Statistics Seminar（2013-13）

Topic:Recent Developments on Nonlinear and Nonstationary Time Series

Speaker:Jiti Gao, Monash University, Australia

Time:Wednesday, 19 June, 16:00-17:00

Location:Room 217, Guanghua Building 2

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.

About the speaker（汇报人介绍）：http://www.jitigao.com/