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XMU-Monash Workshop

主讲人简介:  
简介:

Workshop Program

December 7 - 8 , Xiamen
Venue:C208, Economics Building,Xiamen University

December 7, 2017 C208, Economics Building, Xiamen University
8:45-9:00 Registration

9:00-9:10 Yinggang Zhou, Associate Dean of WISE, Xiamen University
Welcome Speech


Session I Chair: Yinggang Zhou
9:10-10:10 Heather Anderson, Monash University
High-Dimensional Predictive Regression in the Presence of Cointegration

Xingbai Xu, Xiamen University
Large Sample Properties of Bayesian Estimation of Spatial Econometric Models


10:10-10:40 Morning Tea & Group Photo


Session II Chair: Huihui Li
10:40-12:10 Farshid Vahid, Monash University
Global Temperatures and Green House Gases – A Common Features Approach

Shihe Fu, Xiamen University
Air Pollution and Manufacturing Firm Productivity: Nationwide Estimates for China

Ann Maharaj, Monash University
Projections of Global Temperature Anomalies Using Extreme Value Analysis


12:10-14:00 Lunch


Session III Chair: Muyi Li
14:00-15:30 Rob Hyndman, Monash University
Probabilistic Outlier Detection and Visualization of Smart Meter Data

Tian Xie, Xiamen University
Beat Twits with Tweets in Exchange Rates Forecasting

Hsein Kew, Monash University
Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem


15:30-16:00 Afternoon Tea


Session IV Chair: Qingliang Fan
16:00-17:30 Bonsoo Koo, Monash University
Recovering the Yield Curve Evolution

Xuexin Wang, Xiamen University
Consistent Estimation of Models Defined by Conditional Moment Restrictions

Wei Wei, Monash University
A Stochastic Price Duration Model for Estimating High-Frequency Volatility


18:00-20:00 Dinner





December 8, 2017 C208, Economics Building, Xiamen University

Session V Chair: Ying Fang
9:00-10:00 Cheng Hsiao, University of Southern California
JIVE for Panel Dynamic Simultaneous Equations Models

Xueyan Zhao, Monash University
Bivariate Probit Model, Partial Identification and Treatment Effects of Health Insurance on Dental Visits


10:00-10:30 Morning Tea


Session VI Chair: Juan Lin
10:30-12:00 Don Poskitt, Monash University
Singular Spectrum Analysis of Grenander Processes and Bootstrapping Nonstationary and Inrregular Time Series

Haiqiang Chen, Xiamen University
A New Approach for Testing Predictability with Persistent Predictors

Xiaoyi Han, Xiamen University

时间: December 7-8, 2017
地点: Economic Building, Xiamen University
类型: 学术会议
专题网站: http://wise.xmu.edu.cn/Meetings/Monash2017