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WETA

2011 年 2 月份 WETA

訊息標題:

2011 年 2 月份 WETA

簡介摘要:

WETA@TES February 2011 - 04 March 2011, 臺大管理學院一號館10F 國際會議廳

2011 年二月份 WETA 研討會
講題:Simulation Estimation for Dynamic Panel Tobit Models
講者:張勝凱教授 (國立臺灣大學經濟學系)
日期:2011 年 3 月 4 日 (五)
時間:下午 3:00~5:00
地點:臺灣大學管理學院一號館 10F 國際會議廳

講題摘要:
In this talk, we would like to discuss a computationally practical simulation estimation for the dynamic panel Tobit model with large categories of dependence structures. The simulation estimators are conducted through correlated random effects approach. The log-likelihood function is simulated and maximized through procedures based on a recursive algorithm formulated by GHK and Gibbs sampling simulators. The initial conditions problem is discussed in details. The simulation estimators are then applied to study both the convergences of earnings gap and income dynamics as well as the labor supply of married women. Finally, we would like also to discuss about a computationally robust simulation estimator for the dynamic panel Tobit model based on the multivariate t distribution.

講者介紹:

張勝凱教授為美國威斯康辛大學麥迪遜校區經濟學博士,目前任職國立臺灣大學經濟學系,研究興趣為計量經濟學和統計學 。

備註事項:

WETA 不需事先報名,歡迎各位踴躍參加!!
此外,為方便各位學界的朋友,我們特於 2011 年 6 月前的各場活動開放現場繳納會費,歡迎大家介紹非會員朋友加入臺灣經濟計量學會。