2017年6月9日上午，加拿大圭爾夫大學（University of Guelph） Thanasis Stengos教授做了題為“Persistence and Convergence in Economic Growth and Club Formation”的學術(shù)報告。
作者在允許結(jié)構(gòu)斷點的長記憶框架下，提出了國別經(jīng)濟收斂的四個假設(shè)，從單元變量和多元變量的角度來估計長記憶的參數(shù)值。運用國別人均GDP差額，作者確認了以往文獻中所認為的長記憶模式的存在性，但作者的單元變量分析表明對此論點的論據(jù)支持較弱。他提出團組整合的概念，并運用序貫檢驗準則進行檢驗。最后，提出了在度量金融一體化方面的新應用。
報告人簡介：Thanasis Stengos joined the Department of Economics at the University of Guelph in 1984, where he now holds a University Research Chair. He received his B.Sc. and M.Sc. in Economics from the London School of Economics and Ph.D. from Queen's University. His research has been published in journals including the Review of Economic Studies, European Economic Review, International Economic Review, Economic Journal, Journal of Monetary Economics, Journal of Econometrics, Econometric Theory, The Review of Economic and Statistics, Journal of Applied Econometrics, Journal of Business and Economic Statistics and Journal of Economic Growth.
