The 2014 Shandong Econometrics Conference
July 4, 2014
Organizer: Center for Economic Research, Shandong University
Location: Lecture Hall (Room 0312), Third Floor, Zhixin Building A
Preliminary Program
8:45am-9:00am: Opening Ceremony
Professor Shaoan Huang, Dean, CER, Shandong University
Session 1 Chair: Zhijie Xiao
9:00am-9:30am: Keynote Speech: Nonparametric Regression with Spatial and Temporal Dependence, Peter Robinson, LSE, U.K.
9:30am-10:00am: Keynote Speech: Multivariate Variance Ratios, Oliver Linton, Cambridge University, U.K.
10:00am-10:30am: A Functional Cointegration Perspective on Quantity Theory of Money, Tu Yundong, Beijing University
10:30am-11:00am: Photo-taking and Tea Break
Session 2 Chair: Jinfeng Zhang
11:00am-11:30am: Songnian Chen, Sequential Estimation of Censored Quantile Regression, HKUST
11:30am-12:00pm: Xun Lu, Determining the Number of Groups in Latent Panel Structures, HKUST
12:00pm-12:30pm: Haiqi Li, Testing for Granger Causality in Quantile by Quantile Cross Spectrum, Hunan University
12:30pm-2:00pm: Lunch
Session 3 Chair: Jilin Wu
2:00pm-2:30pm: Yixiao Sun, Should We Go One Step Further? An Accurate Comparison of One-step and Two-step Procedures in a GMM Framework, UC San Diego
2:30pm-3:00pm: Wendong Shi, Some Consequences of Aggregation in the Frequency Domain, Renmin University
3:00pm-3:30pm: Naijing Huang, Weak Inference for Unstable DSGE Models, Boston College
3:30pm-4:00pm: Tea Break
Session 4 Chair: Hongtao Zhou
4:00pm-4:30pm: John Chao, Mean Average Estimation of Dynamic Panel Models with Nonstationary Initial Condition, University of Maryland
4:30pm-5:00pm: Jihai Yu, Strategic Interaction in Political Competition: Evidence from Spatial Effect Across Chinese Cities, Beijing University
5:00pm-5:30pm: Jilin Wu, a Nonparametric Test for Structural Change in Trending Dynamic Models, Shandong University
5:30pm-6:00pm: Aurobindo Ghosh, Risking Returns: Moving from Public to Private Equity, SMU
6:00pm: Dinner
