"Cointegrating Regression: New Developments and Applications"

Tuesday, November 21, 2017 The event started -2346 days ago

11:00 AM

Shelby Center

Room 301

The University of Alabama in Huntsville Distinguished Speakers In Mathematics presents Dr. Qiying Wang, School of Mathematics and Statistics, of University of Sydney, Australia presents "Cointegrating Regression: New Developments and Applications"

Non-linear cointegrating regression (NLCR) is of increasing interest in Econometrics, Statistics, among other disciplines. We have witnessed great progress in the development of NLCR over the past decade. This talk aims to introduce the machinery of the theoretical developments, and providing up-to-date results in nonlinear cointegrating regression.

Dr. Qiying Wang is a Reader (A/Professor) in the School of Mathematics and Statistics at University of Sydney, Australia. He has made significant contributions to econometric theory, nonparametric statistics, self-normalized limit theory, just to mention a few. Dr. Wang was an Australian Research Fellow (2007-2012), and his research has been constantly supported by Australian Research Council: Discovery Project since 2004. He has authored more than 70 research papers published on top rank journals in Econometrics, Statistics and Probability such as Econometrica, Annals of Statistics, Annals of Probability, Journal of Econometrics and Econometric Theory. He is one of the three recipients of 2017 Econometric Theory Plura Scripsit Award. His recent research monograph entitled “Limit Theorems for Non-Linear Cointegrating Regression” systematically studies the limit theorems that can be applied in the development of nonlinear cointegrating regression models. Dr. Wang has delivered plenary and invited talks at numerous international renowned conferences in Econometrics, Statistics and Probability.

Refreshments served at 10:30 a.m.


Details

Category
Conference/Lecture
department
Department of Mathematical Sciences
Audience
Students, Faculty and Staff

Contact

Tamara Lang 256.824.6400 This email address is being protected from spambots. You need JavaScript enabled to view it.

Venue

Shelby Center

301 Sparkman DriveHuntsville, AL 35899

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