Some Applications of Large Sample Theory in Econometrics-厦门大学经济学院统计学与数据科学系

Some Applications of Large Sample Theory in Econometrics

主讲人:Xingbai Xu
主讲人简介:

Xingbai Xu is a tenured professor and doctoral supervisor of Wang Yanan Institute for Studies in Economics, Paula and Gregory Chow Institute for Studies in Economics, Xiamen University. He received his PhD in Economics from Ohio State University in 2016. His research interests include spatial econometrics, network econometrics, robust estimation, Bayesian, panel data analysis, and mixture models. Several research results have been published in academic journals such as Journal of Econometrics, Econometric Theory, Statistica Sinica, Regional Science and Urban Economics.

主持人:Xiaoyi Han, Jin Xi
简介:

In this talk, I will share some applications of large sample theory in my research in econometrics. Specifically, I will illustrate key steps in proving the consistency of the maximum likelihood estimator for the spatial autoregressive Tobit model, introduce asymptotic tools for random fields used in spatial econometrics, and discuss applications of empirical process theory in deriving the asymptotic distribution of the sieve maximum likelihood estimator and robust estimators for spatial econometric models.

时间:2025-10-17 (Friday) 15:30-17:00
地点:经济楼N401(线下分会场)、腾讯会议 ID:351 135 198
主办单位:厦门大学邹至庄经济研究院、厦门大学-中国科学院计量建模与经济政策研究基础科学中心、中国科学院数学与系统科学研究院预测科学研究中心、中国科学院大学经济与管理学院
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类型:系列讲座
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