信息学院“信息讲坛”（二）

一、 讲座题目：Quantile Regression:  Estimation, Inference and Applications

二、 讲座时间：2008年6月4日下午１５：３０－１６：３０

三、 讲座地点：信息楼四楼报告厅

四、 讲座内容摘要：
   Quantile regression, as introduced by Koenker and Bassett(1978) is gradually
evolving into a comprehensive approach to the statistical analysis of linear and
nonlinear response models for conditional quantile functions. Just as classical linear
regression methods based on minimizing sums of squared residuals enable one to
estimate models for conditional mean functions, quantile regression methods based on
minimizing asymmetrically weighted absolute residuals offer a mechanism for
estimating models for the conditional median function, and the full range of other
conditional quantile functions. By supplementing least squares estimation of
conditional mean functions with techniques for estimating a full family of conditional
quantile functions, quantile regression is capable of providing a much more complete
statistical analysis of the stochastic relationships among random variables

五、 讲者简介

肖志杰：

耶鲁大学博士，波士顿学院经济系教授。

本科/硕士毕业于中国人民大学信息管理系, 硕士导师为魏权龄教授，1997年获得耶鲁大学经济学博士学位，博士导师为Peter Phillips教授。

主要研究和教学领域为：

      计量经济学理论，时间序列计量经济学，金融计量经济学，半参数及非参数统计,  稳健统计分析, 实证宏观经济学。曾任教于美国伊利诺依大学(UIUC)经济系，2004年起在波士顿学院经济系任教。已在国际著名的经济学和统计学杂志发表了30多篇论文。担任“Journal of American Statistical Association”，“Econometric Theory”，“Econometrics Journal”，“Economics Bulletin”，“Statistics and Its Interface”等杂志的编委。