The 2018 Shandong Econometrics Conference
Center for Economic Research, Shandong University, July 3, 2018
Preliminary Program
July 3, 2018 1st Floor Lecture Hall, Run Run Shaw Science Building
Session 1
8:30AM – 8:45AM: Opening Remark. Huang Shaoan, CER, Shandong University.
8:45AM – 9:15AM: Keynote Speech: Xiaohong Chen, Yale University
Identification-Robust Inferences on Structural Functionals in Semiparametric Models: Some Recent Results
9:15AM – 9:45AM: Invited Speech: Yixiao Sun, UC San Diego
Three in One: a Unified Estimator of Average Treatment Effects
9:45AM – 10:15AM: Invited Speech: Guodong Li, HKU,
Multilinear Low-Rank Vector Autoregressive Modeling via Tensor Decomposition
10:15AM – 10:40AM: Picture Taking and Tea Break
Session 2 Chair: Qiang Chen
10:40AM – 11:10AM. Keynote Speech: Michael Jansson, UC Berkeley
Bootstrap-Based Inference for Cube Root Consistent Estimators
11:10AM – 11:40AM. Invited Speech: Xiaodong Liu, University of Colorado Boulder, Simultaneous Equations with Binary Outcomes and Social Interactions
11:40AM – 12:10AM. Invited Speech: Shaoping Wang, Huazhong University of Science & Technology.
Testing for moderate explosiveness
Lunch: 12:10AM – 2:00PM.
Session 3 (Parallel Session 1) Chair: Jilin Wu
Location: 1st Floor Lecture Hall, Run Run Shaw Science Building
2:00PM – 2:30PM: Qiang Chen, Shandong University
Spread Regression, Skewness Regression and Kurtosis regression wth an application to the US Census Data
2:30PM – 3:00PM: Hong Shaoxin, Shandong University
Unifying Inference for Semiparametric Regression
3:00PM – 3:30PM: Jilin Wu, Shandong University
Testing for Structural Changes in Linear Regressions with Time Varying Variance
Session 4 (Parallel Session 2) Chair: Wen Zhang
Location: 2nd Floor Fifth Conference Room
2:00PM – 2:30PM: Haiqi Li, Hunan University,
A new test for Granger causality based on quantile cross spectrum
2:30PM – 3:00PM: Qiuling Hua, Jilin University
GARCH option pricing based on Quantile Regression
3:00PM – 3:30PM: Wen Zhang, Renmin University,
Slow Recoveries and Labor Market Polarization
Tea break: 3:30PM – 3:45PM
Session 5 Chair: Zengjin Chen
Location: 1st Floor Lecture Hall, Run Run Shaw Science Building
3:45PM – 4:15PM: Invited Speech: Zongwu Cai, Kansas University and Xiamen University,
Models on Testing Predictability of Asset Returns
4:15PM – 4:45PM: Invited Speech: Denis Tkachenko, NUS,
Using Arbitrary Precision Arithmetic to Sharpen Identification Analysis for DSGE Models
4:45PM – 5:15PM: Invited Speech: Tatsushi Oka, Monash University,
Indirect Inference with a Non-Smooth Criterion Function
5:15PM – 5:45PM: Invited Speech: Zengjing Chen, Shandong University
Limit Theorems for Nonlinear Probabilities and Their Applications
LIST OF PARTICIPANTS
Zongwu Cai, Kansas University and Xiamen University
Qiang Chen, Shandong University
Xiaohong Chen, Yale University
Zengjin Chen, Shandong University
Shaoxin Hong, Shandong University
Qiuling Hua, Jilin University
Shaoan Huang, Shandong University
Michael Jansson, UC Berkeley
Shaoling Ji, Shandong University
Guodong Li, HKU
Haiqi Li, Hunan University
Lu Lin, Shandong University
Xiaodong Liu, Colorado
Tatsushi Oka, Monash University
Ying Shi, Shandong University
Yixiao Sun, UC San Diego
Denis Tkachenko, NUS
Shaoping Wang, Huazhong University of Science & Technology
Qian Wei, Shandong University
Jilin Wu, Shandong University
Yang Yang, Huazhong University of Science & Technology
Yanping Yi, SHUFE
Wen Zhang, Renmin University
Hongtao Zhou, Dongbei University of Finance and Economics
