Program
8:20—8:45am Signing in
Room 302, Shunde Building, Tsinghua University
8:45—9:00am Welcome Remarks
Chong-En Bai, Tsinghua University
School of Economics and Management, Tsinghua University
Session 1: Chair: Jushan Bai, Tsinghua University
9:00—9:50am Guido Kuersteiner, UC Davis
“Instrument Selection by First Stage Prediction Averaging”
9:50—10:05am Coffee/Tea Break
10:05—10:55am Josep Lluís Carrion-i-Silvestre, Universitat de Barcelona, Spain
“Panel cointegration rank testing with cross-section Dependence”
10:55—11:10am Coffee/Tea Break
11:10—12:00pm Rong Chen, Rutgers University
“On generating Monte Carlo samples of continuous diffusion bridges”
12:15—1:45pm Lunch
Session 2: Chair: Qi Li, Tsinghua University
2:00—2:50pm Patrik Guggenberger, UCLA
“The impact of a Hausman pretest on the size of a hypothesis test”
2:50—3:05pm Coffee/Tea Break
3:05—3:55pm Jun Yu, Singapore Management University
“Econometric identification of financial bubbles and crisis event concatenation”
3:55—4:10pm Coffee/Tea Break
4:10—5:00pm Terence Chong, Chinese University of Hong Kong
“The Theory and Applications of TAR Model with two Threshold Variables”
5:30—7:30pm Dinner
Session 3: Chair:Yongmiao Hong, Tsinghua University
9:00—9:50am Sung Y. Park, Xiamen University
“Which Quantile Regression is the Most Informative? Maximum Entropy Quantile Regression”
9:50—10:05am Coffee/Tea Break
10:05—10:55am Pingfang Zhu, Shanghai Academy of Social Sciences
“Instrumental variable quantile regresssion estimation of spatial dynamic panel data models”
10:55—11:10am Coffee/Tea Break
11:10—12:00pm Xiaotong Zhang, Nankai University
“Wald statistic for unit root tests”
12:15-1:45pm Lunch
Session 4: Chair: Xu Lin, Tsinghua University
2:00—2:50pm Ying Fang, Xiamen University
“The Validity of Instruments Revisited”
2:50—3:05pm Coffee/Tea Break
3:05—3:55pm Shaoping Wang, Huazhong University of Science and Technology
“A Generalized Nonlinear IV Unit Root Test for Panel Data with Cross-Sectional Dependence”
3:55—4:10pm Coffee/Tea Break
4:10—5:00pm Weiguo Wang, Dongbei University of Finance and Economics
“基于贝叶斯推断的上证指数突变点研究”
Program Committee: Chong-En Bai, Tsinghua University
Zinai Li, Tsinghua University
Jushan Bai, Tsinghua University
Qi Li, Tsinghua University
Yongmiao Hong, Tsinghua University
Zhijie Xiao, Tsinghua University
Xu Lin, Tsinghua University
Organizer and Sponsor: Department of Economics, School of Economics and Management, Tsinghua University
National Institute for Fiscal Studies, Tsinghua University
Contact Phones: Miss Yu Wang: (86) 10-6277 3181(m) 15910606359
Paper Download: http://www.nifs.org.cn/news.php?id=211
