Program for Monash-Xiamen Workshop in Econometrics

This event is organized by The Wang Yanan Institute for Studies in Economics (WISE), School of Economics (SOE), Xiamen University, and the Department of Econometrics and Business Statistics, Monash University.


MONASH University

XIAMEN University

Joint Workshop on

Economics and 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<span lang="EN-US" style="font-family: 'Arial','sans-serif'; mso-bidi-font-size: 10.5pt; mso-fareast-font-f