- 標題：CRETA Workshop on Advanced Econometrics 16_ Professor Peter Michael Robinson (3 月 7 日)
- 公告日期：2014-02-18
各位學界的朋友：
國立臺灣大學計量理論與應用研究中心 (CRETA)、國立臺灣大學財務金融學系以及臺灣經濟計量學會 (TES) 很榮幸於 3 月 7 日 (五) 邀請到 Professor Peter Michael Robinson (University of London) 至 CRETA 訪問，並於 CRETA Workshop on Advanced Econometrics 16 進行專題演講。欲參加者，請務必於 3 月 3 日 (一) 中午前至 CRETA 網站線上報名http://www.creta.org.tw/events/view/69。我們會先讓網路報名的與會者入場，之後才讓現場報名的與會者入場。研討會相關資訊如下：
*演講主題：Improved Tests for Spatial Correlation
Professor Peter Michael Robinson is currently Tooke Professor of Economic Science and Statistics at University of London (London School of Economics), a Co-Editor of Journal of Econometrics and Journal of Time Series Analysis and also a Associate Editor of Annals of the Statistics. Professor Robinson has been elected Fellow of the Econometric Society, Fellow of the Institute of Mathematical Statistics, and Fellow of the British Academy. Professor Robinson’s research interests focus on Econometrics, Time Series Analysis, Nonparametric Inference, Semiparametric Inference and Spatial Econometrics. His research articles have been published in several prestigious journals, such as Econometrica, Annals of Statistics, Journal of the American Statistical Association and Journal of Econometrics.
We consider testing the null hypothesis of no spatial autocorrelation against the alternative of first order spatial autoregression. A Wald test statistic has good first-order asymptotic properties, but these may not be relevant in small or moderate-sized samples, especially as (depending on properties of the spatial weight matrix) the usual parametric rate of convergence may not be attained. We thus develop tests with more accurate size properties, by means of Edgeworth expansions and the bootstrap. The finite-sample performance of the tests is examined in Monte Carlo simulations.
歡迎大家踴躍報名參加！！國立臺灣大學在學學生及現任教職員以及 TES 會員為免費參加，其他參加者報名費為 NT$600，研討會當天亦開放現場繳交臺灣經濟計量學會 2014 年會費。
- 附件檔案：
- 參考連結：
- 張貼人：網站管理員
- 最後修改時間：2014-02-18 PM 4:45
