The 6th Shanghai Econometrics Workshop
The School of Economics, SUFE
Key Laboratory of Mathematical Economics (SUFE) Ministry of Education
June 22-23, 2016
Program
June 21st Tuesday
6:30pm Welcome Dinner, 2nd Floor, Yifu Lou Restaurant (怡福楼, 350 Wudong Road)
Day 1: June 22nd Wednesday
8:30--8:45am Opening Ceremony (SoE-Room 511;)
Invited Session 1 (8:45--12:15pm; SoE-Room 511; )
8:45--9:30am Marc Henry, Pennsylvania State University
Single Market Nonparametric Identification of Multi-attribute Hedonic Equilibrium Models
9:30--10:15am Emmanuel Guerre, University of London, Queen Mary
Quantile Regression Methods for First-price Auction: A Signal Approach
10:15--10:30am Group Photo (in front of the School of Economics Building)
Tea Break: 10:30--10:45am
10:45--11:30am Arthur Lewbel, Boston College
Nonlinear Random Coefficients
11:30--12:15am Zhijie Xiao, Boston College
A Dynamic Model for Analyst Recommendations in Financial Market
Lunch: 12:15--1:30pm
Invited Session 2a (1:30--3:00pm; SoE-Room 511; Chair: Chao Yang)
1:30--2:15pm Stepana Lazarova, University of London, Queen Mary
Data-driven GMM test for parameter instability
2:15--3:00pm Chih-Sheng Hsieh, Chinese University of Hong Kong
Smoking Initiation: Peers and Personality
Invited Session 2b (1:30--3:00pm; SoE-Room 710; Chair: Hanghui Zhang)
1:30--2:15pm Ruijun Bu, University of Liverpool
Nonparametrically Transformed Recurrent Diffusions: Identification, Estimation and Application
2:15--3:00pm Yu-Chin Hsu, Academia Sinica
Testing for Generalized Regression Monotonicity
Invited Session 2c (Chinese session; 1:30--3:45pm; SoE-Room 412; Chair: 孙燕)
1:30--2:15pm Shiyi Chen, Fudan University (陈诗一，复旦大学)
“中国资源配置效率动态演化及分解研究：纳入能源要素的新视角（1998-2013）”
2:15--3:00pm Xiaotong Zhang, Nankai University (张晓峒，南开大学)
“非平稳面板数据离散选择模型的Wald统计量研究”
Tea Break: 3:00--3:15pm
Invited Session 3 (3:15--5:30pm; SoE-Room 511; )
3:15--4:00pm Shakeeb Khan, Duke University
Adaptive Rank Inference in Semiparametric Multinomial Response Models
4:00--4:45pm Yixiao Sun, UC, San Diego
Asymptotic F and t tests in the GMM Framework
4:45--5:30pm Liangjun Su, Singapore Management University
On Time-Varying Factor Models: Estimation and Testing
5:50pm Departure for Dinner
Dinner: 6:45pm
Day 2: June 23rd Thursday
Invited Session 4a: (9:00--12:15pm; SoE-Room 511; Chair: Nianqing Liu)
9:00--9:45am Songnian Chen, Hong Kong University of Science and Technology
Semiparametric Estimation of a Panel Data Model without Monotonicity or Separability
9:45--10:30am Tao Yang, Australia National University
Asymptotic Trimming and Rate Adaptive Inference for Endogenous Selection Estimates
Tea Break: 10:30--10:45am
10:45--11:30am Yao Luo, University of Toronto
Identification of First-Price Auctions with Discrete Unobserved Heterogeneity and Risk Aversion
11:30--12:15pm Nianqing Liu, Shanghai University of Finance and Economics
Nonparametric Tests for Monotonicity of Bidding Strategy in First-price Auctions
Invited Session 4b: (9:00--12:15pm; SoE-Room 710; Chair: Jiawen Xu)
9:00--9:45am Sainan Jin, Singapore Management University
Sieve Estimation of Time-Varying Panel Data Models with Latent Structures
9:45--10:30am Qiankun Zhou, Binghamton University
Estimation of Dynamic Panel Data Models with Interactive Effects: Quasi-differencing over Time or Pairwise?
Tea Break: 10:30--10:45am
10:45--11:30am Heng Chen, Bank of Canada
Set Identification and Estimation of Dynamic Quantile Models from Repeated Cross-Sections
11:30--12:15pm Ruixuan Liu, Emroy University
Identification of Mixed Hitting-Time Models with Two-Sided Exits
Invited Session 4c: (Chinese session; 9:00--12:15pm; SoE-Room 412; Chair: Dongming Zhu)
9:00--9:45am Pingfang Zhu, Shanghai Academy of Social Sciences (朱平芳，上海社会科学院)
“中国工业行业间R&D溢出效应研究”
9:45--10:30am Weiguo Wang, Dongbei University of Finance and Economics (王维国，东北财经大学)
“生育政策、人口结构优化与经济增长——基于中国与OECD国家间的比较分析”
Tea Break: 10:30--10:45am
10:45--11:30am Shaoping Wang, Huazhong University of Science and Technology (王少平，华中科技大学)
“中国经济增长的长期趋势与经济新常态的数量描述”
11:30--12:15pm Xianbo Zhou, Sun Yat-sen University (周先波，中山大学)
Nonparametric Estimation of Truncated Regression Models with Heteroskedasticity
Lunch: 12:15--1:30pm
Session 5a: (1:30--4:45pm; SoE-Room 511; Chair: Fei Jin)
1:30--2:15pm Zhenlin Yang, Singapore Management University
Initial-Condition Free Inferences for Fixed Effects Dynamic Panel Data Models with Non-Spherical Errors
2:15--3:00pm Fei Jin, Shanghai University of Finance and Economics
Estimation and tests of spatial autoregressive models: Martingales, OPG, and GEL
Tea Break: 3:00--3:15pm
3:15--4:00pm Jiawen Xu, Shanghai University of Finance and Economics
Forecasting in the Presence of In-Sample and Out-of-Sample Breaks
4:00--4:45pm Xiaojun Song, Peking University
Measuring (Nonlinear) Granger Causality in Quantiles
Invited Session 5b: (Chinese session; 1:30--4:45pm; SoE-Room 710; Chair: Genxiang Shen)
1:30--2:15pm Zhonglin Bai, Tianjin University of Finance and Economics (白仲林，天津财经大学)
“估计DSGE模型脉冲响应函数的EM算法及其应用”
2:15—3:00pm Yongwei Chen, Zhongnan University of Economics and Law (陈永伟，中南财经政法大学)
“有序probit模型中的非线性结构变化检验”
3:00–3:45pm Dixin Zhang, Nanjing University (张涤新，南京大学)
基于风险-收益优化配置的因子组合定价模型及应用
4:45--5:00pm Closing Ceremony (SoE-Room 511; ）
5:00pm Departure for Dinner
Dinner: 6:00pm
