Program of 2013 International Forum on Modern Statistics and Econometrics
July 14, 2013
8:15am –8:30am Opening Remarks (Econ N302)
Yongmiao Hong (Cornell University and Xiamen University)
8:30am – 10:00am Invited Session (Econ N302)
Some Findings on Bayesian Quantile Regression
Xuming He (University of Michigan)
An Iterative-Average Algorithm Based on Empirical Mode Decomposition
Ben-Chang Shia (Fu Jen Catholic University)
Inference of Biased Models: A Quasi-Instrumental Variable Approach
Lixing Zhu (Hong Kong Baptist University)
10:00am – 10:30am Coffee Break
10:30am – 12:00am Session 2 (Econ N302)
Chair: Muyi Li (Xiamen University)
Modeling and Testing Smooth Structural Changes with Endogenous Regressors
Bin Chen (University of Rochester)
Robust Screening and Penalized Quantile Regression for Ultrahigh Dimensional Heteroskedastic Data
Wei Zhong (Xiamen University)
Subsampling on Threshold ARMA Models
Muyi Li (Xiamen University)
12:00pm – 2:00pm Lunch
2:00pm – 3:30pm Session 3 (Econ N302)
Chair: Xuexing Wang (Xiamen University)
Two-Step Spline Estimation Equations for Generalized Additive Partially Linear Models with Large Cluster Sizes
Shujie Ma (University of California, Riverside)
Smooth Tests of Copula Specifications
Ximing Wu (Texas A&M University and Xiamen University)
An Improved Consistent Conditional Moment Test for Regression Models in the Presence Of Heteroskedasticity of Unknown Form
Xuexing Wang (Xiamen University)
3:30pm – 4:00pm Coffee Break
4:00am – 5:30pm Session 4 (Econ N302)
Chair: Ming Lin (Xiamen University)
The Impact of Financial Openness on Standard of Living and Poverty in Eight Emerging Markets
Fang Dong (Providence College)
International Asset Pricing with Long-Run Risk and Durable Consumption
Xiu Xu (Xiamen University)
A Regime Shift Model with Nonparametric Switching Mechanism
Ming Lin (Xiamen University)
6:00pm – 8:00pm Dinner
