Workshop on Probability for Statistics in Econometrics
Time: 09:00 to 17:00 Ngày 26/11/2014
Venue/Location: B4-705 VIASM
Purpose: This one-day workshop aims at presenting a number of applied mathematical research problems arising from econometrics.
Invited Speakers: Hung T. Nguyen – New Mexico State University, USA and Chiang Mai University, Thailand.
Content:This one-day workshop aims at presenting a number of applied mathematical research problems arising from econometrics.
By applied mathematical research, we mean investigating problems arising from applications. Here, these mathematical problems arise from the need to develop more probability theory for statististics of economics.
Specific research problems include:
(1) Optimization: Optimization of (real-valued) set-functions for random set analysis,
(2) Topology and real analysis: Lawson topology on continuous lattices and convergence in probability and in distribution,
(3) Geometry: affine equivariant transformations for multiple quantile regression,
(4) Control theory: economic control using causal inference via quantile regression models,
(5) Decision theory: Von Neumann utility and L^1-analysis of risk.
A detailed, complete set of lecture notes will be available as handouts.
Lecture for the Workshop: Download