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                    裴有權副研究員學術講座

                    2023年12月01日 09:14  點擊:[]


                    講座題目: A Class of Semiparametric Models with Homogeneous Structure for Panel Data Analysis

                    主 講 人: 裴有權

                    時   間:  2023年2023年12月7日15:45-16:45

                    地   點:  西安交通大學創新港涵英樓經濟金融研究院8121會議室

                     

                     

                     報告人簡介:

                    裴有權,山東大學經濟學院副研究員,入選山東大學青年學者未來計劃。博士畢業于上海財經大學,美國德克薩斯大學MD安德森癌癥研究中心聯合培養博士,香港浸會大學博士后。從事計量經濟學、機器學習等領域的相關研究,研究成果發表在計量經濟學國際知名期刊Journal of Econometrics以及Journal of Business & Economic Statistics等學術期刊;主持國家自然科學基金面上項目、國家自然科學基金青年項目、山東省社科青年項目等科研項目。曾獲山東大學青年教師教學比賽一等獎,山東大學“教學能手”榮譽稱號。

                    Abstract:

                    Statistical modelling strategy is the key for success in data analysis. The trade-off between flexibility and parsimony plays a vital role in statistical modelling. Inpanel data analysis, in order to account for the heterogeneity between the clusters, certain flexibility is necessary in the modelling, yet parsimony is also needed to guard against the complexity and account for the homogeneity among the clusters. In thistalk,I will introduce a flexible and parsimonious modelling strategy forpanel data analysis. The strategy strikes a nice balance between flexibility and parsimony, and accounts for both heterogeneity and homogeneity well among the clusters, which often come with strong practical meanings. An estimation procedure is developed for the unknowns in the resulting model, and asymptotic properties of the estimators are established. Intensive simulation studies are conducted to demonstrate how well the proposed methods work, and a real data analysis is also presented to illustrate how to apply the modelling strategy and associated estimation procedure to answer some real problems arising from real life.

                     

                     

                    西安交通大學經濟與金融學院

                    2023年11月29日

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