Workshops on Applications of Functional Limit Theory to Econometrics and Statistics to be held at Yale University, New Haven, CT., Fall and Spring Academic Year 91, 92 and 93

功能极限理论在计量经济学和统计学中的应用研讨会将于第 91、92 和 93 学年秋季和春季在康涅狄格州纽黑文市耶鲁大学举办

• 批准号: 9100865
• 负责人: Donald Andrews
• 金额: $ 16.61万
• 依托单位: Yale University
• 依托单位国家: 美国
• 项目类别: Continuing Grant
• 财政年份: 1991
• 资助国家: 美国
• 起止时间: 1991-09-01 至 1995-02-28
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=9100865&HistoricalAwards=false
• 关键词: Workshops; Applications; Functional; Limit; Theory

Recent research in econometrics and statistics has focused on many problems that are of common interest to both disciplines. One that is especially noteworthy is functional central limit theory and its manifold applications in statistical theory, time series and microeconometrics. This project will foster the growing interaction between professional statisticians and econometricians in this general field. Building on current areas of strength at Yale University, five members of the Economics and Statistics Departments will develop a series of intensive workshops on functional limit theory and its applications: statistical analyses of trending time series, cointegrated systems, long-run equilibria and transient dynamics, semiparametrics, empirical processes for dependent variables and possibly estimation via simulation methods, and structural change/change point problems. The workshops will bring together small groups of researchers, both well-established and new contributors, to review current progress and explore future directions. The workshops will be supplemented by visits from leading overseas researchers, who will give lecture series at the cutting edge of their specialties on subject matter that is closely related to the workshop themes.

最近计量经济学和统计学的研究集中在两个学科共同感兴趣的许多问题上。特别值得注意的是泛函中心极限理论及其在统计理论、时间序列和微观计量经济学中的多种应用。该项目将促进专业统计学家和计量经济学家在这一领域不断增长的互动。以耶鲁大学现有的优势领域为基础，经济和统计系的五名成员将举办一系列关于功能极限理论及其应用的密集研讨会：趋势时间序列的统计分析、协整系统、长期均衡和瞬态动态、半参数、因变量的经验过程以及通过模拟方法可能进行的估计，以及结构变化/变化点问题。这些研讨会将汇集一小群研究人员，包括成熟的和新的贡献者，回顾当前的进展并探索未来的方向。研讨会还将辅以海外顶尖研究人员的访问，他们将就与研讨会主题密切相关的专业前沿主题进行系列讲座。