Introduction to nonlinear cointegrating regression-王启应 (悉尼大学)
Introduction to nonlinear cointegrating regression-王启应 (悉尼大学)
发布时间:2017-05-31 浏览次数:

 

主  题: Introduction to nonlinear cointegrating regression
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:
王启应
      
教授

 

 

 

 

时  间: 2017-06-01    16:00
地  点: 竞东301
举办单位: 理学院、统计科学与大数据研究院