2010年5月22～23日，由清华大学经济管理学院教授白重恩、清华大学经济管理学院特聘教授白聚山等学者发起的2010年计量经济学研讨会将在清华大学举办。本研讨会的宗旨在于对计量经济学理论和应用领域的最新学术研究成果进行深入交流与探讨，为学科内国内外学者提供交流对话平台, 并力争打造成具有国际影响的区域性年度计量经济学论坛。
会议将邀请国内外知名计量经济学者就计量经济学理论和应用的有关学术问题进行深入的探讨。届时来自海外一流学府的计量大师，如 Anil Bera (UIUC), Ulrich Mueller (Princeton University), Katsumi Shimotsu (Queen's University), Jae-Young Kim (Seoul National University), Michael Schomaker (University of Munich), Myong-Jae Lee (Korea University), Jun Yu (Singapore Management University), Qiying Wang (University of Sydney)等，以及活跃于计量经济学研究领域的著名国内学者将齐聚一堂，共同探讨计量经济学理论和应用研究的前沿课题，并寻求合作研究的机会。
Preliminary Program
8:30—9:00am Signing in
Room 501,
9:00—9:15am Welcome Remarks
Chong-En Bai,
Session 1: Chair:Jushan Bai,
9:15—10:00am Anil Bera, UIUC
“Spatial Econometrics: Past, Present and the Future”
10:00—10:45am Qiying Wang (
“Convergence to local time with applications in financial econometrics”
10:45—11:00am Coffee/Tea Break
11:00—11:45am Ulrich Mueller,Princeton University
“Risk of Bayesian Inference in Misspecified Models, and the
Session 2: Chair: Zhijie Xiao,
2:00—2:30pm Jun Yu,
“Bias in Estimating Linear Multivariate Diffusions”
2:30—3:00pm
“Asymptotic Distributions of the
3:00—3:30pm
“Common Influences, Spillover and Integration in Chinese Stock Markets”
3:30—4:00pm Coffee/Tea Break
4:00—4:30pm Zongwu Cai,
“A New Semiparametric Conditional Asset Pricing Model with Variable Selection”
4:30—5:00pm Yiguo Sun,
“Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Processes”
Session 3: Chair:Yongmiao Hong,
9:00—9:30am Yoon-Jae Whang,
“Nonparametric Tests of Conditional Treatment Effects”
9:30—10:00am Myong-Jae Lee,
“Finding Dynamic Effects of a Penalizing Treatment: Spanking Effect on Behavior”
10:00—10:30am Peng Wang,
“Large Dimensional Factor Models with a Multi-Level Factor structure: Identification, Estimation and Inference”
10:30—11:00am Coffee/Tea Break
11:00—11:30am Liao Wei, Hong Kong Institute for Monetary Research
“Structural Breaks in Panel Data Models: A New Approach”
11:30—12:00am Junhui Qian,
“Estimating Semiparametric Panel Data Models by Marginal Integration”
Session 4: Chair: Qi Li,
2:00—2:30pm Michael Schomaker,
“Frequentist Model Averaging with Missing Observations”
2:30—3:00pm Alan Wan,
“Optimal Weight Choice for Frequentist Model Average Estimators”
3:00—3:30pm Ximing Wu, TAMU
“Data-driven Neyman's Test for Symmetry”
3:30—4:00pm Coffee/Tea Break
4:00—4:30pm Jae-Young Kim,
“Model Selection in the Presence of Nonstationarity”
4:30—5:00pm Katsumi Shimotsu, Queen’s University
“Nonparametric Identification and Estimation of Multivariate Mixtures”
Program Committee: Chong-En Bai,
Zinai Li,
Jushan Bai,
Qi Li,
Yongmiao Hong,
Zhijie Xiao,
Organizer and Sponsor: Department of Economics,
National Institute for
Contact Person : 王羽 wangy36@sem.tsinghua.edu.cn
Paper Download: http://www.nifs.org.cn
