions, including in finite samples and under general mis- specification. We use these representations to provide a unified framework for the flexible Maximum Likelihood estimation of conditional density, cumulative distribution, and quantile functions at parametric rate. Our formulation yields substantial simplifications and finite sample improvements over related methods. An empirical application to the gender wage gap in the United States illustrates our framework. 

About the presenter's meeting

If you would like to meet with A/Prof Stouli, contact Dr Mohamad Khaled

About School Seminar Series

The School of Economics General Seminar Series is held on Fridays. These are in-person and presented by a range of guest researchers from around Australia and internationally.

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Social Sciences Building (#24)