Workshops on Applications of Functional Limit Theory to Econometrics and Statistics to be held at Yale University, New Haven, CT., Fall and Spring Academic Year 91, 92 and 93

最近在计量经济学和统计学的研究集中在许多 这是两个学科共同感兴趣的问题。一个 特别值得注意是泛函中心极限理论及其 在统计理论、时间序列和 微观计量经济学该项目将促进日益增长的互动 专业统计学家和计量经济学家之间的关系 一般领域在耶鲁现有优势领域的基础上 经济学和统计学委员会五名成员 各部门将举办一系列密集讲习班， 泛函极限理论及其应用：统计分析 趋势时间序列，协整系统，长期均衡 和瞬态动力学，半参数，经验过程， 因变量和可能的估计通过模拟方法， 和结构变化/变化点问题。这些讲习班将 将一些研究人员聚集在一起， 和新的贡献者，审查目前的进展，并探讨未来 方向除了讲习班之外， 他们将在香港理工大学 他们在主题上的专业前沿， 与研讨会主题有关。

Recent research in econometrics and statistics has focused on many problems that are of common interest to both disciplines. One that is especially noteworthy is functional central limit theory and its manifold applications in statistical theory, time series and microeconometrics. This project will foster the growing interaction between professional statisticians and econometricians in this general field. Building on current areas of strength at Yale University, five members of the Economics and Statistics Departments will develop a series of intensive workshops on functional limit theory and its applications: statistical analyses of trending time series, cointegrated systems, long-run equilibria and transient dynamics, semiparametrics, empirical processes for dependent variables and possibly estimation via simulation methods, and structural change/change point problems. The workshops will bring together small groups of researchers, both well-established and new contributors, to review current progress and explore future directions. The workshops will be supplemented by visits from leading overseas researchers, who will give lecture series at the cutting edge of their specialties on subject matter that is closely related to the workshop themes.