主题：Series Method in Econometrics

主讲：董朝华，中南财经政法大学

时间：2022年6月10日（周五）9:30-11:30

地点：经管院B251

报告摘要：

This talk basically gives a brief introduction to the series method used in econometrics. We start with several heuristic examples in existing literature, followed by introducing Hilbert function spaces where normally our target nonparametric unknown functions reside in. The series method mainly utilizes the orthogonal series expansion in these spaces to approximate unknown functions. Finally, we shall give some examples to illustrate how the approach is used in econometrics.

主讲人简介：

董朝华，中南财经政法大学统计与数学学院教授，数量经济学博士生导师，主要从事高维计量理论，非参数、半参数计量方法，非平稳时间序列与面板数据模型理论研究。近期研究成果发表于Journal of Econometrics, Econometric Theory, Annals of Statistics, Journal of Business and Economic Statistics等期刊。主持和参与国家自科项目四项；荣获第十二届湖北省社会科学优秀成果奖二等奖。