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[数量经济学研讨会​]Current Developments in Nonlinear Cointegrating Regression
发布日期:2018-05-14
数量经济学研讨会


报告题目:Current Developments in Nonlinear Cointegrating Regression

报告人: Prof. Qiying Wang
报告时间:2018年05月17日下午14:00-15:00
报告地点:明德主楼734

内容简介:The past decade has witnessed great progress in the development of nonlinear cointegrating regression. Unlike linear cointegration and nonlinear regression with stationarity where the traditional and classical methods are widely used in practice, estimation and inference theory in nonlinear cointegrating regression produce new mechanisms involving local time, a mixture of normal distributions and stochastic integrals. This talk aims to introduce the machinery of the theoretical developments, providing up-to-date results in nonlinear cointegrating regression.



报告人简介:Professor Qiying Wang comes from the School of Mathematics and Statistics at the University of Sydney. His research interests include econometric theory, nonstationary time series econometrics, nonparametric statistics, local time theory and self-normalized limit theory. He has published papers in many top journals such as Econometrica, Journal of Econometrics, Econometric Theory, Annals of Statistics, and Annals for Probability.


数量经济教研室
运筹学与数量经济研究所
中国人民大学经济学院
2018年05月


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