主讲人Speaker: 王文敦  副教授  Erasmus University Rotterdam

时间Date & Time: 2025年5月6日（周二），下午15:30--17:00

地点Venue: 粤海校区汇星楼565会议室

内容简介/ Abstract:

 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.

主讲人介绍/Biography of the speaker：

 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.