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
