色情电影 能源色情电影系

能源色情电影学研讨会 (Energy Economics Seminar)

题目:如何测算色情电影预测中的不确定性

主讲人：Xuguang Sheng博士（American University色情电影系助理教授）

地点：明德楼主楼729会议室

时间：12月20日(周二) 12:00-13:30

摘要：Using a standard factor decomposition of a panel of forecasts, we have shown that the forecast uncertainty from the standpoint of a policy maker can be expressed as the disagreement among forecasters plus the perceived variability of common aggregate shocks. Thus, the uncertainty of the average forecast is not the variance of the average forecast but rather the average of the variances of the individual forecasts, where the combined forecast is obtained by minimizing the risk averaged over all possible forecasts rather than the risk of the combined forecast. Using a number of private and government forecasters during 1986-2008, Reifschneider and Tulip (2007) suggested a measure of historical forecast uncertainty against which the Federal Open Market Committee (FOMC) members report their views about the current level of uncertainty. Using a new statistic developed in this paper to test the heterogeneity of idiosyncratic errors under the joint limits with both T and N approaching infinity simultaneously, we show that their measure significantly underestimates the correct benchmark forecast uncertainty.

主讲人简介： Xuguang Sheng博士，色情电影 院友。本科就读于色情电影 ，博士毕业于纽约州立大学阿尔巴尼分校。现任职于American University色情电影系助理教授。研究领域：Panel data econometrics, Time series econometrics, Economic and financial forecasting。与本次探讨内容相关的两篇文章即将在Journal of Accounting and Economics和Journal of Probability and Statistics上发表。