報(bào)告承辦單位: 數(shù)學(xué)與統(tǒng)計(jì)學(xué)院

報(bào)告題目: Self-weighted LS estimation for nonlinear cointegrating regression

報(bào)告內(nèi)容: This paper establishes a new framework on self-weighted least squares estimation that is easy to apply for various nonlinear regression models with heteroscedasticity. This paper explores the applications of this framework to various nonlinear cointegrating regression models.

報(bào)告人姓名: Qiying Wang

報(bào)告人所在單位:The University of Sydney

報(bào)告人職稱(chēng):教授

報(bào)告時(shí)間:2022年12月2日, 星期五，上午10:00-11:00

在線(xiàn)報(bào)告:騰訊會(huì)議號(hào)碼：396-616-314

報(bào)告人簡(jiǎn)介：王啟應(yīng)，澳大利亞悉尼大學(xué)教授。主要研究方向?yàn)椋?/span>Nonstationary time series econometrics, Financial Econometrics,Nonparametric statistics,Econometric Theory, Self-normalized limit theory.王啟應(yīng)教授在概率統(tǒng)計(jì)學(xué)與計(jì)量經(jīng)濟(jì)學(xué)頂級(jí)專(zhuān)業(yè)學(xué)術(shù)期刊The Annals of Probability, The Annals of Statistics、Econometric Theory以及Journal of Econometrics等雜志上發(fā)表論文二十余篇。