AGM and seminar by Prof. Bent Nielsen "Two-sample age-period-cohort models"

Date: Friday 06 December 2024, 1.45PM - 3.00PM
Location: Nuffield College
Butler Room, Nuffield College, New Road (entrance on Worcester Street), OX1 1NF, Oxford
Local Group Meeting
Book now


Share this event

Age-period-cohort analysis is often done in the context of two samples. This could be samples for women and men or for two countries. It is of interest to ask if some time effects could be common across samples. The purpose of this paper is to clarify how the well-known age-period-cohort problem for one sample carries over to the two sample situation. This is addressed through a reparametrization in terms of parameters that are invariant to the identification issues. The new parametrization shows which hypotheses can be tested and their degrees of freedom. Testable hypotheses can be formulated for non-linear effects, but not for the linear parts of the individual time effects.  This conclusion remains when imposing cross-sample restrictions.  The analysis is extended to the mixed frequency situation where age and period are measured at different scales. As an empirical illustration a study of Swiss suicide rates is revisited.
 
AGM and event, Friday 6th December, 13:45-15:00

Speaker: Prof. Bent Nielsen "Two-sample age-period-cohort models", Nuffield College
 
Bent Nielsen is a Professor of Econometrics at the Department of Economics and Nuffield College.  He has worked on the econometric theory of non-stationary time series models, age-period-cohort models and algorithms for outlier detection.
 
Book now