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學會學術會議
  • 標題:CRETA Workshop on Advanced Econometrics 9_Professor Halbert White,University of California, San Diego
  • 公告日期:2011-03-02

 

國立臺灣大學計量理論與應用研究中心 (CRETA) 與臺灣經濟計量學會很榮幸邀請到 University of California, San Diego 的 Professor Halbert White 於 3 月 25 日(五) 至 3 月 29 日(二)至本中心訪問,並於 CRETA Workshop on Advanced Econometrics 9 進行一場關於 Robustness Checks and Robustness Tests in Applied Economics 的專題演講。專題演講的時間為 3 月 26 日(六), 地點為台大管理學院一號館 2F 重光講堂。歡迎大家踴躍報名參加。

欲參加者,請於 3 月 24 日(四)中午前至 CRETA 網站線上報名 <http://www.creta.org.tw/events/view/32>。

*Date: Mar. 26, 2011 (Sat.), 14:00 pm–15:50 pm
*Venue: Chong Guang Lecture Hall, 2F, College of Management, NTU
(台灣大學管理學院一號館 2F 重光講堂)
*Topics: Robustness Checks and Robustness Tests in Applied Economics


[Registration Fee]
台灣大學在學學生及現任教職員和台灣經濟計量學會會員為免費參加
其他參加者報名費為 NT$600
(當天將開放現場繳交台灣經濟計量學會2011年年度會費)


[About the Speaker]
Professor White is currently Chancellor’s Associates Distinguished Professor of Economics at University of California, San Diego. He is one of the world’s leading economists and is noted for pioneering research standards. His particular expertise is in Econometric Theory, Forecasting, Artificial Neural Networks, and Financial Markets. Professor White has published several well-known books, such as “Asymptotic Theory for Econometricians”, “Estimation, Inference, and Specification Analysis”, “New Perspectives in Econometric Theory” and more than 100 articles in the top-notch journals: Econometrica, Journal of Political Economy, Journal of Econometrics, Journal of Finance and Journal of the American Statistical Association. One of his greatest accomplishments, the White’s Test, has become widely used by economists and thus made this paper one of the most cited articles in economics. Professor White was a Guggenheim fellow and also an elected fellow of the American Academy of Arts and Sciences and the Econometric Society.

[Lecture Overview]
The paper studies when and how one can infer structural validity from coefficient robustness and plausibility and discusses how critical and non-critical core variables can be properly specified and how non-core variables for the comparison regression can be chosen to ensure that robustness checks are indeed structurally informative. The paper proposes a new Hausman (1978)-type test of robustness, additional diagnostics that can help explain why robustness test rejection occurs, and a new estimator, the Feasible Optimally combined GLS (FOGLeSs) estimator.

[Program]
Mar. 26 (Sat.) Chong Guang Lecture Hall, 2F (二樓重光講堂)
13:30-14:00: Registration
14:00-15:30: Lecture
15:30-15:50: Tea Time and Discussion
*Lecture in English

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