[Forum SIS] seminario Prof. C. Wymer

[Bernardo Maggi]

Martedì 24/05/2016 ore 11.00 nell'aula 34 del Dipartimento di Scienze
Statistiche, La Sapienza Università di Roma si terrà il seguente seminario:
"Estimation of Continuous Time Econometrics: a (pure) Growth Model with
International Technology Transfers".
Speaker: Prof. C. Wymer, Visiting Professor, Dipartimento di Scienze
Statistiche La Sapienza Università di Roma and IMF (retired)


Abstract:
Research on continuous time models in econometrics has developed not just
as a method
of estimation but as an integrated approach to the specification,
estimation and analysis of
economic models involving three aspects: the use of relatively small
disequilibrium models
based on economic theory and specified as differential equation systems,
the derivation of
an appropriate discrete model which is stochastically equivalent to the
differential equation
system, given that economic data are discrete, and the use of
full-information maximum likelihood
estimators. The aim of this work is to estimate the parameters of the
underlying
differential equation model as directly as possible, subject not only to
the restrictions
inherent in the differential model but also in the derivation of the
stochastically equivalent
discrete system. Although relatively small, theoretically based structural
models could be
specified as ordinary discrete models and estimated by full information
maximum
likelihood techniques, these models have less satisfactory properties than
continuous
systems; it is the integrated approach to the specification and use of
continuous time
models which is attractive and provides the benefits of this work.
We specify a multi-country model of growth and technology with
interdependent exchanges of ideas, represented by patents, between
countries.

Tutti gli interessati sono invitati a partecipare.



Cordiali saluti
Bernardo Maggi


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Bernardo Maggi
Professore Associato di Statistica Economica
Dipartimento di Scienze Statistiche
Facoltà di Ingegneria dell'informazione, informatica e statistica
Università La Sapienza
Associate Professor of Economic Statistics
Department of Statistical Sciences
Faculty of Engineering of Information, Informatics and Statistics
Sapienza University
Piazzale Aldo Moro, 5, 00185 Rome, Italy.

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