bob体官网手机版

导航
首页 - 活动 - IAER Seminar 2022-14: 李愚昊
活动
IAER Seminar 2022-14: 李愚昊

报告题目:Consistent Test for Conditional Moment Restriction Models in Reproducing Kernel Hilbert Spaces

报 告 人:李愚昊

报告时间: 2022年12月09日(周五)15:30-17:00

报告地点:腾讯会议(会议号 642 398 405)

主办单位:高等经济研究院

【报告人简介】

李愚昊,武汉大学助理教授。2019年获马德里卡洛斯三世大学经济学博士学位,主要研究方向是理论计量经济学、健康经济学、劳动经济学。

【内容摘要】

In this paper, we represent Integrated Conditional Moment (ICM) tests in Reproducing Kernel Hilbert Spaces (RKHS). There are several advantages of doing so. First, reproducing kernels embody dimension and integral measure, and hence, are effective dimension reduction tools. This phenomenon can be explained by the isometrically isomorphic relationship among infinite dimensional Hilbert spaces. Second, the test statistics, expressed in terms of kernels, have analytic closed forms, making them easy to compute in practice. Third, one can generate kernels easily and massively from existing kernels. Each kernel corresponds to an ICM test, thus, for certain models, one may obtain a more sensitive test than by using conventional ones. We further propose projection-based kernels to eliminate estimation effect, leading to a simple multiplier bootstrap procedure to obtain critical values. A minimum distance estimator is developed as a byproduct. Monte Carlo exercises are performed to examine the finite sample performance of the proposed test, and an empirical application is studied.  

【参会方式】

腾讯会议号:642 398 405

腾讯会议链接:https://meeting.tencent.com/dm/xXQ8bkf53rZh 

【更多信息】

获取更多信息,请扫描下方二维码加入“IAER Seminar”腾讯QQ群(群号:904 544 292)或微信群,可同时关注高等经济研究院网站:https://iaer.dufe.edu.cn。

图片1.png


撰稿:王杰 审核:齐鹰飞 单位:高等经济研究院

bob体官网手机版(中国)发展有限公司官网