The 2013 International Symposium on Analysis of Panel Data
In Honor of
Professor Cheng Hsiao for
His Contributions to Panel Data Analysis and to WISE
Program
June 8, 2013
8:30am-8:50am Opening Ceremony, Economics Building N302
Speakers: Takeshi Amemiya, Yongmiao Hong, Tongsan Wang
Keynote Session: 8:50am-9:50am, Economics Building N302
Chair: Yongmiao Hong
[1] 8:50am-9:20am: Econometric Reflections, Takeshi Amemiya, Standford University, USA
[2] 9:20am-9:50am: Quantitative Economics in China, Tongsan Wang, China Academy of Social Sciences, China
9:50am-10:20am Photo-taking and Tea Time
10:20am-12:20pm Plenary Session I, Economics Building N302
Chair: Ying Fang
[1]10:20am-10:50am: Mean Reversion and Test for Unit Root in Diffusion Models, Joon Park, Indiana University, USA
[2]10:50am-11:20am: Theory and Methods of Panel Data Models with Interactive Effects, Jushan Bai, Columbia University, USA
[3] 11:20am-11:50am: Factor Analysis on U.S. Housing Price Indexes, Yongheng Deng, National University of Singapore
[4] 11:50am-12:20pm: IV, GMM or (Q)MLE to Estimate Dynamic Panel Data Models, Cheng Hsiao, University of Southern California, USA
12:30pm-2:00pm Lunch
2:00pm-4:00pm Plenary Session 2, Economics Building N302
Chair: Ming Lin
[1] 2:00pm-2:30pm: Statistical Analysis of Human Growth Pattern: Evidence from the Japanese Panel Data, Yukinobu Kitamura, Hitotsubashi University, Japan
[2] 2:30pm-3:00pm: Set Identification of the Censored Quantile Regression Model for Short Panels with Fixed Effects, Tong Li, Vanderbilt University, USA
[3] 3:00pm-3:30pm: Instrumental Variable Estimation of Dynamic Panel Regression Model with Incidental Trends, Hyungsik Roger Moon, University of Southern California, USA
[4] 3:30pm-4:00pm: Testing for a General Class of Functional Inequalities, Yoon-Jae Whang, Seoul National University, Korea
4:00pm-4:30pm Tea Time
4:30pm-6:30pm Parallel Sessions, Economics Building N302
Parallel Session 1A Time Series
Chair: Xia Wang
[1] Estimation and Inference for Varying-coefficient Model with Nonstationary Regressors using Penalized Splines,
Haiqiang Chen, Xiamen University, China, Ying Fang, Xiamen University, China, Yingxing Li, Xiamen University, China.
[2] A New Semiparametric STAR Model with an Application to Forecasting Exchange Rates,
Nan Cai, Xiamen University, China, USA, Ying Fang, Xiamen University, China.
[3] Generalized Bispectrum: A New Analytic Tool for Nonlinear Time Series,
Yongmiao Hong, Cornell University, USA, Zhaogang Song, Federal reserve Board, USA.
[4] Characteristic Function Based Testing for Conditional Independence: A Nonparametric Regression Approach,
Yongmiao Hong, Cornell University, USA, Xia Wang, Xiamen University, China
Parallel Session 1B Empirical Studies, Economics Building N301
Chair: Mengmeng Guo
[1] Disease Management Evaluation in Expenditures for a Chronically-Ill Medicaid Population,
Kannika Damrongplasit, Chulalongkorn University, Thailand.
[2] Home-Purchase Restriction, Property Tax and Housing Price in China: A Counterfactual Analysis,
Zaichao Du, Southwestern University of Finance and Economics, China.
[3] Functional Data Analysis of Generalized Quantile Regression,
Mengmeng Guo, Southwestern University of Finance and Economics, China.
[4] Discrete Heterogeneity and Learning in First Price Auctions: Withering Rationality and Gender Differences ,
Jason Shachat, Xiamen University, China, Lijia Wei, Xiamen University, China.
6:30pm Dinner
June 9, 2013
8:30am-10:30am Plenary Session 3, Economics Building N302
Chair: Yu Ren
[1] 8:30am-9:00am: Nonstationarity in the Time Series of State Densities, Yoosoon Chang, Changsik Kim and Joon Park, Indiana University, USA
[2] 9:00am-9:30am: Multiperiod Corporate Default Prediction with Partially-Conditioned Forward Intensity, Jin-Chuan Duan, National University of Singapore
[3] 9:30am-10:00am: A New Method for Estimating a Limited Information Density, Jae-Young Kim, Seoul National University, Korea
[4] 10:00am-10:30am: LIML in the Linear Panel Data Model, Thomas Wansbeek, Groningen University, Netherland
10:30am-11:00am Tea Time
11:00am-12:30pm Parallel Sessions, Economics Building N302
Parallel Session 2A Nonparametric Panel
Chair: Linna Chen
[1] Quantile Panel Data Models with Partially Varying Coefficients: Estimating the Growth Effect of FDI,
Linna Chen, Fudan University, China, Ying Fang, Xiamen University, China.
[2] Nonparametric Testing for Smooth Structural Changes in Panel Data Models,
Bin Chen, University of Rochester, USA, Liquan Huang, University of Rochester, USA.
[3] Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models,
Linna Chen, Fudan University, China, Ying Fang, Xiamen University, China.
Parallel Session 2B Interative Effects, Economics Building N301
Chair: Jisheng Yang
[1] Interactive Fixed Effects in Nonlinear Panel Data, Mingli Chen, Boston University,USA, Ivan Fernandez-Val, Boston University, USA, Martin Weidner, University College London, UK.
[2] Hybrid Generalized Empirical Likelihood Estimators: Instrument Selection with Adaptive Lasso,
Mehmet Caner, North Carolina State University, USA, Qingliang Fan, Xiamen University, China.
[3] Unbalanced Panel Data Models with Interactive Effects,
Jushan Bai, Columbia University, USA,
Yuan Liao, University of Maryland, USA,
Jisheng Yang, Huazhong University of Science and Technology, China.
12:30pm-2:00pm Lunch
2:00pm-4:00pm Plenary Session 4, Economics Building N302
Chair: Xuexin Wang
[1] 2:00pm-2:30pm: Identifying Latent Structures in Panel Data, Liangjun Su, Singapore Management University
[2] 2:30pm-3:00pm: Efficient Estimation for Time-varying Coefficient Longitudinal Models, Zhijie Xiao, Boston College & Shandong University, USA
[3] 3:00pm-3:30pm: Patien Safety in Hospital - An Analysis of Unobservable Hospital and Specialty Level Risk Factors for Performance Measurement, Xueyan Zhao, Monash University, Australia
[4] 3:30pm-4:00pm: Quantile Regression of Longitudinal Data with Information Observation, Yong Zhou, Chinese Academy of Mathematics and Systems Science, and Shanghai University of Finance and Economics, China
4:00pm-4:30pm Tea Time
4: 30pm-5:30pm Plenary Session 5 (Chinese Session), Economics Building N302
[1] 4:30pm-5:00pm:TBA, Shaoping Wang, Huazhong University of Science and Technology, China
[2] 5:00pm-5:30pm: Agricultural Production Risk, Urban-Biased Economic Policies and China’s Urbanization, Pingfang Zhu, Shanghai Academy of Social Sciences, China
6:00pm Dinner