报告人：宋晓军

报告时间：2025年6月26日（周四）上午10:00

报告地点：数学与信息学院201报告厅

报告摘要:Varying coefficient models provide a robust and practical framework while balancing flexibility and simplicity. This study discusses a series of hypothesis testing problems in varying coefficient models, including a constancy test, a significance test, and a partial constancy test. The null hypotheses are formulated as conditional moment restrictions to derive the integral conditional moment (ICM)-type test statistics. The asymptotic properties of the proposed tests are established, and critical values are computed by easy-to-implement multiplier bootstrap procedures. Finite sample properties are evaluated through Monte Carlo experiments, demonstrating appropriate size and power performance in finite samples.

报告人简介：宋晓军，男，北京大学光华管理学院商务统计与经济计量系副教授，博士生导师，西班牙马德里卡洛斯三世大学经济学博士。主要研究兴趣是理论计量经济学，包括非参数/半参数方法，假设检验和自助法，以及计量经济学的应用等。论文发表在Annals of Applied Statistics, Biometrics, Econometric Reviews, Econometric Theory, Journal of Applied Econometrics, Journal of Business & Economic Statistics和Journal of Econometrics等国际期刊。主持和参加自然科学基金面上项目和重点项目等。自2020年1月起担任Economic Modelling副主编。

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