2024
05.15
祝贺!我院助理教授柯书尧在计量经济学国际顶级期刊Journal of Econometrics发表论文
近日,经济学院统计与数据科学系柯书尧助理教授的合作论文“Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach”(合作者:Peter C. B. Phillips, Liangjun Su)在线发表于计量经济学领域国际顶级期刊Journal of Econometrics.论文摘要This paper studies a linear panel data model with interactive fixed effects wherein regressors, factors and idiosyncratic error terms are all stationary but with potential long memory. The setup involves a new formulation of panel data models, where weakly dependent regr