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
Department
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
Completed
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:
The workshops will focus on interactive training in applied econometrics. The workshops will cover
The seminars will focus on instructing colleagues and other participants on new developments in econometrics. The seminars will cover
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.
- model selection strategies,
- nonlinear econometric methods and
- 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 workshops will focus on interactive training in applied econometrics. The workshops will cover
- applications of automated general-to-specific modelling strategies,
- applications of dynamic and nonlinear panel data modelling and
- applications of nonlinear econometric methods.
The seminars will focus on instructing colleagues and other participants on new developments in econometrics. The seminars will cover
- recent developments in automated general-to-specific modelling strategies,
- advancements in panel data analysis and
- advancements in nonlinear econometric methods.
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.