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简介：
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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 |
