J9集团国际站

标题：Recent Developments on Nonlinear and Nonstationary Time Series

汇报人：Jiti Gao，Monash University, Australia

功夫：2013年6月19日（周三）16:00-17:00

地址：J9集团国际站2号楼217室

Abstract

This presentation gives a survey of some recent developments on estimation and model specification for nonlinear and nonstationary time series. This talk focuses on the discussion of using non-parametric and semi-parametric models to deal with a class of time series models that allow for nonlinearity, nonstationarity and endogeneity. Applications in economics and finance are discussed.