Dr. Ying Wang: Limit theory and Inference in Non-cointegrated Functional Coefficient Regression
On 25 Dec 2019, we welcomed the speaker Dr. Ying Wang of the University ofAuckland. She is an econometrician working in both the theoretical and appliedfields of the discipline. The topic is “Limit theory and Inference inNon-cointegrated Functional Coefficient Regression”, which proposes newnonparametric estimators for such FC regression models where the nonstationaryseries display linkages that enable consistent estimation of the correlationmeasures between them.
Morethan 20 teachers and students of the School of Economics and Management haveparticipated in the seminar and discussed the study with Dr. Wang. We arelooking forward to the Bi-Week Applied Economics Colloquium next week.
