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            IAER Seminar 2020-3:李愚昊

            報告題目:Modelling Dynamic Durations Using the Self-Exciting Process

            報 告 人:李愚昊

            報告時間: 2020年05月25日(周一)14:00-16:00

            報告地點:騰訊會議(會議ID:259 237 142)

            主辦單位:高等經濟研究院

            【報告人簡介】

            李愚昊,武漢大學經濟與管理學院助理教授,2019年獲西班牙馬德里卡洛斯三世大學經濟學博士學位。研究領域為應用計量經濟學和勞動、健康經濟學。

            【內容摘要】

            We propose a dynamic durations modelling framework. This framework is based on the self-exciting process, which is a special counting process whose filtration includes a sigma-algebra generated by the process itself. This framework could include a rich varieties of state-dependent effects and could allow a flexible dependent structure among durations. One could even introduce external shocks into the model if there is no unobserved heterogeneity. When the unobserved heterogeneity is present, we adopt a fixed effect way to separate it from the state-dependence. The separation strategy is similar to the one used in the dynamic panel models, and could be extended to study such models. We apply our methodology to study two important empirical cases: heath care utilization under a shadow price scheme and the work absence behaviors. We find that individuals will react to the shadow price and workers may or may not take the absence history into decision making process depending on the types of absences.

            【參會方式】

            騰訊會議  會議ID:259 237 142

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            https://meeting.tencent.com/s/TQK51YM8ccve

            方式三:點擊會議直播鏈接加入會議

            https://meeting.tencent.com/l/udMDu0JgAYXK

            【更多信息】

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            撰稿:王杰 審核:齊鷹飛 單位:高等經濟研究院

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