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CRETA Workshop on Advanced Econometrics 9_Professor Halbert White & Office Hours (26 March 2011)


CRETA Workshop on Advanced Econometrics 9_Professor Halbert White & Office Hours (26 March 2011)


CRETA Workshop on Advanced Econometrics 9_Professor Halbert White & Office Hours - 26 March 2011, Chong Guang Lecture Hall, Bldg. 1, College of Management


CRETA is honored to invite Professor Halbert White from University of California, San Diego as a visitor from Mar. 25- Mar. 29. During his visit, Prof. White will give a lecture on Robustness Checks and Robustness Tests in Applied Economics on CRETA Workshop on Advanced Econometrics 9. The workshop is due to take place on Mar. 26 (Sat.) at Chong Guang Lecture Hall, 2F, Bldg. 1, College of Management, NTU (台大管理學院一號館 2 樓重光講堂). All participants are welcomed! Please be sure to register your attendance online by noon, Mar. 24 (Thus.).

Besides, in order to have more chances to interact with local students and scholars, Professor White will have public office hours at 10am~12pm, on Mar. 28(Mon.). Please kindly send your appointment form via e-mail to ntucreta@ntu.edu.tw no later than Mar.25(Fr.) noon. We will e-mail your appointment time. Please be aware that we only accept appointment in advance and we will not process the appointment sent later than the deadline. Prof. White's office at CRETA is Rm. 415, 4F, Bldg. 2, College of Management, NTU.

*Date: Mar. 26, 2011 (Sat.), 14:00 pm–15:50 pm
*Venue: Chong Guang Lecture Hall, 2F, College of Management, NTU
(台灣大學管理學院一號館 2F 重光講堂)
*Topics: Robustness Checks and Robustness Tests in Applied Economics

[Registration Fee]
Present Students and Faculty of NTU: No Charge
Members of Taiwan Econometric Society: No Charge
All Other Participants: NT$600
其他參加者報名費為 NT$600

The paper studies when and how one can infer structural validity from coefficient robustness and plausibility and discusses how critical and non-critical core variables can be properly specified and how non-core variables for the comparison regression can be chosen to ensure that robustness checks are indeed structurally informative. The paper proposes a new Hausman (1978)-type test of robustness, additional diagnostics that can help explain why robustness test rejection occurs, and a new estimator, the Feasible Optimally combined GLS (FOGLeSs) estimator.


Professor White is currently Chancellor’s Associates Distinguished Professor of Economics at University of California, San Diego. He is one of the world’s leading economists and is noted for pioneering research standards. His particular expertise is in Econometric Theory, Forecasting, Artificial Neural Networks, and Financial Markets. Professor White has published several well-known books, such as “Asymptotic Theory for Econometricians”, “Estimation, Inference, and Specification Analysis”, “New Perspectives in Econometric Theory” and more than 100 articles in the top-notch journals: Econometrica, Journal of Political Economy, Journal of Econometrics, Journal of Finance and Journal of the American Statistical Association. One of his greatest accomplishments, the White’s Test, has become widely used by economists and thus made this paper one of the most cited articles in economics. Professor White was a Guggenheim fellow and also an elected fellow of the American Academy of Arts and Sciences and the Econometric Society.

議  程:

Mar. 26 (Sat.) Chong Guang Lecture Hall, 2F (二樓重光講堂)
13:30-14:00: Registration
14:00-15:30: Lecture
15:30-15:50: Tea Time and Discussion
*Lecture in English