报告人：Bin Peng
报告地点：腾讯会议
报告时间：2020年12月17日星期四10:00-11:00
邀请人：胡江
报告摘要：
Empirical growth analysis is plagued with three problems — variable selection, parameter heterogeneity and cross-sectional dependence — which are addressed independently from each other in most studies. This study is to propose an integrated framework that allows for parameter heterogeneity and cross-sectional error dependence, while simultaneously performing variable selection. We derive the asymptotic properties of the estimator, and apply the framework to a dataset of 89 countries over the period from 1960 to 2014. Our results support the “optimistic” conclusion of Sala-I-Martin (1997), and also reveal some cross-country patterns not found previously.
会议ID：743104532
会议密码：1217
主讲人简介：
Peng Bin has been a senior lecturer at Monash University in Department of Econometrics and Business Statistics since 2020.Before that he was a Senior lecture respectively at Deakin University in Department of Econometrics and University of Bath in Department of Econometrics. Besides,he was a research fellow at University of Technology Sydney,which he joined in 2013 after completing his Ph.D. at Monash University in Econometrics. His research focuses on developing new models and methods that may be of practical relevance in analysing data in economic growth, health economics, time series forecasting, and production economics. He has published several papers in JOE, Econometric Theory, etc.
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