为增强学院学术氛围，加强学术科研合作，金融科技学院持续开展系列学术讲座。2025年5月6日下午，学院特邀请鹿特丹伊拉斯姆斯大学王文敦副教授作专题学术讲座。

本次讲座中，王文敦副教授重点介绍了其在计量经济学领域的最新研究成果，通过介绍自己最新工作论文，旨在检测面板数据中潜在网络的结构性断点问题，具体内容如下：

This paper aims to detect structural break points in latent networks in a panel data setting. We consider panel models where the outcome of a unit depends on the outcomes and characteristics of other units. The latent network structure induces high-dimensional parameters and interactive outcomes generate endogeneity. Our goal is to detect breaks in high-dimensional network parameters associated with endogenous variables. We propose a two-step penalized nonlinear least squares approach to estimate the break points based on reduced forms, and show that the resulting estimator achieves superconsistency. This property allows us to estimate, and make inferences on, network and slope parameters as if the true break points were known.

讲座结束后，针对学院师生提出的相关学术问题，王文敦副教授进行详细解答，与学院师生深入交流，为学院师生带来一场学术盛宴。

主讲嘉宾介绍：

Wendun Wang is an associate professor at Erasmus University Rotterdam. He obtained his PhD at Tilburg University. His research interest includes panel data, network models, model averaging, forecasting, and treatment effect analysis. His works have been published at Journal of Econometrics, Journal of Financial and Quantitative Analysis, Journal of Applied Econometrics, among others. Currently he serves as associate editor at Journal of Econometric Methods.