報告承辦單位: 數(shù)學與統(tǒng)計學院
報告題目: Self-weighted LS estimation for nonlinear cointegrating regression
報告內(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.
報告人姓名: Qiying Wang
報告人所在單位:The University of Sydney
報告人職稱:教授
報告時間:2022年12月2日, 星期五,上午10:00-11:00
在線報告:騰訊會議號碼:396-616-314
報告人簡介:王啟應(yīng),澳大利亞悉尼大學教授。主要研究方向為: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)計學與計量經(jīng)濟學頂級專業(yè)學術(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。