新葡京官方

讲座时间：2025年6月18日12:30-14:00

讲座地点：明德主楼729

主讲人：廖漠雨 悉尼大学助理教授

主持人：王霞教授

讲座主题：Robust Bayesian Method for Refutable Models

讲座简介：

We propose a robust Bayesian method for economic models that can be rejected by some data distributions. The econometrician starts with a refutable structural assumption which can be written as the intersection of several assumptions. To avoid the assumption refutable, the econometrician first takes a stance on which assumption j will be relaxed and considers a function mj that measures the deviation from the assumption j. She then specifies a set of prior beliefs Πs whose elements share the same marginal distribution πmj which measures the likelihood of deviations from assumption j. Compared to the standard Bayesian method that specifies a single prior, the robust Bayesian method allows the econometrician to take a stance only on the likeliness of violation of assumption j while leaving other features of the model unspecified. We show that many frequentist approaches to relax refutable assumptions are equivalent to particular choices of robust Bayesian prior sets, and thus we give a Bayesian interpretation to the frequentist methods. We use the local average treatment effect (LATE) in the potential outcome framework as the leading illustrating example.

主讲人简介：

廖漠雨是悉尼大学助理教授。研究兴趣包括计量经济学，产业组织理论，目前的工作被发表在Journal of Econometrics等国际一流期刊上，并有多篇文章正在Journal of Econometrics,Econometric Theory上返修。