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Lectures Trailer----A consistent specification test for expectile models

Date:2024-09-04  Click:

Lectures Trailer----A consistent specification test for expectile models

Song Xiaojun, associate professor , doctoral supervisor in the Department of Business Statistics and Econometrics at Peking University’s Guanghua School of Management. He holds a Ph.D. in Economics from Universidad Carlos III de Madrid. His primary research focus is on theoretical econometrics, delving into nonparametric/semiparametric methodologies, hypothesis testing and resampling techniques such as the bootstrap method, along with the applications of econometrics in various contexts. His papers have been published in esteemed international journals such as Annals of Applied Statistics, Biometrics, Econometric Theory, Journal of Applied Econometrics, Journal of Business & Economic Statistics, and Journal of Econometrics. He has presided over and participated in various research projects funded by the General Program and Key Program of the National Natural Science Foundation. Since January 2020, he has served as the Associate Editor of Economic Modelling.

Time: September 5, 2024, from 08:00 to 12:00

Venue: Conference Room 1, 11th Floor, South District Comprehensive Office Building

Organizers: Key Laboratory of Financial Data Science

All teachers are welcome