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Model averaging is concerned with combining information in such a way that both the model selection part and the estimation part of a process are properly taken into account into the moments of the proposed estimator. We concentrate on one specific view towards model averaging, called weighted-average least squares, which is semi-Bayesian.
Professor Jan R. Magnus is Emeritus Professor at the Department of Econometrics & Operations Research, Tilburg University, and Visiting Professor at the Department of Econometrics & Operations Research, VU University, Amsterdam. He is research fellow of CentER and the Tinbergen Institute. Magnus is (co)author of eight books and over one hundred scientific papers. His current interests are mainly model averaging, sensitivity analysis, catastrophe, and sport statistics.
[Program] September 25 (Friday ) Raphael, GIS NTU Convention Center (集思台大會議中心拉斐爾廳)
15:15-15:30: Coffee Break
15:30-16:45 Lecture and Discussion
*Lecture in English