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9月13日,宋晓军(北京大学光华管理学院)
发布时间:2018-09-06   发布人:zs   点击数:282

报告人:宋晓军,北京大学光华管理学院

时间:9月13日(周四)下午1:30—3:00

地点:博学楼1222教室

题目: How Much Should We Trust Power Laws?

摘要: In the past decades, many economical and financial variables are identified as obeying the power law distribution, e.g. city size, firm size, macroeconomic disasters. In this talk, we propose a novel testing procedure to validate if the power law with an unknown exponent holds for the underlying variable. The test is asymptotically distribution free, and easy to apply. In our empirical study, we find strong evidence to reject several variables, which were believed to obey the power law. We also try to explore the potential reasons behind the failure of power law.

个人简介: 宋晓军,北京大学光华管理学院商务统计与经济计量系助理教授,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。

 

 

 

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