报告题目：Testing for Weighted Functional Inequalities with Estimated Weights

报告人：庄額嘉 武汉大学

报告时间：2023年5月23日(周二)，16:30-18:00

报告地点：中科院数学与系统科学研究院南楼N204

腾讯会议ID：929 2139 6317

内容摘要

In this paper, we propose statistical tests for weighted functional inequalities with estimated weights. Such null hypotheses have proven highly relevant in settings where subjects' response times may convey information about important variables that are typically unobservable (e.g., utilities, happiness, or political attitudes). Our tests, implemented through an easy-to-use multiplier bootstrap procedure, have reasonable power and are consistent. Applying our method to revealed preference analysis, we show that it pinpoints the subject's preference relation in 68.83% of cases with choice reversals. Moreover, the out-of-sample predictions based on our test results have a remarkable accuracy rate of 96%.

主讲人简介

庄額嘉，武汉大学经济与管理学院特聘研究员，研究方向为金融计量，风险理论。有文章发表于Journal of Econometrics，Oxford Bulletin of Economics and Statistics，Insurance: Mathematics and Economics.

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