大家应该都听过「White noise」吧 XD 白先生本尊要来台大演讲啦 XDDD Date: Mar. 26, 2011 (Sat.), 14:00 pm – 15:50 pm Venue: 台湾大学管理学院一号馆 2F 重光讲堂 Topics: Robustness Checks and Robustness Tests in Applied Economics Speaker: Professor Halbert White, University of California, San Diego Registration: 台湾大学在学学生及现任教职员和台湾经济计量学会会员为免费参加 其他参加者报名费为 NT$600 欲参加者，请於 3 月 24日 (四)中午前至 CRETA 网站线上报名 <http://www.creta.org.tw/events/view/32> (当天将开放现场缴交台湾经济计量学会 2011 年年度会费) [About the Speaker] Professor White is currently Chancellor’s Associates Distinguished Professor of Economics at University of California, San Diego. He is one of the world’ s leading economists and is noted for pioneering research standards. His particular expertise is in Econometric Theory, Forecasting, Artificial Neural Networks, and Financial Markets. Professor White has published several well-known books,such as “Asymptotic Theory for Econometricians”, “ Estimation, Inference, and Specification Analysis”, “New Perspectives in Econometric Theory” and more than 100 articles in the top-notch journals: Econometrica, Journal of Political Economy, Journal of Econometrics, Journal of Finance and Journal of the American Statistical Association. One of his greatest accomplishments, the White’s Test, has become widely used by economists and thus made this paper one of the most cited articles in economics. Professor White was a Guggenheim fellow and also an elected fellow of the American Academy of Arts and Sciences and the Econometric Society. [Lecture Overview] The paper studies when and how one can infer structural validity from coefficient robustness and plausibility and discusses how critical and non-critical core variables can be properly specified and how non-core variables forthe comparison regression can be chosen to ensure that robustness checks are indeed structurally informative. The paper proposes a new Hausman (1978)-type test of robustness, additional diagnostics that can help explain why robustness test rejection occurs, and a new estimator, the Feasible Optimally combined GLS (FOGLeSs) estimator. --

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