时间：2022年5月12日 14:30

地点：腾讯会议线上

主讲人一：洪少新

题目：Model averaging for functional-coefficient regressions based on forward-validation

摘要：Model averaging aims at providing an insurance against selecting a poor forecast model. All existing model averaging approaches in the literature are designed with constant combination weights. Very few attention has been paid to functional weighting in model averaging, which is more realistic in economics and finance. A novel model averaging estimator is proposed which selects optimal functional combination weights. It is shown that the proposed forward-validation model averaging (FVMA) estimator is asymptotically optimal in the sense of achieving the lowest possible local squared error loss in a class of functional model averaging estimators.

主讲人二：黄露露

题目：城市规模、人口结构与女性农民工就业