Saturday, 19 May 2012
8:45am - 9am Opening Remarks
Yongmiao Hong and Wolfgang Härdle
Venue: D110 Economics Building
9am - 10am Plenary Session 1
Venue: D110 Economics Building
[1] Risk Patterns and Correlated Brain Activities. Multidimensional Statistical Analysis of fMRI Data with Application to Risk Patterns by Wolfgang Härdle
[2] On the Efficiency of Generalized Likelihood Ratio Tests by Yongmiao Hong and Yoon-Jin Lee
10am -10:30am Tea Break
10:30am -12pm Parallel Session 1
Parallel Session 1a
Venue: D110 Economics Building
Session Chair: Ying Fang
[1] Robust Estimation and Inference for Cointegrating Regressions with Regime Shifts under Potential Weak Identification by Haiqiang Chen
[2] Simultaneous Statistical Inference in Dynamic Factor Models by Thorsten Dickhaus
[3] Semiparametric Inference on Fixed Effects Panel Data Models by Ying Fang, Cheng Hsiao and Jia Su
Parallel Session 1b
Venue: D309 Economics Building
Session Chair: Bengt-Arne Wickström
[1] Operation Iraqi Freedom -Consequences on Surviving Women and Children by Nanette Schliebner
[2] Levy Process and Generalized Spectrum Density Method: Model Selection and Financial Application by Kent Wang, Zhanglong Wang and Hongming Huang
[3] Language as a Renewable Resource: Import, Dissipation, and Absorption of New Elements by Bengt-Arne Wickström
12pm -1:30pm Lunch
2 pm -3:30pm Plenary Session 2
Venue: D110 Economics Building
Session Chair: Marcel Bluhm
[1] Unionization, Stochastic Dominance, and Compression of the Wage Distribution by Michael Burda
[2] Test Instability of Predicitve Regression Models when Regressors Are Nonstationary, by Yonggang Wang and Yunfei Wang
[3] A Unified Model Specification Test for Nonstationary Varying-Coefficient Models, by Haiqiang Chen, Ying Fang and Yingxing Li
3:30pm -4pm Tea Break
4pm -5:30pm Parallel Session 2
Parallel Session 2a
Venue: D110 Economics Building
Session Chair: Yu Ren
[1] Realized Copula by Matthias Fengler
[2] Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications by Ying Chen and Linlin Niu
[3] Nonparametric Pricing Kernel Models by Yu Ren and Linman Sun
Parallel Session 2b
Venue: D309 Economics Building
Session Chair: Xun Lu
[1] Quantile Regression in Risk Calibration by Shih-Kang Chao
[2] Functional Data Analysis for Generalized Quantile Regression by Mengmeng Guo
[3] Testing for Treatment Dependence of Effects of a Continuous Treatment by Xun Lu
6pm Dinner
Sunday, 20 May 2012
9am -10am Plenary Session 3
Venue: D110 Economics Building
Session Chair: Ming Lin
[1] A New Test in Linear Models with Nonstationary Errors by Jiti Gao
[2] Pipeline Power by Franz Hubert and Onur Cobanli
[3] A Hidden Markov Model for the Detection of Mixed and Pure Strategy Play in Games by Jason Shachat, J. Todd Swarthour and Lijia Wei
10am -10:30am Tea Break
10:30am -12pm Parallel Session 3
Parallel Session 3a
Venue: D110 Economics Building
Session Chair: Fuyu Yang
[1] Testing Nonlinear Cointegration using Hermite Series by Biqing Cai and Haiqiang Chen
[2] On the Propagation of Implied Base Correlation Surfaces by Barbara Choros-Tomczyk
[3] Bayesian Stochastic Search for the Best Predictors: an Application to Density Forecast of GDP Growth in Real Time by Fuyu Yang
Parallel Session 3b
Venue: D309 Economics Building
Session Chair: Zhi Liu
[1] Spectral Estimation of Covolatility from Noisy Observations Using Local Weights by Markus Bibinger
[2] Semiparametric Model Averaging by Degui Li and Oliver Linton
[3] Estimating the Covariance Using Nonsynchronous Observations with Simultaneous Presence of Jumps and Microstructure Noise by Zhi Liu
12pm Lunch