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Event Review

本所於2019年3月5日邀請威斯康辛大學麥迪遜分校講座教授Bruce Hansen至本所發表專題演講。此次演講介紹在動差誤設的架構下,利用遞迴方式求得廣義動差法(Generalized Method of Moments, GMM)的極限分配理論,並探討如何進行統計推論。

Professor Bruce Hansen from the University of Wisconsin–Madison delivered a lecture on March 5th, 2019 at the Institute of Economics, Academia Sinica. This lecture introduced a new distribution theory and inference methods for over-identified Generalized Method of Moments (GMM) estimation focusing on the iterated GMM estimator allowing for moment misspecification.

Lecture Album: Link Here