报告题目：Optimal Inference for Spot Regressions

主讲嘉宾：Li Jia（李嘉），Singapore Management University（新加坡管理大学）

Professor LI Jia obtained his Ph.D. in economics from Princeton University in 2011. He is currently the Lee Kong Chian Professor of Economics at Singapore Management University, and was a professor of economics at Duke University from 2011 to 2021. Professor Li’s research focuses on semiparametric and nonparametric methods in time series analysis, with a special emphasis on the analysis of high frequency financial data. His work has been published in leading journals across economics, statistics, and probability, including American Economic Review, Econometrica, Review of Economic Studies, Review of Economics and Statistics, Journal of Econometrics, JASA, Annals of Statistics, and Annals of Applied Probability. He is an elected fellow of the Society of Financial Econometrics and the Journal of Econometrics.

报告时间：2023年09月19日(周二)，16:30-18:00

报告地点：厦门大学经济楼N302

腾讯会议ID：626-452-977