講題:Introduction to Empirical Processes and its Applications
講題摘要:
The theory of empirical processes has been one of the main tools in the development of the econometric theory for decades. In the lectures, we will introduce the theory of empirical processes that includes functional central limit theorem, extended continuous mapping theorem, functional delta method and multiplier functional central limit theorem. We show several applications of the theory such as M-estimation, estimation on quantile processes, specification test and test for stochastic dominance.
講者介紹:
許育進教授為美國 University of Texas at Austin 經濟學博士,目前任職於中央研究院經濟研究所。研究專長為經濟計量理論,詳細期刊論文著作請參閱許教授個人網頁 (http://yuchinhsu.yolasite.com/)。