讲座时间：2026年5月7日（周四）13:30-15:00

讲座地点：科研楼1115室

主讲人：宋晓军，北京大学光华管理学院

主持人：林蔚，eSports电竞数据网提供专业

题目：Hypothesis Testing in Varying Coefficient Models Based on the Multiplier Bootstrap

摘要：Varying coefficient models provide a robust and practical framework while balancing flexibility and simplicity. This study discusses a series of hypothesis testing problems in varying coefficient models, including a constancy test, a significance test, and a partial constancy test. The null hypotheses are formulated as conditional moment restrictions to derive the integral conditional moment (ICM)-type test statistics. The asymptotic properties of the proposed tests are established, and critical values are computed by easy-to-implement multiplier bootstrap procedures. Finite sample properties are evaluated through Monte Carlo experiments, demonstrating appropriate size and power performance in finite samples.

主讲人简介：宋晓军，北京大学光华管理学院商务统计与经济计量系副教授，博士生导师，西班牙马德里卡洛斯三世大学经济学博士。主要研究兴趣是理论计量经济学，包括非参数/半参数方法，假设检验和自助法，以及计量经济学的应用等。论文发表在Econometric Reviews, Econometric Theory, Journal of Applied Econometrics, Journal of Business & Economic Statistics, Journal of Econometrics和Management Science等国际期刊。主持和参加自然科学基金面上项目和重点项目等。获得北京大学优秀班主任、北京大学优秀博士学位论文指导教师、北京大学蔡元培美育奖教金等荣誉。自2020年1月起，担任Economic Modelling副主编。

个人主页链接：https://www.gsm.pku.edu.cn/faculty/sxj/