News & Events

News & Events

Announcements
Location: Home -> News & Events -> Announcements -> Content

Program for Monash-Xiamen Workshop in Econometrics

Date: 2015-11-20 Times:

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

TOP