OxTalks is Changing
During Michaelmas Term, OxTalks will be moving to a new platform (full details are available on the Staff Gateway).
For now, continue using the current page and event submission process (freeze period dates to be advised).
If you have any questions, please contact halo@digital.ox.ac.uk
Current developments in nonlinear cointegrating regression
If you would like to meet with the speaker please sign up below:
docs.google.com/spreadsheets/d/1y2uYgphPHtmZ2FUYTp1N7DmhER_TiHGciQguJjbJHw4/edit#gid=0
Abstract:
The past decade has witnessed great progress in the development of nonlinear cointegrating regression. Unlike linear cointegration and nonlinear regression with stationarity where the traditional and classical methods are widely used in practice, estimation and inference theory in nonlinear cointegrating regression produce new mechanisms involving local time, a mixture of normal distributions and stochastic integrals. This talk aims to introduce the machinery of the theoretical developments, providing up-to-date results in nonlinear cointegrating regression.
Date:
14 December 2017, 14:15
Venue:
Venue to be announced
Speaker:
Qiying Wang (University of Sydney)
Organising department:
Department of Economics
Organiser contact email address:
facultyadmin@economics.ox.ac.uk
Booking required?:
Not required
Audience:
Members of the University only
Editor:
Anne Pouliquen
