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Current developments in nonlinear cointegrating regression
【2014.12.1 4:00pm, N613】

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 2014-11-21 

  Colloquia & Seminars 

  Speaker

Prof. Qiying Wang,University of Sydney, Australia 

  Title

Current developments in nonlinear cointegrating regression 

  Time

2014.12.1 4:00-5:00pm  

  Venue

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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