The 3rd Shandong Econometrics Conference
Center for Economic Research, Shandong University, June 17, 2016
June 16, Thursday
6:30PM Welcome Dinner
June 17, Friday
8:15 – 8:30AM Opening Ceremony
Location: 1st Floor Lecture Hall, Run Run Shaw Science Building
Session 1
Location: 1st Floor Lecture Hall, Run Run Shaw Science Building
8:30AM – 9:00AM Keynote Speech: Oliver Linton, Cambridge University
Simple Nonparametric Estimators of Bid Ask Spread
9:00AM – 9:30AM Invited Speech: Katsumi Shimotsu, University of Tokyo
Testing the Number of Regimes in Markov Regime Switching Models
9:30AM – 10:00AM Invited Speech: Rong Chen, Rutgers University
Factor Model for High Dimensional Matrix Valued Time Series
Tea break: 10:00AM – 10:20AM
Session 2 Chair: Rong Chen
Location: 1st Floor Lecture Hall, Run Run Shaw Science Building
10:20AM – 10:50AM Keynote Speech: Lungfei Lee, The Ohio State University
Recent Development in Spatial Panel Models with Time Varying and Endogenous Spatial Weights
10:50AM – 11:20AM Invited Speech: Qi Li, Texas A&M University
Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models
11:20AM – 11:50AM Invited Speech: Zheng Fang, Kansas State University
Improved Inference on the Rank of a Matrix
11:50AM – 12:20PM Invited Speech: Shaoping Wang, Huazhong University of Science & Technology
An Asymmetric Exponential Smooth Transition Autoregressive Unit Root Test under Time-varying Variance
Lunch: 12:20PM – 2:00PM.
Session 3 (Parallel Session) Chair: Nicholas Sim
Location: 1st Floor Lecture Hall, Run Run Shaw Science Building
2:00PM – 2:30PM Nicholas Sim, The University of Adelaide
Economic Development and Trade Cost: Evidence from Landlocked Developing Countries
2:30PM – 3:00PM Yanping Yi, Shanghai University of Finance and Economics
Balanced Predictive Regressions
3:00PM – 3:30PM Tao Yang, Australian National University
Asymptotic Trimming and Rate Adaptive Inference for Endogenous Selection Estimates
3:30PM – 4:00PM Xin Xie, East Tennessee State University
Firms’ Markup, Cost, and Price Changes when Policymakers Permit Collusion: Does Antitrust Immunity Matter?
Session 4 (Parallel Session) Chair: Hongtao Zhou
Location: Room 513, Run Run Shaw Science Building
2:00PM – 2:30PM Jinfeng Zhang, Shandong University
Estimation of Semi-Parametric Spatial Autoregressive Stochastic Frontier Model
2:30PM – 3:00PM Fuchun Li, Bank of Canada
Testing for the Parametric Specification of the Diffusion Matrix in a Multivariate Diffusion Process
3:00PM – 3:30PM Ye Chen, Capital University of Economics and Business
Spurious Regressions with Moderately Explosive Processes
3:30PM – 4:00PM Hongtao Zhou, Shandong University
An Empirical Study on Right Tail Measures in Financial Market
Tea break: 4:00PM – 4:20PM
Session 5 Chair: Chunrong Ai
Location: 1st Floor Lecture Hall, Run Run Shaw Science Building
4:20PM – 4:50PM Keynote Speech: Xiaohong Chen, Yale University
MCMC Confidence Sets for Identified Sets
4:50PM – 5:20PM Invited Speech: Zongwu Cai, University of Kansas
A New Test on Asset Return Predictability with Structural Breaks
5:20PM – 5:50PM Invited Speech: Chunrong Ai, University of Florida
Estimation of Treatment Effect from Spatially Dependent Data
6:30PM Dinner
