RGC Project: Recent developments in Theoretical and Applied Econometrics Analysis


Project Funded by Research Grants Council (RGC)  in 2018/2019 under the Inter-Institutional Development Scheme (IIDS)

Principal Investigator: Dr .YUEN Wai Kee, Assistant Professor, Department of Economics And Finance

Amount Awarded: HK$423,300

Funding Period: 12 months

The goal of econometrics is “to put empirical flesh and blood on theoretical structures” (Johnston, 1984, p. 5). Modern research in economics and finance demands sophisticated econometric skills and models. According to Dr .YUEN Wai Kee, this IIDS project will instruct colleagues and other participants on recent developments in econometrics in three areas: (1) model selection strategies, (2) nonlinear econometric methods, and (3) dynamic panel data analysis. By equipping colleagues and other participants with knowledge of cutting-edge theoretical and applied econometric analysis methods, the project will improve research and enhance teaching in both undergraduate and graduate programmes.

The project will consist of workshops, seminars and an international conference. All events will be opened to other institutions and to the public.

According to Dr .YUEN, the workshops will focus on interactive training in applied econometrics. The workshops will cover: (1) applications of automated general-to-specific modelling strategies, (2) applications of dynamic and nonlinear panel data modelling, and (3) applications of nonlinear econometric methods.

The seminars will focus on instructing colleagues and other participants on new developments in econometrics. The seminars will cover: (1) recent developments in automated general-to-specific modelling strategies, (2) advancements in panel data analysis, and (3) advancements in nonlinear econometric methods.

Dr .YUEN said the international conference will bring academics and researchers together to share research experiences and knowledge of econometric methods. It will also provide participants with a channel to stimulate discussions of new ideas in econometrics.

Dr .YUEN believes this IIDS project will encourage colleagues in other disciplines to learn about recent developments in econometric analysis and to apply econometrics in their research projects. Publications will result from participation in the workshops, seminars and conference presentations by colleagues and other participants.

Source: November Issue 2018

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