This event is organised by The Wang Yanan Institute for Studies in Economics (WISE), School of Economics, Xiamen University, and the Department of Econometrics and Business Statistics, Monash University.
MONASH University
XIAMEN University
Joint Workshop on
Economics
Econometrics
Statistics
Dec 11 – 12, 2015
H125, Building H
Monash University
900 Dandenong Road
Caulfield East, VIC 3145
Workshop Program
Time: The 11th and 12th of December, 2015
Venue: Room H1.25, Building H, Caulfield East, Monash University
Program on 11 December, 2015
• 8:30 – 8:45: Registration
• 8:45 – 9:00: Opening Session
-Chair: Farshid Vahid, Head of the Department of Econometrics and Business Statistics, Monash University
-Speaker: Professor Colm Kearney, Dean of the Faculty of Business and Economics, Monash University
• 9:00 – 10:30: Keynote Session 1
-Chair: Maxwell King, Monash University
• 9:00 – 9:25
Speaker: Yongmiao Hong, Cornell University
Title: Selection of an Optimal Rolling Window Length in Time–Varying Predictive Regression
• 9:30 – 9:55
Speaker: Heather Anderson, Monash University
Title: Forecast Averaging when Model Structure is Uncertain
• 10:00 -10:25
Speaker: Rob Hyndman, Monash University
Title: Exploring the Feature Space of Large Collections of Time Series
• 10:30 -11:00: Morning tea break
• 11:00 -12:40: Invited Session 1
-Chair: Param Silvapulle, Monash University
• 11:00 – 11:20
Speaker: Haiqiang Chen, Xiamen University
Title: A New Estimator for Integrated Volatility with Micro-Structure Noise and Jumps
• 11:25 – 11:45
Speaker, Bonsoo Koo, Monash University
Title: How Trade Matching Forms in the Credit Default Swap Market
• 11:50 – 12:10
Speaker: Lina Meng, Xiamen University
Title: Sprawl Globally? Evidences from the Space
• 12:15 – 12:35
Speaker: Mervyn Silvapulle, Monash University
Title: Goodness-of-fit Tests for GARCH Models
• 12:40 -14:00: Lunch break
• 14:00 -15:40: Invited Session 2
-Chair: Zhengming Qian, Xiamen University
• 14:00 – 14:20
Speaker: Yu Ren, Xiamen University
Title: Balanced Predictive Regressions
• 14:25 – 14:45
Speaker: George Athanasopoulos, Monash University
Title: Forecasting with Temporal Hierarchies
• 14:50 – 15:10
Speaker: Yingxing Li, Xiamen University
Title: A Regime Shift Model with Nonparametric Switching Mechanism
• 15:15 – 15:35
Speaker: Anastasios Panagiotelis, Monash University
Title: Macroeconomic Forecasting in Data-Rich World
• 15:40 -16:10: Afternoon tea break
• 16:10 -17:50: Invited Session 3
-Chair: Ying Fang, Xiamen University
• 16:10 – 16:30
Speaker: Kai Xia, Xiamen University
Title: Heterogeneous Trending Panel Data Model with Cross-Sectional Dependence
• 16:35 – 16:55
Speaker: Yanrong Yang, Monash University
Title: Recursive Estimation in Large Panels with Cross-Sectional Dependence
• 17:00 – 17:20
Speaker: Xiaoyi Han, Xiamen University
Title: Bayesian Analysis of Spatial Panel Autoregressive Models with Time-varying Endogenous Spatial Weight Matrices, Common Factors and Random Coefficients
• 17:25 – 17:45
Speaker: Li Chen, Monash University
Title: Linear Regression for Trending Time Series with Endogeneity
• 19:00 -22:00: Conference dinner by invitation
Program on 12 December, 2015
• 9:00 -10:30: Keynote Session 2
-Chair: Heather Anderson, Monash University
• 9:00 – 9:25
Speaker: Ying Fang, Xiamen University
Title: Estimating the Growth Effect of FDI using a Quantile Panel Data Model with Partially Varying Coefficients
• 9:30 – 9:55
Speaker: Di Cook, Monash University
Title: Lineplots or Scatterplots to Compare two Time Series
• 10:00 – 10:25
Speaker: Maxwell King, Monash University
Title: Point Optimal Testing: A Survey of the Post 1987 Literature
• 10:30 -11:00: Morning tea break
• 11:00 -12:40: Invited Session 4
-Chair: Ye Guo, Xiamen University
• 11:00 – 11:20
Speaker: Zhengming Qian, Xiamen University
Title: The Study on Green Economic Efficiency and Environmental Regulation: Based on the Nonparametric Conditional Efficiency Model
• 11:25 – 11:45
Speaker: Haotian Chen, Monash University
Title: Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption
• 11:50 – 12:10
Speaker: Bin Jiang, Monash University
Title: Bayesian Rank Selection in Multivariate Regressions
• 12:15 – 12:35
Speaker: Han Li, Monash University
Title: A Flexible Functional Form Approach to Mortality Modelling
• 12:40 -14:00: Lunch break
• 14:00 -15:40: Invited Session 5
-Chair: Brett Inder, Monash University
• 14:00 – 14:20
Speaker: Juan Lin, Xiamen University
Title: Copula Specification Tests under General Censorship
• 14:25 – 14:45
Speaker: Param Silvapulle, Monash University
Title: Kernel Estimation of Copula Densities and Applications
• 14:50 – 15:10
Speaker: Ye Guo, Xiamen University
Title: Monetary Policy, Unexpected Changes of Target Interest Rate and Corporate Credit Spreads in China
• 15:15 – 15:35
Speaker: Wen Chen, Xiamen University
Title: China’s Position, Trade Revenue and Competitiveness in Global Value Chains: An Analysis Based on Trade in Value Added Accounting Framework
• 15:40 -16:10: Afternoon tea break
• 16:10 -17:50: Invited Session 6
-Chair: Yongmiao Hong, Cornell University
• 16:10 – 16:30
Speaker: Xiaoping He, Xiamen University
Title: Coal Abundance, Economic Transformation and Long–Term Development
• 16:35 – 16:55
Speaker: Brett Inder, Monash University
Title: Data-driven Methods of Measuring Poverty and Their Implications for Development Policy in Timor-Leste.
• 17:00 – 17:20
Speaker: Qingliang Fan, Xiamen University
Title: Virtual World Versus Real World: A Study of The Demand for Cyber Games
• 17:25 – 17:45
Speaker: Chuhui Li, Monash University
Title: Partial Identification of Treatment Effect in Binary Outcome Models: A Health Economics Application
• 17:50 -18:00: Concluding Session
-Chair: Jiti Gao, Monash University
Speaker: Yongmiao Hong, Cornell University
• 19:00 -22:00: Conference dinner by invitation
