【Runze  Forum 2】Lecture by Prof.   Peter Robinson: Adaptive Estimation in Multiple Time Series with Independent Component Errors 
发布时间:2016-12-05  浏览次数:[浏览次数]

On June 27th, Professor Peter Robinson from the London School of Economics and Political Science visited our university and was awarded visiting professor of NAU. President Yan Weilong attended the ceremony and presented the award, together with Wang Zicheng Minister of Research Department, Li Haiyan Vice Minister of HR Department, and Professor Sun Yang Associate Dean of the Institute of Economics and Finance.

 

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Professor Robinson has distinguished achievements in research. He is a Tooke professor of the Department of Economics at the London School of Economics and Political Science , a Co-Director  of Econometrics Programme, a director of economics and related disciplines international research center (funded by Japan's Suntory and Toyota Corporation). He is also academician of the British Academy of Social Sciences, Fellow of the Econometric Society and International Association for Mathematical Statistics. Professor Robinson's research area is econometrics, time series analysis, nonparametric inference, semi parametric inference and spatial econometrics. He published a large number of academic papers in top journals in econometrics and statistics such as EconometricaJournal of EconometricsAnnals of Statistics Journal of the American Statistical Association.

After the ceremony, Professor Robinson did a seminar titled" Adaptive Estimation in Multiple Time Series with Independent Component Errors ". All teachers of IEF  attended the seminar with a lot of students in the school with great enthusiasm. During the seminar, Professor Robinson explained to the audiences the method of adaptive estimation and statistical properties of multivariate time series. Audiences raised a lot of questions that impressed Professor Robinson. Teachers and students say they benefited from this seminar by learning something new. The school will continue to invite famous scholars like Professor Robinson to visit our university, so as to promote the academic development of disciplines.