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上海交通大学计量经济学研讨会

上海交通大学-新加坡管理大学数量经济与金融研究中心(SJTU-SMU Center for Quantitative Economics and FinanceSSCQEF)将于201471-2日在安泰经济与管理学院举办上海交通大学-新加坡管理大学计量经济学研讨会。

上海交通大学-新加坡管理大学数量经济与金融研究中心创办于2014年,是上海交通大学安泰经济与管理学院和新加坡管理大学经济学院联合成立的研究中心。该中心旨在通过加强合作研究以及增进教师、研究生的交换交流提高上海交通大学和新加坡管理大学在数量经济学和金融方面的国际影响力。

 

会议议程

July 1, 2014

8:00-8:45am             Registration

                                (Room 207, North Building, Antai College.  All sessions are held here)

8:45-9:00am             Welcome Remarks

                              Lin Zhou, Dean,Antai College of Economics and Management

Session 1:               Chair:Xu Zheng, Shanghai Jiao Tong University

9:00-9:50am         Keynote Speech: Peter Robinson,London School of Economics

                             "Refined Tests for Spatial Correlation" (with Francesca Rossi)

9:50-10:40am       Keynote Speech: Jean-Marie Dufour, McGill University

                             “Wald-Type Tests When Rank Conditions Fail: Problems, Solutions, and

                             Econometric Applications”

Session 2:                 Chair:Liangjun Su, Singapore Management University 

11:00-11:40pm     Invited Speech: Zhijie Xiao, Boston College

                             “Copula based time series with filtered nonstationarity”

11:40-12:20pm     Invited Speech: Giuseppe Cavaliere, University of Bologna

                “Implementation and Theory of Bootstrap in Cointegrated Vector Autoregressive Models”

Session 3:                 Chair:Zhijie Xiao, Boston College

2:00-2:40pm         Jun Yu, Singapore Management University

                           “A Bayesian Chi-Squared Test for Hypothesis Testing”

2:40-3:20pm           Liangjun Su, Singapore Management University

                         'Identifying Latent Structures in Panel”

Session 4:                 Chair:Junhui Qian, Shanghai Jiao Tong University

3:40-4:20pm       Sainan Jin, Singapore Management University

                           “Testing the Martingale Hypothesis

4:20-5:00pm         Junhui Qian,Shanghai Jiao Tong University

                          “Shrinkage Estimation of Time Series Regressions with Multiple
                           Structural Change”

 

July 2, 2014

Session 5:           Chair:Jun Yu, Singapore Management University

9:00-9:50am        Keynote Speech: Xiaohong Chen, Yale University

                          “Optimal Uniform Convergence Rates and Adaptive Estimation of

                          Nonparametric Instrumental Variables Regression”(withTimothy Christensen)

9:50-10:40am      Keynote Speech: Arthur Lewbel,Boston College

                        'Unobserved Preference Heterogeneity in Demand Using Generalized Random

                            Coefficients”

Session 6:           Chair:Sainan Jin, Singapore Management University

11:00-11:40am         Invited Speech: Songnian Chen, HKUST

                                “Censored Quantile Regression with Estimating Equations”

11:40-12:20pm         Invited Speech:  Yixiao Sun, UCSD

                                “Should We Go One Step Further? An Accurate Comparison of One-step and
                                Two-step Procedures in a GMM Framework”

Session 7:           Chair:Xi Qu, Shanghai Jiao Tong University

2:00-2:40pm         Jing Li, Singapore Management University

                             “Cointegration of the matched home purchase and rental price indexes –

                            evidence from Singapore”

2:40-3:20pm        Juliana Yu Sun,Singapore Management University

                           "Technology and Recessions”

Session 8:           Chair:Wei Wang, Shanghai Jiao Tong University

3:40-4:20pm           Long Kang, Shanghai Jiao Tong University

                            “Modeling High Dimensional Financial Returns using a Time-varying Skewed

                                      Student's t Copula model”

4:20-5:00pm        Bin Wang,Shanghai Jiao Tong University

                           "Testing for predictability in continuous time: a generalized likelihood ratio approach”

 

欢迎师生踊跃参加!

联系人:周老师,21-52301357

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