| 主讲人 |
Cheng Hsiao |
简介 |
<p>Many micro econometric modeling takes a single equation approach. However, economists typically consider the general (or partial) equilibrium (or coherence) of (a sector of) the economy is achieved through the automatic operation (say, free competition) of the parts that compose the system. We argue that without considering if an equation is identified in the system, the estimation of such an equation could lead to meaningless curve fitting. We review inference methods for a single equation panel endogenous interactive model including the least squares or two stage least squares, profile generalized method of moments (PGMM) or transformed GMM in light of the identification conditions in an interconnected system. Limited Monte Carlos are also conducted to demonstrate finite sample properties of those methods.</p> |
| 时间 |
2025-11-04 (Tuesday) 16:30-18:00 |
地点 |
Room C108, Economics Building；Tencent Meeting：883 676 549 |
| 讲座语言 |
English |
主办单位 |
厦门大学邹至庄经济研究院、厦门大学-中国科学院计量建模与经济政策研究基础科学中心、中国科学院数学与系统科学研究院预测科学研究中心、中国科学院大学经济与管理学院 |
| 承办单位 |
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类型 |
系列讲座 |
| 联系人信息 |
林玉仁，邮箱yurenlin@xmu.edu.cn |
主持人 |
Xiaoyi Han |
| 专题网站 |
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专题 |
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| 主讲人简介 |
<p>Cheng Hsiao is a Professor of Economics at the University of Southern California. He is a Fellow of Academia Sinica, a Fellow of the Econometric Society, and a Fellow of the Journal of Econometrics. In 2018, he became a Founding Fellow of the International Association for Applied Econometrics and was also awarded the Multa Scripsit Award by Econometric Theory in 2012. He has served on the advisory boards of Pacific Economic Review and Singapore Economic Review, and as the Editor of Journal of Econometrics for over two decades.</p>
<p>Professor Hsiao's research interests include theoretical and applied econometrics. He has published extensively in these areas, with numerous research articles in leading journals such as Econometric Theory, Econometrica, Journal of Business and Economic Statistics, Journal of Econometrics, Journal of the American Statistical Association, Journal of Monetary Economics, and Review of Economic Studies, and several books, including Analysis of Panel Data and Panel Data Econometrics.<br />
</p> |
期数 |
“邹至庄讲座”杰出学者论坛（第64期） |
