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【北航经商大讲堂 第25期】美国康奈尔大学洪永淼教授特邀报告

发布时间: 2018/10/29 10:32:06     点击次数:次   打印本页

【北航经商大讲堂 第25期】

美国康奈尔大学洪永淼教授特邀报告

题目:大数据、复杂经济系统与计量建模

主讲人:洪永淼 教授

美国康奈尔大学经济学与国际研究讲席教授

主持人:范英 教授

 

 

时间: 2018年10月31日15:00-17:00

地点: 北航新主楼A座618

摘要:

现代经济正在变为一个日益复杂的系统。随着信息技术的快速发展与广泛应用,这个复杂系统产生了海量的大数据。这些数据能够提供很多新的有价值的信息,能够帮助更好地理解复杂经济系统,解释经济系统的运行规律,但同时也对传统的计量建模理论与方法提出了挑战。本报告将探讨大数据为计量经济学带来的挑战与机遇,并列举一些具体的例子来说明计量经济学在大数据时代若干可能的发展方向。这些例子包括情绪指数和政策不确定性指数,经济因果关系的识别,高维工具变量估计,区间数据建模,基于领先指数的宏观经济预测,基于时变模型的预测,混频数据建模等。

主讲人简介:

Professor Hong is currently the Ernest S. Liu Professor of Economics and International Studies in Department of Economics at Cornell University. He is also Professor of Statistics and a field member in Department of Statistical Sciences and a field member in Center of Applied Mathematics at Cornell University.

Professor Hong received his BS in Physics in 1985 and MA in Economics in 1988 from Xiamen University, his PHD in Economics from University of California at San Diego and joined Cornell University in 1993. He was President of Chinese Economists Society in North America in 2009-2010.

Professor Hong's research interests include model specification testing, nonlinear time series analysis, financial econometrics, and empirical studies on Chinese economy and financial markets. He publishes refereed articles in mainstream economic, financial and statistical journals such asAnnals of Statistics, Biometrika, Econometric Theory, Econometrica, International Economic Review, Journal of American Statistical Association, Journal of Applied Econometrics, Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Political Economy, Journal of Royal Statistical Society (Series B), Quarterly Journal of Economics, Review of Economic Studies, Review of Economics and Statistics, andReview of Financial Studies.