The 8th Shanghai Econometrics Workshop

The School of Economics, SUFE
 Key Laboratory of Mathematical Economics (SUFE), Ministry of Education

 June 18-19, 2018

Program

Day 1:June 18th Monday

8:30–8:45 am Opening Ceremony (SoE-Room 511; Dean Guoqiang Tian)

8:45–9:00 am Group Photo (in front of the School of Economics Building)

Invited Session 1 (9:00am—12:15pm; SoE-Room 511)

Chair: Xiaohong Chen

9:00–9:45am Han Hong, Stanford University
Title: OLS and 2SLS in Randomized and Conditionally Randomized Experiments

9:45–10:30am Arthur Lewbel, Boston College
Title: General Doubly Robust Identification and Estimation

Tea Break: 10:30-10:45 am

Chair: Yanping Yi

10:45–11:30am Zhijie Xiao, Boston College
Title: Inference on Panel Quantile Regressions with an Application to Corporate Diversification

11:30am—12:15pm Ruli Xiao, Indiana University
Title: Dynamic Decisions under Subjective Expectations: A Structural Analysis


Invited Session 2a (2:00pm—5:15pm; SoE-Room 511)

Chair: Lung-fei Lee

2:00–2:45pm Robert de Jong, TheOhio State University
 Title: Anxious unit root process

2:45–3:30pm Sainan Jin, Singapore Management University
Title: Tests for Robust Forecast Superiority

Tea Break: 3:30-3:45 pm

Chair: Fei Jin

3:45–4:30pm Victoria Zinde-Walsh, McGill University
Title: Wald Tests when Restrictions are Locally Singular

4:30–5:15pm Wenyang Zhang, University of York
Title: Homogeneity Pursuit in Single Index Models based Panel Data Analysis


Invited Session 2b (2:00pm—5:15pm; SoE-Room 710; Chair: Yahong Zhou)


2:00–2:45pm Shiyi Chen, Fudan University (陈诗一, 复旦大学)
Title: 经济周期与中国财政支出乘数研究

2:45–3:30pm Ying Fang, Xiamen University (方颖, 厦门大学)
Title: 环境规制与企业竞争力:基于规制软约束的视角

Tea Break: 3:30-3:45 pm

3:45–4:30pm Shaoping Wang, Huazhong University of Science and Technology (王少平,华中科技大学)
Title: 中度偏离检验及其金融危机的再思考

4:30–5:15pm Pingfang Zhu, Shanghai Academy of Social Sciences (朱平芳, 上海社会科学院)
Title: 最大用电负荷及其与经济关联的分析研究


Invited Session 2c (2:00pm—5:15pm; SoE-Room 702 Chair: Liang Chen)


2:00–2:45pm Yu Zhu, Bank of Canada
Title: Inference in Non-Parametric/Semi-Parametric Moment Equality Models with Shape Restrictions

2:45–3:30pm Shuyang Sheng, University of California at Los Angeles
Title: Estimation of Social Interactions in Endogenous and Strategically Formed Networks

Tea Break: 3:30-3:45 pm

3:45–4:30pm Mingli Chen, University of Warwick
Title: Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk

4:30—5:15pm Liang Chen, Shanghai University of Finance and Economics
Title: Nonparametric Quantile Regressions for Panel Data Models



Day 2:June 19th Tuesday


Invited Session 3a (8:30am—11:45am; SoE-Room 511)

Chair: Yanqin Fan

8:30–9:15am Songnian Chen, Hong Kong University of Science and Technology
Title: Quantile Regression, Time-varying Regressor and Sequential Estimation

9:15–10:00am Liangjun Su, Singapore Management University
 Title: Estimation and Inference for Three-Dimensional Factor Models

Tea Break: 10:00-10:15 am

Chair: Hanghui Zhang

10:15–11:00am Zhenlin Yang, Singapore Management University
Title: Spatial Dynamic Panel Data Models with Correlated Random Effects

11:00–11:45am Shakeeb Khan, Boston College
 Title: TBA


Invited Session 3b (8:30am—11:45am; SoE-Room 710; Chair: Yan Sun)


8:30–9:15am Jinquan Liu, Jilin University (刘金全, 吉林大学)

Title: 基于金融稳定目标的规则型货币政策研究

9:15–10:00am Bing Cheng, University of Chinese Academy of Sciences (程兵, 中国科学院大学)
Title: 用机器学习的方法来处理非结构化的金融数据

Tea Break: 10:00-10:15am

10:15–11:00am Zhanfeng Li, Zhongnan University of Economics and Law (李占风, 中南财经政法大学)
Title:
层级分工对生产性服务业与制造业协同集聚的影响

11:00–11:45am Weiguo Wang, Dongbei University of Finance and Economics (王维国, 东北财经大学)
Title:
基于逻辑函数平滑转移模型和截面相关的非线性面板单位根检验

Invited Session 4a (1:30pm—3:15pm; SoE-Room 511; Chair: Nianqing Liu)

1:30–2:15pm Vadim Marmer, University of British Columbia
Title: On Optimal Inference in the Linear IV Regression Model

2:15–3:00pm Jesus Gonzalo, University Carlos III de Madrid
Title: Trends in Distributional Characteristics: Existence of Global Warming

Invited Session 4b (1:30pm—4:45pm; SoE-Room 710; Chair: Dongming Zhu)

1:30–2:15pm Xianbo Zhou, Sun Yat-Sen University (周先波, 中山大学)
Title: Social Network, Internet Use and the Household Stock-market Participation

2:15–3:00pm Dixin Zhang, Nanjing University (张涤新, 南京大学)
Title: 女性高管对公司现金持有价值的影响:基于女性家庭责任感的视角

Tea Break: 3:00-3:15 pm

3:15–4:00pm Yongwei Chen, Zhongnan University of Economics and Law (陈永伟,中南财经政法大学)
Title: 从入贫到脱贫:时间演变特征和决定因素

4:00–4:45pm Huaqing Wu, Hefei University of Technology (吴华清, 合肥工业大学)
Title: Can the Commercial Performance be Compatible with Agricultural Related Service? - Empirical Evidence from Anhui Rural Credit Cooperatives


Invited Session 5a (3:15pm—5:30pm; SoE-Room 511; Chair: Nianqing Liu)

3:15–4:00pm Qihui Chen, Chinese University of Hong Kong, Shenzhen
Title: Robust and Optimal Estimation for Partially Linear Instrumental Variables Models with Partial Identification

4:00–4:45pm Li Zhao, Shanghai Jiao Tong University
Title: An Empirical Study of the Mineral Rights Model: Application to U.S. OCS Auctions

4:45—5:30pm Nianqing Liu, Shanghai University of Finance and Economics
Title: Nonparametric Identification and Estimation of Double Auctions with Bargaining


Invited Session 5b (3:15pm—5:30pm; SoE-Room 801; Chair: Chao Yang)

3:15–4:00pm Xiaodong Liu, University of Colorado Boulder
Title: Simultaneous Equations with Binary Outcomes and Social Interactions

4:00–4:45pm Michael Leung, University of Southern California
Title: Normal Approximation in Strategic Network Formation

4:45—5:30pm Chao Yang, Shanghai University of Finance and Economics
Title: Peer Effects under Endogenous Selection: An Application to Local and Migrant Children in Shanghai Elementary School

Invited Session 5c (3:15pm—5:30pm; SoE-Room 702; Chair: Genxiang Shen)

3:15–4:00pm Xinmin Tian, Capital University of Economics and Business (田新民, 首都经贸大学)
Title: 卖空交易对内幕交易行为的影响研究

4:00–4:45pm Haiqiang Chen, Xiamen University (陈海强,厦门大学)
Title: A Double-weighed Robust Approach of Testing Predictability with Persistent Predictors

4:45—5:30pm Shulan Hu, Zhongnan University of Economics and Law (胡淑兰, 中南财经政法大学)
Title: 基于HMM文本挖掘的系统性金融风险度量研究

Closing Ceremony (5:30—5:45pm, SoE-Room 511; Lung-fei Lee)


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