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Chen Bin: Nonparametric Method and Machine Learning

[Published]: 2019-10-11[Source]: [Browsing]:

Speaker:Chen Bin(AssociateProfessor with Tenure , University of Rochester)

Course schedule (8 lessons in total):

Time: July 20th(Saturday) 8:00-12:00

1.Introduction tononparametric method, Density estimation

2.Nonparametricregression, Semiparametric method

Time: July 21th(Sunday) 8:00-12:00

3.Estimation andtesting with time-varying parameter model

4.Big data andmachine learning

Venue:

Shahe No.1 building room 201

References:

Chen, B.,& Hong, Y. (2012). Testing for smooth structural changes in time seriesmodels via nonparametric regression. Econometrica, 80(3), 1157-1183.

Chen, B., &Song, Z. (2013). Testing whether the underlying continuous-time process followsa diffusion: An infinitesimal operator-based approach. Journal of Econometrics,173(1), 83-107.

Chen, B., &Hong, Y. (2014). A unified approach to validating univariate and multivariateconditional distribution models in time series. Journal of Econometrics, 178,22-44.

Chen, B. (2015).Modeling and testing smooth structural changes with endogenous regressors.Journal of Econometrics, 185(1), 196-215.

Chen, B., &Hong, Y. (2016). Detecting for smooth structural changes in GARCH models.Econometric Theory, 32(3), 740-791.

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