Academy
of Mathematics and Systems Science, CAS
Colloquia & Seminars
Speaker:
Prof. Qiying Wang,University of Sydney, Australia
Inviter:
Prof. Qihua Wang
Title:
Current developments
in nonlinear cointegrating regression
Time
& Venue:
2014.12.1 4:00-5:00pm,N613
Abstract:
This talk provides
a brief overview on the current developments of nonlinear cointegrating
regression. The topics include nonparametric estimation, inference,
and specification testing in a model where the structural equation
errors are weakly dependent and where the regressor is endogenous
and may be driven by long memory innovations.
Affiliation:
Appendix：
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