讲座题目：Think outside the envelope – Efficiency bound estimation through Extreme Value Theory

讲座人：Dr. Tao Chen, University of Waterloo

讲座时间：4月19日（星期四）上午10：30-11：45

讲座地点：bat365中文官方网站新大楼318会议室

主持人：李佑平

邀请部门：经济学系

论文摘要：

We propose an Extreme Value Theory based local estimator to estimate the efficiency bound of physically attainable sets. Large sample theory is developed, and our estimator is so far the only one in the literature equipped with a consistent variance estimator, which is crucial for further inference. Both possible theoretical and empirical applications of this newly proposed estimator are also presented.