The 7th Shanghai Econometrics Workshop

The School of Economics, SUFE

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

June 16-17, 2017


June 15th Thursday

6:30pm Welcome Dinner

Day 1: June 16th Friday

9:00–9:15 am Opening Ceremony (SoE-Room 511; Kevin Huang)

Invited Session 1 (9:15am—12:30pm; SoE-Room 511; Chair: Xiaohong Chen)

9:15–9:55am Elie Tamer, Harvard University

Title: Inference on Auctions with General Information Structures

9:55–10:35am Shakeeb Khan, Boston College

Title: Adaptive Inference in Semiparametric Multinomial Response Models

10:35—10:55am Group Photo (in front of the School of Economics Building)

Tea Break: 10:55-11:10 am

11:10–11:50am Yoon-Jae Whang, Seoul National University

Title: Inference on distribution functions under measurement error

11:50am—12:30pm Matthew Shum, California Institute of Technology

Title: Yogurts Choose Consumers? Identification of Random Utility Models via Two-Sided Matching

Lunch: 12:30–1:50 pm

Invited Session 2a (1:50—5:30pm; SoE-Room 511; Chair: Nianqing Liu)

1:50–2:30pm Myung Hwan Seo, Seoul National University

Title: Robust inference and testing of continuity in threshold regression models

2:30—3:10pm Haiqing Xu, University of Taxes Austin

Title: Testing for unobserved heterogeneous treatment effects

Tea Break: 3:10-3:30pm

3:30–4:10pm Yuya Sasaki, Johns Hopkins University

Title: A Unified Robust Bootstrap Method for Sharp/Fuzzy Mean/Quantile Regression Discontinuity/Kink Designs

4:10–4:50pm Ming He, University of Technology Sydney

Title: Optimal Budget Allocation to Social Treatment Programs

4:50—5:30pm Yichong Zhang, Singapore Management University

Title: Non-separable Models with High-dimensional Data

Invited Session 2b (1:50—4:50pm; SoE-Room 710; Chair: Hanghui Zhang)

1:50–2:30pm Yingying Dong, University of California Irvine

Title: Regression Discontinuity Designs with a Continuous Treatment

2:30—3:10pm Wendun Wang, Erasmus University Rotterdam

Title: Heterogenous structural breaks in panel data models

Tea Break: 3:10-3:30pm

3:30–4:10pm Yu Zhu, Bank of Canada

Title: Robust Inference in First-Price Auctions: Experimental Findings As Identifying Restrictions

4:10–4:50pm Heng Chen, Bank of Canada

Title: Robust wavelet-based test for an abrupt mean shift in the presence of unknown smooth trend and long-memory errors

Invited Session 2c (Chinese session; 1:50—5:30pm; SoE-Room 702; Chair: 孙燕)

1:50–2:30pm Jinquan Liu, Jilin University (刘金全,吉林大学)

Title: 需求冲击与供给冲击下中国经济波动机制研究

2:30—3:10pm Ying Fang, Xiamen University (方颖,厦门大学)

Title: 中国排污收费政策治污效果的检验--基于省际污染数据的实证分析

Tea Break: 3:10-3:30pm

3:30–4:10pm Xianbo Zhou, Sun Yat-Sen University (周先波,中山大学)

Title: Semiparametric estimation of a censored regression model subject to nonparametric sample selection

4:10–4:50pm Jisheng Yang, Huazhong University of Science and Technology (杨继生,华中科技大学)

Title: 民营制造企业的桎梏:用工成本还是宏观税负?

4:50—5:30pm Pingfang Zhu, Shanghai Academy of Social Sciences(朱平芳,上海社科院)

Title:  研发费用加计扣除政策对产业创新的影响——以高技术企业为例

5:50pm Departure for Dinner

Dinner: 6:40pm

Day 2: June 17thSaturday

Invited Session 3 (9:00am--12:00pm; SoE-Room 511; Chair: Yanqin Fan)

9:00–9:40am Peter Robinson, London School of Economics

Title: Adaptive Estimation in Multiple Time Series with Independent Component Errors

9:40–10:20am Zhijie Xiao, Boston College

Title: Hybrid Conditional Quantile Estimation for Time Series Models with Conditional Heteroscedasticity

Tea Break: 10: 20-10:40am

10:40–11:20am Edward Vytlacil, Yale University

Title: Instrumental Variables, Monotonicity, and the Sign of the Average Treatment Effect

11:20am-12:00 pm Yingyao Hu, Johns Hopkins University

Title: Dynamic Decisions under Subjective Beliefs: A Structural Analysis

Lunch: 12:00–1:30pm

Invited Session 4a: (1:30—5:10pm; SoE-Room 511; Chair: Yanping Yi)

1:30–2:10pm Liang Chen, Shanghai University of Finance and Economics

Title: Quantile Factor Models

2:10—2:50pm Fa Wang, Shanghai University of Finance and Economics

Title: Maximum likelihood estimation and inference for high dimensional nonlinear factor models

Tea Break: 2:50-3:10pm

3:10–3:50pm Kai Yang, Shanghai University of Finance and Economics

Title: Estimation of Dynamic Panel Spatial Vector Autoregression: Stability, Spatial Cointegration and Explosion

3:50–4:30pm Chao Yang, Shanghai University of Finance and Economics

Title : Tobit Models with Social Interactions: Complete vs Incomplete Information

4:30—5:10pm Yanping Yi, Shanghai University of Finance and Economics

Title : Estimation of Multivariate Semiparametric GARCH Filtered Copula Models

Invited Session 4b: (Chinese session; 1:30—5:10pm; SoE-Room 710; Chair: 沈根祥)

1:30–2:10pm Yutian Zhou, Academia Sinica (周雨田,台湾中央研究院)

Title: Risk Evaluations with Robust Approximate Factor Models

2:10—2:50pm Shiyi Chen, Fudan University (陈诗一,复旦大学)

Title: 雾霾污染、政府治理与中国经济发展

Tea Break: 2:50-3:10pm

3:10–3:50pm Shaoping Wang, Huazhong University of Science and Technology (王少平,华中科技大学)

Title: 中国资本市场干预的反事实仿真及其监管建议

3:50–4:30pm Zhanfeng Li, Zhongnan University of Economics and Law (李占风,中南财经政法大学)

Title: 企业家精神对经济增长的影响 —基于空间杜宾模型的研究

4:30—5:10pm Huaqing Wu, Hefei University of Technology (吴华清,合肥工业大学)

Title: 企业入驻高新技术园区提高了创新绩效吗?——基于倾向得分匹配的实证研究

Invited Session 4c: (Chinese session; 1:30—5:10pm; SoE-Room 702; Chair: Dongming Zhu)

1:30–2:10pm Weiguo Wang, Dongbei University of Finance and Economics (王维国,东北财经大学)

Title: 育龄延迟提高了城镇职业女性的教育收益率吗?

2:10—2:50pm Xiaotong Zhang, Nankai University (张晓峒,南开大学)

Title: 中国假日效应处理与三种季节调整方法

Tea Break: 2:50-3:10pm

3:10–3:50pm Wenju Wang, Beijing Wuzi University (王文举,北京物资学院)

Title: 基于责任原则的中国区域初始碳配额分配机制研究

3:50–4:30pm Dixin Zhang, Nanjing University (张涤新,南京大学)

Title: Corruption of Chinese Officials—under the Influence of Alienation of Boomerang Child

4:30—5:10pm Xinmin Tian, Capital University of Economics and Business (田新民,首都经贸大学)

Title: 融资融券制度对证券市场影响研究

5:10—5:25pm Closing Ceremony (SoE-Room 511; Lung-fei Lee)

5:30pm Departure for Dinner

Dinner:  6:40 pm 

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