A Predictive Approach for Selection of Diffusion Index Models
2011/10/04
研討會日期 : 2011-10-04
時間 : 14:30
主講人 : Professor Ruey S. Tsay
地點 : Conference Room B110
演講者簡介 : Ruey S. Tsay received his Ph.D. in Statistics from University of Wisconsin-Madison in 1982. He is currently serving as H.G.B. Alexander Professor of Econometrics and Statistics at University of Chicago, and fellow of the American Statistical Association, the Institute of Mathematical Statistics, the Royal Statistical Society, and Academia Sinica. His research field is in econometrics and statistics.
演講摘要 : A Predictive Approach for Selection of Diffusion Index Models
