Campus Tilburg University hoogleraren

PhD Defense Mr. Drs. S. Sadikoglu

Date: Time: 10:00 Location: Aula

Essays in Econometric Theory

This dissertation contains three essays in the field of econometric theory. The first essay focuses on single-index binary choice regression model. A new class of semiparametric estimators based on indirect inference is proposed to estimate the regression coefficients. It is demonstrated that the proposed estimation methodology is feasible under weak distributional assumptions and robust to misclassification of responses. The second essay examines the estimation of threshold regression models with dependent data. In particular, the integrated difference kernel estimator is used as a plug-in estimator which facilitates estimation of a wide array of parametric, semiparametric and nonparametric threshold regression models. The third essay studies the identification and estimation of nonseparable panel data models with index structure and correlated random effects. The parameter vectors of interest are shown to be identified up to scale and could be estimated by a generalized method of moments estimator with moment conditions based on average derivative and outer product of the difference of derivatives of the regression function.

Serhan Sadıkoğlu obtained his B.A. and M.A. degrees in Economics from Boğaziçi University. After working as a graduate assistant at Boğaziçi University, he completed Research Master in Economics programme at Tilburg University. Following his Research Master, he started his Ph.D. study in econometric theory at Tilburg University. During his Ph.D. study, he was supervised by Dr. Pavel Čížek and Prof. Dr. Bertrand Melenberg.

  • Location: Cobbenhagen building, Aula (access via Koopmans building)
  • Supervisor: Prof. B. Melenberg
  • Co-supervisor: Dr. P. Cizek

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