一、报告题目：
Statistical inference for complex panel data models
二、报告人：
裴有权，上海财经大学博士
三、报告时间：
2018年6月7日 （周四） 上午10:00-12:00
四、报告地点：
知新楼B423
五、报告人简介：
裴有权博士2018年毕业于上海财经大学统计与管理学院，2016.10-2017.10以联合培养博士研究生身份赴美国德克萨斯大学MD安德森癌症研究中心访问交流。主要从事复杂面板数据的非参数和半参数理论和应用研究，博士在读期间在计量经济学权威期刊Journal of Econometrics发表其研究成果。
六、 报告摘要：
The increasing availability and influence of panel data have motivated numerous recent advances in statistics and applications in economics,finance,social science,etc., which poses many new and exciting challenges to economists and statisticians due to the distinct structure of panel data. In this presentation, we develop methods for inference in nonparametric and varying-coefficient panel data models that allow for locally stationary regressors and for the time series length T and cross-section size N both being large. In the theoretical part of the paper, we derive the asymptotic theory of the proposed estimators. In the empirical part, we present several simulated examples and a real data analysis to illustrate the finite sample performance of the proposed methods.
七、主办单位：
全球赌船十大网站(中国)有限公司
