Title: Model Averaging in Econometrics
|Date||Wed 24 May|
|Time||14:30 — 15:30|
|Location||Fuglesangs Allé 4, 8210 Aarhus V, building 2624, auditorium E2|
Bruce Hansen is the Phipps Distinguished Chair of Economics at the University of Wisconsin. He was Co-Editor of Econometric Theory during 1995-2008 and Associate Editor of Econometrica for the period 1996-2008. He is a Fellow of the Econometric Society and the Journal of Econometrics. He has been nearly continuously funded by the National Science Foundation since 1991, and was awarded an Alfred Sloan Research Fellowship in 1994. He has published 58 papers in refereed top journals, and is routinely invited to speak at international conferences. His research is widely cited, with over 23,000 citations listed in Google Scholar. His online PhD-level econometrics textbook is widely used for PhD-level teaching, reference, and individual education.
Hansen’s research area is econometric theory and methods, with an emphasis on techniques with practical application for applied economists. His early contributions include methods for estimation and testing of cointegration, structural breaks, models with unidentified nuisance parameters, and nonlinearity. His mid-career contributions focused on discontinuous threshold models: developing estimators, tests for threshold effects, and methods for confidence interval construction. His more recent research has focused on forecasting, model selection, averaging, and shrinkage methods.
For further information, please contact Professor Niels Haldrup
The lecture is video recorded and will be available at the CREATES podcast archive.
Everyone is welcome to participate in the Distinguished Speaker Seminar Series.
After the lecture there will be a reception.
Organized by CREATES