The Third Joint Aarhus-Xiamen Workshop in Economics
May 11-12, 2013, Xiamen, China
Organizers: The Wang Yanan Institute for Studies in Economics, Xiamen University
Department of Economics and Business, Aarhus University
Venue: Economics Building A501, Xiamen University
8:30 - 8:40 Opening Remarks
8:40 – 10:10 Session 1: Econometrics
Chair: Ying Fang, Xiamen University
[1] “Modelling Changes in the Unconditional Variance of Long Stock Return Series”, Timo Teräsvirta, Aarhus University and Cristina Amado, Aarhus University
[2] “Predictibility of Asset Return over Different Time Horizon: A Nonparametric Approach”, Qingqing Chen, OCC Department of Treasury, U.S. and Yongmiao Hong, Cornell University
[3] “Discrete Heterogeneity and Learning in Auctions: Withering Rationality and Gender Differences”, Jason Shachat, Xiamen University and Lijia Wei, Wuhan University
10:10- 10:40 Workshop Photo and Coffee Break
10:40 - 12:10 Session 2: Microeconomics
Chair: Jason Shachat, Xiamen University
[1] “School Starting Age and Crime”, Marianne Simonsen, Aarhus University, Rasmus Landersoe, Aarhus University and Helena Skyt Nielsen, Aarhus University
[2] “Rural Land Holding and Permanent Rural-Urban Migration in China: Evidence from Field Surveys”, Lei Meng, Xiamen University
[3] “Valuing Public Goods through Demand for Related Commodities”, Ju-Chin Huang, University of New Hampshire, Daigee Shaw, Academia Sinica, Yu-Lan Chien, National Taipei University and Min Qiang Zhao, Xiamen University
14:00 - 15:30 Session 3: Microeconomics
Chair: Kailing Shen, Xiamen University
[1] “Who Is in Control? The Determinants of Patient Adherence with Medication Therapy”, Niels Skipper, Aarhus University, Sergei Koulayev, Keystone Strategy, LLC and Emilia Simeonova, Tufts University
[2] “WTO Accession and Firm-Level Productivity in Chinese Manufacturing”
Loren Brandt, University of Toronto, Johannes van Biesebroeck, Katholieke Universiteit Leuven and CEPR, Luhang Wang, Xiamen University and Yifan Zhang, Lingnan University
[3]“Paperless Tigers: Do Urban Chinese Employers Prefer Temporary Migrants?” Peter Kuhn, University of California, Santa Barbara and Kailing Shen, Xiamen University
15:30 - 15:50 Coffee Break
15:50 – 17:50 Session 4: Econometrics
Chair: Niels Ovesen Nygaard, Aarhus University
[1] “Oracle Inequalities for High Dimensional Vector Autoregressions”, Anders Bredahl Kock, Aarhus University
[2] “Threshold Models with Heterogenous Threshold Values and the Application to Regime-sensitive Taylor Rule”, Haiqiang Chen, Xiamen University, Ming Lin, Xiamen University and Yanli Zhu, Xiamen University
[3] “On Partial Sufficient Dimension Reduction with Applications to Partially Linear Multi-Index Models”, Zhenghui Feng, Xiamen University, Xuerong Meggie Wen, Missouri University of Science and Technolog, Zhou Yu, East China Normal Universit and Lixing Zhu, Hong Kong Baptist University
[4] “A Joint Portmanteau Test for Conditional Mean and Variance Time Series Models”, Carlos Velasco, Universidad Carlos III de Madrid and Xuexin Wang, Xiamen University
8:40 - 10:10 Session 5: Microeconomics
Chair: Cheryl Long, Xiamen University and Colgate University
[1] “The Intergenerational Inequality of Health in China”, Tor Eriksson, Aarhus University, Jay Pan, Sichuan University and Xuezheng Qin, Peking University
[2] “Impact of Climate on the New England Ski Industry”, Laura Beaudin, University of New Hampshire and Ju-Chin Huang, University of New Hampshire
[3] “Judicial Local Protectionism in China: An Empirical Study of Supreme Court IP cases”, Cheryl Long, Xiamen University and Colgate University and Jun Wang, Xiamen University
10:10- 10:30 Coffee Break
10:30 - 12:00 Session 6: Econometrics
Chair: Allan Würtz, Aarhus University
[1] “A New Semiparametric STAR Model with an Application to Forecasting CNY/USD Exchange Rates”, Nan Cai, Xiamen University, and Ying Fang, Xiamen University
[2] “Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications”,
Ying Chen, National University of Singapore and Linlin Niu, Xiamen University
[3] “Characteristic Function Based Testing for Conditional Independence: A Nonparametric Regression Approach”, Xia Wang, Xiamen University and Yongmiao Hong, Cornell University
14:00 A Trip to Quanzhou City
