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                        經濟學院舉辦第二期山東大學計量與統計workshop
                        發布時間:2019年06月13日 08:25    編輯:wangyj    點擊:[]

                        6月12日,經濟學院在中心校區知新樓舉辦第二期山東大學計量與統計workshop。本期會議內容主要介紹金融和經濟領域中廣泛存在的高頻數據的處理方法以及面板數據的計量分析方法。

                        南京審計大學孔新兵教授作了題為“Discrepancy between global and local principal component analysis on large-panel high-frequency data”的報告,揭示了大面板高頻數據的全局主成分分析與局部主成分分析的差異。山東大學經濟學院嚴曉東副教授作了題為“Integrative analysis for panel data model with block structure”的報告,他指出面板數據是統計學和計量經濟學中的一個重要課題,面板數據集分析相對于橫斷面分析或時間序列數據集有優勢,建立橫截面單元間異質性模型,可能的結構隨時間變化建模,個體異質性和結構變化可能共存。山東大學經濟學院裴有權副教授作了題為“Identifying latent group structures in varying-coefficient panel data models using community detection”的報告,介紹了利用群體檢測方法識別變系數面板數據模型中的潛在群體結構,子群結構面板數據的變系數模型橫截面尺寸N和時間序列長度T均較大。



                        山東大學計量與統計workshop以計量經濟學、金融計量學和統計學為主題,議題是三大領域的前沿研究,涵蓋理論與應用研究,包括大數據統計分析、高頻金融數據、金融計量及計量經濟分析方法等,但不限定具體研究內容。

                        孔新兵,南京審計大學教授,香港科技大學博士。主要研究領域為金融高頻數據、計量經濟、網絡數據統計等,在經濟學A類期刊Journal of Econometrics,和統計學A+類期刊Annals of Statistics, Journal of the American Statistical Association發表論文十余篇。

                        嚴曉東,山東大學經濟學院副教授,未來學者。主要研究領域為計量經濟,大數據統計建模等,研究成果發表或被接受于經濟學A類期刊Journal of Econometrics和統計學A+類期刊Annals of Statistics, Journal of the American Statistical Association等。

                        裴有權,山東大學經濟學院副教授。主要研究領域為計量經濟,數據挖掘,非參數統計等,研究成果發表于經濟學A類期刊Journal of Econometrics 和統計學一流期刊Science China Mathematics等。

                        文/劉麗 圖/郭靈曉  

                        上一條:瑞典隆德大學Lars Hansson教授訪問經濟學院 下一條:經濟學院舉辦第111期公共經濟學討論班

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