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Program of the 2018 Shandong Econometrics Conference
Updat:Jul 2, 2018   Author:   Click:[]

The 2018 Shandong Econometrics Conference

Center for Economic Research, Shandong University, July 3, 2018

Preliminary Program

 


July 3, 2018 1st Floor Lecture Hall, Run Run Shaw Science Building

 

Session 1

8:30AM – 8:45AM: Opening Remark. Huang Shaoan, CER, Shandong University.

8:45AM – 9:15AM: Keynote Speech: Xiaohong Chen, Yale University

Identification-Robust Inferences on Structural Functionals in Semiparametric Models: Some Recent Results

9:15AM – 9:45AM: Invited Speech: Yixiao Sun, UC San Diego

Three in One: a Unified Estimator of Average Treatment Effects

9:45AM – 10:15AM: Invited Speech: Guodong Li, HKU,

Multilinear Low-Rank Vector Autoregressive Modeling via Tensor Decomposition

 

10:15AM – 10:40AM: Picture Taking and Tea Break

 

Session 2 Chair: Qiang Chen

10:40AM – 11:10AM. Keynote Speech: Michael Jansson, UC Berkeley

Bootstrap-Based Inference for Cube Root Consistent Estimators

11:10AM – 11:40AM. Invited Speech: Xiaodong Liu, University of Colorado Boulder, Simultaneous Equations with Binary Outcomes and Social Interactions

11:40AM – 12:10AM. Invited Speech: Shaoping Wang, Huazhong University of Science & Technology.

Testing for moderate explosiveness

 

Lunch: 12:10AM – 2:00PM.

 

Session 3 (Parallel Session 1) Chair: Jilin Wu

Location: 1st Floor Lecture Hall, Run Run Shaw Science Building

 

2:00PM – 2:30PM: Qiang Chen, Shandong University

Spread Regression, Skewness Regression and Kurtosis regression wth an application to the US Census Data

2:30PM – 3:00PM: Hong Shaoxin, Shandong University

Unifying Inference for Semiparametric Regression

3:00PM – 3:30PM: Jilin Wu, Shandong University

Testing for Structural Changes in Linear Regressions with Time Varying Variance

 

Session 4 (Parallel Session 2) Chair: Wen Zhang

Location: 2nd Floor Fifth Conference Room

 

2:00PM – 2:30PM: Haiqi Li, Hunan University,

A new test for Granger causality based on quantile cross spectrum

2:30PM – 3:00PM: Qiuling Hua, Jilin University

GARCH option pricing based on Quantile Regression

3:00PM – 3:30PM: Wen Zhang, Renmin University,

Slow Recoveries and Labor Market Polarization

 

Tea break: 3:30PM – 3:45PM

 

Session 5 Chair: Zengjin Chen

Location: 1st Floor Lecture Hall, Run Run Shaw Science Building

 

3:45PM – 4:15PM: Invited Speech: Zongwu Cai, Kansas University and Xiamen University,

Models on Testing Predictability of Asset Returns

4:15PM – 4:45PM: Invited Speech: Denis Tkachenko, NUS,

Using Arbitrary Precision Arithmetic to Sharpen Identification Analysis for DSGE Models

4:45PM – 5:15PM: Invited Speech: Tatsushi Oka, Monash University,

Indirect Inference with a Non-Smooth Criterion Function

5:15PM – 5:45PM: Invited Speech: Zengjing Chen, Shandong University

Limit Theorems for Nonlinear Probabilities and Their Applications

 

LIST OF PARTICIPANTS

Zongwu Cai, Kansas University and Xiamen University

Qiang Chen, Shandong University

Xiaohong Chen, Yale University

Zengjin Chen, Shandong University

Shaoxin Hong, Shandong University

Qiuling Hua, Jilin University

Shaoan Huang, Shandong University

Michael Jansson, UC Berkeley

Shaoling Ji, Shandong University

Guodong Li, HKU

Haiqi Li, Hunan University

Lu Lin, Shandong University

Xiaodong Liu, Colorado

Tatsushi Oka, Monash University

Ying Shi, Shandong University

Yixiao Sun, UC San Diego

Denis Tkachenko, NUS

Shaoping Wang, Huazhong University of Science & Technology

Qian Wei, Shandong University

Jilin Wu, Shandong University

Yang Yang, Huazhong University of Science & Technology

Yanping Yi, SHUFE

Wen Zhang, Renmin University

Hongtao Zhou, Dongbei University of Finance and Economics

 

Last:A Short Course in Advanced Econometrics Next:2017 New Year Academic Meeting of CER Successfully Held

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