📢 The iCEBDA Econometric seminar

Join us on November 10, 2025 at 12:00 (Moscow time, online via Zoom) for a research seminar by

🎓 Marco Barassi (University of Birmingham)

Talk: "Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects"

This seminar will present research that introduces unit-specific heterogeneity into panel data threshold regression. The study develops a comprehensive asymptotic theory for models with heterogeneous thresholds, heterogeneous slope coefficients, and interactive fixed effects. The estimation methodology employs the Common Correlated Effects approach, maintaining computational simplicity while handling heterogeneous coefficients. The research also proposes tests for linearity and a modified information criterion for selecting between different model specifications.

🔗 Register here: https://economics.hse.ru/bigdata/seminars