Qiying Wang学术报告

发布时间:2018年05月16日 作者:唐颖   消息来源:业务办    阅读次数:[]

报告题目: Current developments in nonlinear cointegrating regression 报告时间:5月25日(星期五) 16:00-17:30 报告人:? Qiying Wang, The University of Sydney, Australia 报告摘要: 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 Wang is a Reader in the School of Mathematics and Statistics at University of Sydney, Australia. He works on??econometric theory, nonparametric statistics?and self-normalized limit theory. He? was an Australian Research Fellow from 2007 to 2012, and his research has been constantly supported by Australian Research Council: Discovery Project since 2004. He has published? more than 80 research papers and over half of his works? published on top rank journals in Econometrics, Statistics and Probability such as Econometrica, Annals of Statistics, Annals of Probability, Journal of Econometrics and Econometric Theory. He is one of the three recipients of 2017?Econometric Theory Plura Scripsit Award. His ?recent research monograph entitled “Limit Theorems for Non-Linear Cointegrating Regression” systematically studies the limit theorems that can be applied in the development of nonlinear cointegrating regression models. He has ? delivered the invited talks at?numerous international renowned conferences in Econometrics, Statistics and Probability.



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