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Semiparametric Time-Varying Models: Theory & Practice

主讲人: 高集体
主讲人简介:

高集体教授是澳大利亚莫纳什大学计量经济学与商务统计系Donald Cochrane讲座教授,澳大利亚社会科学院院士,Journal of Econometrics、Econometric Theory等国际一流期刊副主编。高集体教授在计量经济学理论研究、金融计量经济学、非参数与半参数计量经济学、面板数据与时间序列计量经济等领域有深入的研究和独到的贡献,具有相当的国际影响力。

Upload/File/2020/10/20201021042122680.pdf

主持人: 陈力
简介:

This presentation provides an update some recent developments on semiparametric time-varying models with one being on spatial autoregressive panel data models with fixed effects, and the other on a class of multivariate dynamic time series models. New estimation methods have been proposed and asymptotic properties have been established. Both the proposed models and estimation methods are generally applicable in a number of areas. This presentation focuses on an analysis of the time–varying spillover effects in labor productivity among 185 Chinese cities.

The presentation is based on the following working papers available at

https://ideas.repec.org/p/arx/papers/2010.01492.html

https://ideas.repec.org/p/msh/ebswps/2019-26.html

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时间: 2020-11-19(Thursday)10:30-12:00
地点: 经济楼N402
讲座语言: English
期数:
主办单位: 厦门大学邹至庄经济研究中心、厦大-中科院计量建模与经济政策研究基础科学中心
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