Recent development in theoretical and applied econometrics analysis = 計量經濟學分析理論與應用的最新發展


Project title
Recent development in theoretical and applied econometrics analysis = 計量經濟學分析理論與應用的最新發展
 
Principal Investigator
 
 
Grant Awarding Body
Research Grants Council
 
Grant Type
Inter-Institutional Development Scheme
 
Project Code
UGC/IIDS15/B02/18
 
Amount awarded
HK$423,300
 
Funding Year
2018/19
 
Duration of the Project
12 months
 
Status
On-going
 
Abstract
The goal of econometrics is "to put empirical flesh and blood on theoretical structures" (Johnston, 1984, p.5). Modern research in economics and finance demands sophisticated econometric skills and models. The proposed IIDS project will instruct colleagues and other participants on recent developments in econometrics in three areas:
  1. model selection strategies,
  2. nonlinear econometric methods and
  3. dynamic panel data analysis. By equipping colleagues and other participants with knowledge of cutting-edge theoretical and applied econometric analysis methods, the proposed project will improve research and enhance teaching in both undergraduate and graduate programmes.
The proposed project will consist of workshops, seminars and an international conference. All events will be opened to other institutions and to the public.

The workshops will focus on interactive training in applied econometrics. The workshops will cover
  1. applications of automated general-to-specific modelling strategies,
  2. applications of dynamic and nonlinear panel data modelling and
  3. applications of nonlinear econometric methods.

The seminars will focus on instructing colleagues and other participants on new developments in econometrics. The seminars will cover
  1. recent developments in automated general-to-specific modelling strategies,
  2. advancements in panel data analysis and
  3. advancements in nonlinear econometric methods.
The international conference will bring academics and researchers together to share research experiences and knowledge of econometric methods. It will also provide participants with a channel to stimulate discussions of new ideas in econometrics.

The proposed IIDS project will encourage colleagues in other disciplines to learn about recent developments in econometric analysis and to apply econometrics in their research projects. Publications will result from participation in the workshops, seminars and conference presentations by colleagues and other participants. The proposed project will also improve teaching and learning.

References: Johnston J. (1984). Econometric Methods (3rd ed.). Singapore: McGraw-Hill.