Alan Ker | University of Guelph 

Goal is to nonparametrically estimate the time-conditional density of a random variable with an unknown time-varying (beyond first two moments) data generating process in the presence of relatively small T. While bayesian and smoothing methods are also considered, the focus will be on borrowing information across time to reduce bias. An application to estimating crop yield densities and corresponding insurance premiums is also discussed.

About School Seminar Series

School of Economics seminars are the main academic seminar series held on a Friday. These seminars are presented by guest researchers and enable School of Economics academics to network with other academics from around Australia and internationally.


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