The 5th Shanghai Econometrics Workshop 
The School of Economics, SUFE
Key Laboratory of Mathematical Economics (SUFE) Ministry of Education
June 24-25, 2015
Program
June 23th Tuesday
6:30pm Welcome Dinner, 2nd Floor, Howard Johnson Caida Plaza
Day 1: June 24th Wednesday
8:30--8:45am Opening Ceremony (SoE-Room 511; )
Invited Session 1 (8:45--12:15pm; SoE-Room 511; )
8:45--9:30am Shakeeb Khan, Duke University
Informational Content of Factor Structures in Simultaneous Discrete Response Models
9:30--10:15am Liangjun Su, Singapore Management University
Estimation of Large Dimensional Factor Models with an Unknown Number of Breaks
10:15--10:30am Group Photo (in front of the School of Economics Building)
Tea Break: 10:30--10:45am
10:45--11:30am Jiti Gao, Monash University
New Bayesian Estimation: Theory and Practice
11:30--12:15am Zhijie Xiao, Boston College
Efficient Estimation of Nonparametric Regression in the Presence of Dynamic Heteroskedasticity
Lunch: 12:15--1:30pm
Invited Session 2a (1:30--5:30pm; SoE-Room 511; )
1:30--2:15pm Sainan Jin, Singapore Management University
Robust Forecast Comparison
2:15--3:00pm Denis Tkachenko, National University of Singapore
Local and Global Identification in DSGE Models Allowing for Indeterminacy
Tea Break: 3:00--3:15pm
3:15--4:00pm Hanghui Zhang, Shanghai University of Finance and Economics
Root n-Predictions of Generalized Heteroskedastic Transformation Regression Models
4:00--4:45pm Qingliang Fan, Xiamen University
Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective
4:45--5:30pm Xiaoliang Wang, Shanghai Jiaotong University
High Dimensional Variable Selection in Dynamic Panel Data Models via GMM Shrinkage Estimation
Invited Session 2b (Chinese session; 1:30--5:30pm; SoE-Room 807; Chair: Chunrong Ai)
1:30--2:15pm Wenju Wang, University of Economics and Business (王文举，首都经贸大学)
“保险问题博弈分析”
2:15--3:00pm Xiaotong Zhang, Nankai University (张晓峒，南开大学)
“频域内季节调整的理论与应用研究”
Tea Break: 3:00--3:15pm
3:15--4:00pm Xuesong Li, Chinese Academy of Social Sciences (李雪松，中国社会科学院)
“房价上涨、多套房决策与中国城镇居民储蓄率”
4:00--4:45pm Shiyi Chen, Fudan University (陈诗一，复旦大学)
The Impact of Shadow Banking Activities on Efficiency: New Evidence from Chinese Commercial Banks
4:45--5:30pm Xianbo Zhou, Sun Yat-Sen University (周先波，中山大学)
Semiparametric Estimation of Nelson-Olson Simultaneous Tobit Model
5:50pm Departure for Dinner
Dinner: 6:45pm
Day 2: June 25th Thursday
Invited Session 3a: (9:00--12:15pm; SoE-Room 511; Chair: Nianqing Liu)
9:00--9:45am Vadim Marmer, University of British Columbia
Identifying Collusion in English Auctions
9:45--10:30am Yuanyuan Wan, University of Toronto
Integrated-quantile-based Estimation for First Price Auctions
Tea Break: 10:30--10:45am
10:45--11:30am Yonghong An, Texas A&M University
Identification and Estimation of Auctions with Incomplete Contracts: A Structural Analysis of California Highway Construction Projects
11:30--12:15pm Nianqing Liu, Shanghai University of Finance and Economics
A Nonparametric Test of Comparing Valuation Distributions in First-price Auctions
Invited Session 3b: (Chinese session; 9:00--12:15pm; SoE-Room 807; Chair: Dongming Zhu)
9:00--9:45am Pingfang Zhu, Shanghai Academy of Social Sciences (朱平芳，上海社会科学院)
基准气温最大基准用电负荷估计及最高用电负荷预测方法研究
9:45--10:30am Weiguo Wang, Dongbei University of Finance and Economics (王维国，东北财经大学)
“广义半参数趋势面板模型及其参数估计”
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)
Factor-augmented regression models with structural change
11:30--12:15pm Chuang Zhou, Dongbei University of Finance and Economics (周闯，东北财经大学)
“公共部门与非公共部门的选择、匹配与经济福利——基于内生转换有序选择模型的研究”
Lunch: 12:15--1:30pm
Session 4a: (1:30--4:45pm; SoE-Room 511; )
1:30--2:15pm Haiqing Xu, The University of Texas at Austin
Counterfactual Mapping and Individual Treatment Effects in Nonseparable Models with Binary Endogeneity
2:15--3:00pm Tatsushi Oka, National University of Singapore
Identification of Treatment Effects under Discrete Variation in the Propensity Score
Tea Break: 3:00--3:15pm
3:15--4:00pm Tatsuma Wada, Keio University
Measuring Business Cycles with Structural Breaks and Outliers: Applications to International Data
4:00--4:45pm Ying Fang, Xiamen University
Estimating the Growth Effect of FDI Using A Quantile Panel Data Model with Partially Varying Coefficients
Session 4b: (1:30--4:45pm; SoE-Room 807; )
1:30--2:15pm Ji Tao, Shanghai University of Finance and Economics
Estimation and Specification of Social Interaction Models With Quantile Peer Effects
2:15—3:00pm Chao Yang, Shanghai University of Finance and Economics
Social Interactions under Incomplete Information with Multiple Equilibria
Tea Break: 3:00--3:15pm
3:15--4:00pm Xingbai Xu, The Ohio State University
An Autoregressive Binary Choice Model on Graphs
4:00--4:45pm Nicolas Debarsy, CNRS - LEO UMR CNRS 7322, University of Orléans
Interaction Matrix Selection in Heteroskedastic Spatial Econometrics Model with an Application to Schumpeterian Growth Theory
4:45--5:00pm Closing Ceremony (SoE-Room 511; ）
5:00pm Departure for Dinner
Dinner: 6:00pm
