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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.
Affiliation:

 

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