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主讲人：
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Yanbo Liu |
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主讲人简介：
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Yanbo Liu is an associate professor of economics at Shandong University. Yanbo specializes in nonparametric/semi-parametric econometrics, financial econometrics and microeconometrics. His works have been published in Journal of Econometrics and International Economic Review. |
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主持人：
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Yimeng Xie |
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简介：
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This paper studies uniform inference in a class of nonparametric panel data models with fixed effects. We prove that the bootstrapping Kolmogorov-Smirnov (sup-type) test has asymptotic uniform size controls. Extensive simulations confirm that our uniform confidence bands work well in finite samples. The present paper further applies the above methods to empirical settings and finds some interesting results in nonlinear patterns of consumption concerning income shocks and asset holdings. |
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时间：
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2024-11-20 (Wednesday) 16:40-18:00 |
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地点：
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Room N302, Economics Building |
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期数：
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高级计量经济学与统计学系列讲座2024年秋季学期第七讲（总179讲） |
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主办单位：
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厦门大学经济学院、王亚南经济研究院、邹至庄经济研究院 |
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承办单位：
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类型：
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系列讲座 |
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联系人信息：
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许老师，电话：2182991，邮箱：ysxu@xmu.edu.cn |
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语言：
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中文 |
