The 6th Shanghai Econometrics Workshop

 The School of Economics, SUFE
 Key Laboratory of Mathematical Economics (SUFE) Ministry of Education

 June 22-23, 2016


June 21st Tuesday
 6:30pm Welcome Dinner, 2nd Floor, Yifu Lou Restaurant (怡福楼, 350 Wudong Road)

Day 1: June 22nd Wednesday
 8:30--8:45am Opening Ceremony (SoE-Room 511;)

Invited Session 1 (8:45--12:15pm; SoE-Room 511; )

8:45--9:30am Marc Henry, Pennsylvania State University
 Single Market Nonparametric Identification of Multi-attribute Hedonic Equilibrium Models
 9:30--10:15am Emmanuel Guerre, University of London, Queen Mary
 Quantile Regression Methods for First-price Auction: A Signal Approach

 10:15--10:30am Group Photo (in front of the School of Economics Building)

Tea Break: 10:30--10:45am

 10:45--11:30am Arthur Lewbel, Boston College
 Nonlinear Random Coefficients
 11:30--12:15am Zhijie Xiao, Boston College
 A Dynamic Model for Analyst Recommendations in Financial Market

Lunch: 12:15--1:30pm

Invited Session 2a (1:30--3:00pm; SoE-Room 511; Chair: Chao Yang)

1:30--2:15pm Stepana Lazarova, University of London, Queen Mary
 Data-driven GMM test for parameter instability
 2:15--3:00pm Chih-Sheng Hsieh, Chinese University of Hong Kong
 Smoking Initiation: Peers and Personality

Invited Session 2b (1:30--3:00pm; SoE-Room 710; Chair: Hanghui Zhang)

 1:30--2:15pm Ruijun Bu, University of Liverpool
 Nonparametrically Transformed Recurrent Diffusions: Identification, Estimation and Application
 2:15--3:00pm Yu-Chin Hsu, Academia Sinica
 Testing for Generalized Regression Monotonicity

Invited Session 2c (Chinese session; 1:30--3:45pm; SoE-Room 412; Chair: 孙燕)

1:30--2:15pm Shiyi Chen, Fudan University (陈诗一,复旦大学)
2:15--3:00pm Xiaotong Zhang, Nankai University (张晓峒,南开大学)

Tea Break: 3:00--3:15pm

Invited Session 3 (3:15--5:30pm; SoE-Room 511; )

 3:15--4:00pm Shakeeb Khan, Duke University
 Adaptive Rank Inference in Semiparametric Multinomial Response Models
 4:00--4:45pm Yixiao Sun, UC, San Diego
 Asymptotic F and t tests in the GMM Framework
 4:45--5:30pm Liangjun Su, Singapore Management University
 On Time-Varying Factor Models: Estimation and Testing

5:50pm Departure for Dinner
Dinner: 6:45pm

Day 2: June 23rd Thursday

Invited Session 4a: (9:00--12:15pm; SoE-Room 511; Chair: Nianqing Liu)

 9:00--9:45am Songnian Chen, Hong Kong University of Science and Technology
 Semiparametric Estimation of a Panel Data Model without Monotonicity or Separability
 9:45--10:30am Tao Yang, Australia National University
 Asymptotic Trimming and Rate Adaptive Inference for Endogenous Selection Estimates

Tea Break: 10:30--10:45am

 10:45--11:30am Yao Luo, University of Toronto
 Identification of First-Price Auctions with Discrete Unobserved Heterogeneity and Risk Aversion
 11:30--12:15pm Nianqing Liu, Shanghai University of Finance and Economics
 Nonparametric Tests for Monotonicity of Bidding Strategy in First-price Auctions

Invited Session 4b: (9:00--12:15pm; SoE-Room 710; Chair: Jiawen Xu)

 9:00--9:45am Sainan Jin, Singapore Management University
 Sieve Estimation of Time-Varying Panel Data Models with Latent Structures
 9:45--10:30am Qiankun Zhou, Binghamton University
 Estimation of Dynamic Panel Data Models with Interactive Effects: Quasi-differencing over Time or Pairwise?

Tea Break: 10:30--10:45am

 10:45--11:30am Heng Chen, Bank of Canada
 Set Identification and Estimation of Dynamic Quantile Models from Repeated Cross-Sections
 11:30--12:15pm Ruixuan Liu, Emroy University
 Identification of Mixed Hitting-Time Models with Two-Sided Exits

Invited Session 4c: (Chinese session; 9:00--12:15pm; SoE-Room 412; Chair: Dongming Zhu)

 9:00--9:45am Pingfang Zhu, Shanghai Academy of Social Sciences (朱平芳,上海社会科学院)
9:45--10:30am Weiguo Wang, Dongbei University of Finance and Economics (王维国,东北财经大学)

Tea Break: 10:30--10:45am

 10:45--11:30am Shaoping Wang, Huazhong University of Science and Technology (王少平,华中科技大学)
11:30--12:15pm Xianbo Zhou,  Sun Yat-sen University (周先波,中山大学)
 Nonparametric Estimation of Truncated Regression Models with Heteroskedasticity

Lunch: 12:15--1:30pm

Session 5a: (1:30--4:45pm; SoE-Room 511; Chair: Fei Jin)

 1:30--2:15pm Zhenlin Yang, Singapore Management University
 Initial-Condition Free Inferences for Fixed Effects Dynamic Panel Data Models with Non-Spherical Errors
 2:15--3:00pm Fei Jin, Shanghai University of Finance and Economics
 Estimation and tests of spatial autoregressive models: Martingales, OPG, and GEL

Tea Break: 3:00--3:15pm

3:15--4:00pm Jiawen Xu, Shanghai University of Finance and Economics
 Forecasting in the Presence of In-Sample and Out-of-Sample Breaks
 4:00--4:45pm Xiaojun Song, Peking University
 Measuring (Nonlinear) Granger Causality in Quantiles

Invited Session 5b: (Chinese session; 1:30--4:45pm; SoE-Room 710; Chair: Genxiang Shen)

 1:30--2:15pm Zhonglin Bai, Tianjin University of Finance and Economics (白仲林,天津财经大学)
2:15—3:00pm Yongwei Chen, Zhongnan University of Economics and Law (陈永伟,中南财经政法大学)
3:00–3:45pm Dixin Zhang, Nanjing University (张涤新,南京大学)

4:45--5:00pm Closing Ceremony (SoE-Room 511; )

5:00pm Departure for Dinner
Dinner: 6:00pm 

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