數(shù)量經(jīng)濟學(xué)研討會      

報告題目：Current Developments in Nonlinear Cointegrating Regression

報告人： Prof. Qiying Wang          報告時間：2018年05月17日下午14:00-15:00          報告地點：明德主樓734          
         內(nèi)容簡介：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.          
         
         
     

報告人簡介：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.

數(shù)量經(jīng)濟教研室          運籌學(xué)與數(shù)量經(jīng)濟研究所          中國人民大學(xué)經(jīng)濟學(xué)院          2018年05月