Academy of Mathematics and Systems Science, CAS Colloquia & Seminars
Speaker:
Prof. Qiying Wang,University of Sydney, Australia
Inviter:
Prof. Qihua Wang
Title:
Current developments in nonlinear cointegrating regression
Time & Venue:
2014.12.1 4:00-5:00pm,N613
Abstract:
This talk provides a brief overview on the current developments of nonlinear cointegrating regression. The topics include nonparametric estimation, inference, and specification testing in a model where the structural equation errors are weakly dependent and where the regressor is endogenous and may be driven by long memory innovations.