国际经济管理学院研究生workshop 2023年秋季学期第1期

  研究生workshop由首都经济贸易大学国际经济管理学院主办。主要内容:一是研究生报告前沿或经典文献,二是研究生报告自己的研究或研究设想。论坛宗旨是:为学院师生搭建一个学术交流平台,营造浓厚学术氛围;通过对经典论著或前沿文献的研讨,拓宽研究生的理论视野,提升研究生的前沿方法运用能力,帮助研究生提高论文写作质量。

  本期workshop

  报告人:李娇(硕士三年级)

  导师:杨欣桐

  报告题目:《The More The Merrier? The Effect of Family Size and Birth Order on Children’s Education》Quartely Journal of Economics,2005.

  作者:Sandra E.Black, Paul Devereux & Kjell Salvanes.

  报告摘要:

  There is an extensive theoretical literature that postulates a trade off between child quantity and quality within a family. However, there is little causal evidence that speaks to this theory. Using a rich dataset on the entire population of Norway over an extended period of time, we examine the effects of family size and birth order on the educational attainment of children. While we find a negative correlation between family size and children's education, when we include indicators for birth order and/or use twin births as an instrument, family size effects become negligible. In addition, birth order has a significant and large negative effect on children's education. We also study adult earnings, employment, and teenage childbearing, and find strong evidence for birth order effects with these outcomes, particularly among women. These findings suggest the need to revisit economic models of fertility and child “production”, focusing not only on differences across families but differences within families as well.

  

  报告人:王璞(博士四年级)

  导师:李鲲鹏

  报告题目:《股票收益率预测实证分析(一)》

 

  报告摘要:

  股票收益率预测是一个具有挑战性的问题,主流方法包括多因子模型和时间序列分析,本报告尝试运用集成学习和深度学习方法对美国个股日频超额收益率进行预测分析,实证结果表明本报告提出的预测方法在一定条件下能够预测个股日频超额收益率。