报告承办单位: 数学与统计学院

报告题目: Self-weighted LS estimation for nonlinear cointegrating regression

报告内容: 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.

报告人姓名: Qiying Wang

报告人所在单位:The University of Sydney

报告人职称:教授

报告时间:2022年12月2日, 星期五，上午10:00-11:00

在线报告:腾讯会议号码：396-616-314

报告人简介：王启应，澳大利亚悉尼大学教授。主要研究方向为：Nonstationary time series econometrics, Financial Econometrics,Nonparametric statistics,Econometric Theory, Self-normalized limit theory.王启应教授在概率统计学与计量经济学顶级专业学术期刊The Annals of Probability, The Annals of Statistics、Econometric Theory以及Journal of Econometrics等杂志上发表论文二十余篇。