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：竞慧东楼301
举办单位：理学院 统计科学与大数据研究院
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