Lecture 1：
题目：Estimation of Extreme Conditional Quantiles
报告人：黎德元教授 复旦大学管理学院统计系
时间：2015.05.15(周五) 10:30-11:30
地点：金融工程研究中心105
摘要：Estimation of conditional quantiles at very high or low tails is of interest in numerous applications. Quantile regression provides a convenient and natural way of quantifying the impact of covariates at different quantiles of a response distribution. However, high tails are often associated with data sparsity, so quantile regression estimation can suffer from high variability at tails especially for heavytailed distributions. In this article, we develop new estimation methods for high conditional quantiles by first estimating the intermediate conditional quantiles in aconventional quantile regression framework and then extrapolating these estimates to the high tails based on reasonable assumptions on tail behaviors. We establish the asymptotic properties of the proposed estimators and demonstrate through simulation studies that the proposed methods enjoy higher accuracy than the conventional quantile regression estimates. In a real application involving statistical downscaling of daily precipitation in the Chicago area, the proposed methods provide more stable results quantifying the chance of heavy precipitation in the area. Supplementary materials for this article are available online.

Lecture 2：
题目：TPP与我国的对外开放战略—基于全球贸易大数据和CGE模型的分析
报告人：肖志国教授 复旦大学管理学院统计系
时间：2015.05.15(周五) 10:30-11:30
地点：金融工程研究中心105
摘要：美国主导的跨太平洋伙伴协定（TPP）将会对全球投资贸易体系产生深远影响。是否加入TPP谈判是我国面临的重大决策问题。（当前，全球关税水平已经逐年下降，关税减免对贸易的促进作用越来越有限，（货物贸易与服务贸易领域的）非关税壁垒成为投资和贸易的主要障碍，同时它们也是TPP开放的核心内容。然而，当前国内学者在评估TPP的影响时，均未曾系统考虑非关税壁垒减除的影响。欧盟2013年3月发布的《关于减免跨大西洋两岸贸易和投资壁垒的经济评估》报告指出，非关税壁垒减免的宏观经济影响远大于关税减免。）本文首先基于全球贸易和非关税壁垒的大数据库和统计学模型估计货物贸易和服务贸易分部门的非关税壁垒的等价关税，并在此基础上利用可计算一般均衡（CGE）模型来评价加入TPP对我国经济各部门的冲击。我们的结果显示，随着开放程度的不同，加入TPP对我国经济各部门的影响动态变化。我们的分析结果与当前那些主要的以关税减免为基础测算的结果有显著区别。