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

计量经济学和统计学最近的研究集中在这两个学科共同感兴趣的许多问题上。其中特别值得注意的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中的多种应用。该项目将促进专业统计学家和计量经济学家在这一一般领域的互动。在耶鲁大学当前优势领域的基础上，经济和统计系的五名成员将开发一系列关于泛函极限理论及其应用的密集研讨会：趋势时间序列的统计分析、协整系统、长期平衡和瞬时动力学、半参数、因变量的经验过程和通过模拟方法进行可能的估计，以及结构变化/变点问题。讲习班将汇集一小批研究人员，既有老牌的，也有新的贡献者，以审查目前的进展并探索未来的方向。此外，海外的主要研究人员亦会到访，就与研讨会主题密切相关的课题，在各自专业的前沿进行系列讲座。

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.