学术活动

Copula, Partial Identification, and Uniform Inference - Professor Yanqin Fan(Department of Economics, University of Washington)

作者:   来源:  时间:2018-01-22

题目:Copula, Partial Identification, and Uniform Inference

报告人:Professor Yanqin Fan(Department of Economics, University of Washington)

摘要:

Besides its role in building multivariate econometric models from univariate models and in characterizing the dependence structure among multiple random variables, copula has also proven to be a useful tool in studying (partial) identification of parameters that depend on the joint distribution of several random variables.

In the ?first part of this talk, I’ll review some of my work on partial identification of measures of distributional treatment effects of a binary treatment when data come from ideal randomized experiments, the selection-on-observables framework, and latent threshold crossing models respectively.

In the second part of this talk, I’ll briefly review recent developments in the econometrics literature on uniform inference in partially identified models and post selection inference.

时间:1月22日(周一)上午10:30-11:30

地点:首师大校本部新教二楼613

 

欢迎全体师生积极参加!