2014上海交通大学计量经济学研讨会

July1,2014  
8:00-8:45amRegistration  
(Room207,NorthBuilding,AntaiCollege.Allsessionsareheldhere)  

8:45-9:00amWelcomeRemarks  
LinZhou,Dean,AntaiCollegeofEconomicsandManagement  
Session1:Chair:XuZheng,ShanghaiJiaoTongUniversity  

9:00-9:50amKeynoteSpeech:PeterRobinson,LondonSchoolofEconomics  
"RefinedTestsforSpatialCorrelation"(withFrancescaRossi)  

9:50-10:40amKeynoteSpeech:Jean-MarieDufour,McGillUniversity  
“Wald-TypeTestsWhenRankConditionsFail:Problems,Solutions,and  
EconometricApplications”  
Session2:Chair:LiangjunSu,SingaporeManagementUniversity  

11:00-11:40pmInvitedSpeech:ZhijieXiao,BostonCollege  
“Copulabasedtimeserieswithfilterednonstationarity”  

11:40-12:20pmInvitedSpeech:GiuseppeCavaliere,UniversityofBologna  
“ImplementationandTheoryofBootstrapinCointegratedVectorAutoregressiveModels”  
Session3:Chair:ZhijieXiao,BostonCollege  

2:00-2:40pmJunYu,SingaporeManagementUniversity  
“ABayesianChi-SquaredTestforHypothesisTesting”  

2:40-3:20pmLiangjunSu,SingaporeManagementUniversity  
'IdentifyingLatentStructuresinPanel”  
Session4:Chair:JunhuiQian,ShanghaiJiaoTongUniversity  

3:40-4:20pmSainanJin,SingaporeManagementUniversity  
“TestingtheMartingaleHypothesis”  

4:20-5:00pmJunhuiQian,ShanghaiJiaoTongUniversity  
“ShrinkageEstimationofTimeSeriesRegressionswithMultiple  
StructuralChange”  
July2,2014  
Session5:Chair:JunYu,SingaporeManagementUniversity  

9:00-9:50amKeynoteSpeech:XiaohongChen,YaleUniversity  
“OptimalUniformConvergenceRatesandAdaptiveEstimationof  
NonparametricInstrumentalVariablesRegression”（withTimothyChristensen)  

9:50-10:40amKeynoteSpeech:ArthurLewbel,BostonCollege  
'UnobservedPreferenceHeterogeneityinDemandUsingGeneralizedRandom  
Coefficients”  
Session6:Chair:SainanJin,SingaporeManagementUniversity  

11:00-11:40amInvitedSpeech:SongnianChen,HKUST  
“CensoredQuantileRegressionwithEstimatingEquations”  

11:40-12:20pmInvitedSpeech:YixiaoSun,UCSD  
“ShouldWeGoOneStepFurther?AnAccurateComparisonofOne-stepand  
Two-stepProceduresinaGMMFramework”  
Session7:Chair:XiQu,ShanghaiJiaoTongUniversity  

2:00-2:40pmJingLi,SingaporeManagementUniversity  
“Cointegrationofthematchedhomepurchaseandrentalpriceindexes–  
evidencefromSingapore”  

2:40-3:20pmJulianaYuSun,SingaporeManagementUniversity  
"TechnologyandRecessions”  
Session8:Chair:WeiWang,ShanghaiJiaoTongUniversity  

3:40-4:20pmLongKang,ShanghaiJiaoTongUniversity  
“ModelingHighDimensionalFinancialReturnsusingaTime-varyingSkewed  
Student'stCopulamodel”  

4:20-5:00pmBinWang,ShanghaiJiaoTongUniversity  
"Testingforpredictabilityincontinuoustime:ageneralizedlikelihoodratioapproach”

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