讲座题目： A Class of Semiparametric Models with Homogeneous Structure for Panel Data Analysis

主 讲 人： 裴有权

时   间：  2023年2023年12月7日15:45-16:45

地   点：  myball迈博体育平台app创新港涵英楼经济金融研究院8121会议室

 报告人简介：

裴有权，山东大学经济学院副研究员，入选山东大学青年学者未来计划。博士毕业于上海财经大学，美国德克萨斯大学MD安德森癌症研究中心联合培养博士，香港浸会大学博士后。从事计量经济学、机器学习等领域的相关研究，研究成果发表在计量经济学国际知名期刊Journal of Econometrics以及Journal of Business & Economic Statistics等学术期刊;主持国家自然科学基金面上项目、国家自然科学基金青年项目、山东省社科青年项目等科研项目。曾获山东大学青年教师教学比赛一等奖，山东大学“教学能手”荣誉称号。

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.

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2023年11月29日