| May 30, 2015 | |
|---|---|
| 08:00 to 17:30 | Registration, 25 |
| | |
| 08:50 to 09:00 | Welcome Address, 21 |
| | |
| 09:00 to 09:50 | ET Lecture, 21 |
| | |
| 09:50 to 10:30 | Invited Session I, 21 |
| | |
| 10:30 to 10:40 | break, 23 |
| | |
| 10:40 to 12:00 | Contributed Session I, 24, 26, 28 |
| | |
| 12:00 to 13:10 | lunch, 22, 32, 33 |
| | |
| 13:10 to 14:30 | Invited Session II, 21 |
| | |
| 14:30 to 14:40 | break, 23 |
| | |
| 14:40 to 16:00 | Contributed Session II, 24, 26, 28 |
| | |
| 16:00 to 16:10 | break, 23 |
| | |
| 16:10 to 17:30 | Contributed Session III, 24, 26, 28 |
| | |
| 18:30 to 20:30 | Conference Dinner, Tachikawa Palace Hotel |
| | |
| May 31, 2015 | |
| 08:00 to 16:00 | Registration, 25 |
| | |
| 09:10 to 10:30 | Contributed Session IV, 24, 26, 28 |
| | |
| 10:30 to 10:40 | break, 23 |
| | |
| 10:40 to 12:00 | Contributed Session V, 24, 26, 28 |
| | |
| 12:00 to 13:10 | lunch, 22, 32, 33 |
| | |
| 13:10 to 14:30 | Invited Session III, 21 |
| | |
| 14:30 to 14:40 | break, 23 |
| | |
| 14:40 to 16:00 | Contributed Session VI, 26, 28 |
| | |
| May 30, 2015 | |
| 09:50 to 10:30 | Invited Session I, 21 |
| | |
| Welcome Address 21 May 30, 2015 08:50 to 09:00 | |
|---|---|
| Welcome Address |
| ET Lecture 21 May 30, 2015 09:00 to 09:50 | |
|---|---|
| ET Lecture |
| Invited Session I 21 May 30, 2015 09:50 to 10:30 | |
|---|---|
| Invited Session I |
| Contributed Session I 24, 26, 28 May 30, 2015 10:40 to 12:00 | |
|---|---|
| Social Interactions Model, 24 | |
| Panel Data Analysis I, 26 | |
| Financial Time Series Model, 28 |
| Invited Session II 21 May 30, 2015 13:10 to 14:30 | |
|---|---|
| Invited Session II |
| Contributed Session II 24, 26, 28 May 30, 2015 14:40 to 16:00 | |
|---|---|
| Program Evaluation, 24 | |
| Nonstationary Time Series, 26 | |
| Applied Econometrics, 28 |
| Contributed Session III 24, 26, 28 May 30, 2015 16:10 to 17:30 | |
|---|---|
| Specification Test, 24 | |
| Time Series Analysis, 26 | |
| International Finance and Econometrics, 28 |
| Contributed Session IV 24, 26, 28 May 31, 2015 09:10 to 10:30 | |
|---|---|
| Nonparametric Identification / Partially Identified Models, 24 | |
| Panel Data Analysis II, 26 | |
| Financial Econometrics, 28 |
| Contributed Session V 24, 26, 28 May 31, 2015 10:40 to 12:00 | |
|---|---|
| Nonparametric Estimation of Additive and Non-additive Models, 24 | |
| Spatial Econometrics, 26 | |
| Macroecnomic Time Series, 28 |
| Invited Session III 21 May 31, 2015 13:10 to 14:30 | |
|---|---|
| Invited Session III |
| Contributed Session VI 26, 28 May 31, 2015 14:40 to 16:00 | |
|---|---|
| Panel Data Analysis III, 26 | |
| Bayesian Econometrics and Simulation Methods, 28 |
| Invited Session I 21 May 30, 2015 09:50 to 10:30 | |
|---|---|
| Invited Session I | |
| Invited Session I |
Summary of All Sessions |
|---|
Click here for an index of all participants |
| # | Date/Time | Location | Type | Title | Papers |
|---|---|---|---|---|---|
| 1 | May 30, 2015 8:50-9:00 | 21 | invited | Welcome Address | 0 |
| 2 | May 30, 2015 9:00-9:50 | 21 | invited | ET Lecture | 0 |
| 3 | May 30, 2015 9:50-10:30 | 21 | invited | Invited Session I | 0 |
| 4 | May 30, 2015 10:40-12:00 | 24 | contributed | Social Interactions Model | 4 |
| 5 | May 30, 2015 10:40-12:00 | 26 | contributed | Panel Data Analysis I | 4 |
| 6 | May 30, 2015 10:40-12:00 | 28 | contributed | Financial Time Series Model | 4 |
| 7 | May 30, 2015 13:10-14:30 | 21 | invited | Invited Session II | 0 |
| 8 | May 30, 2015 14:40-16:00 | 24 | contributed | Program Evaluation | 4 |
| 9 | May 30, 2015 14:40-16:00 | 26 | contributed | Nonstationary Time Series | 4 |
| 10 | May 30, 2015 14:40-16:00 | 28 | contributed | Applied Econometrics | 4 |
| 11 | May 30, 2015 16:10-17:30 | 24 | contributed | Specification Test | 4 |
| 12 | May 30, 2015 16:10-17:30 | 26 | contributed | Time Series Analysis | 3 |
| 13 | May 30, 2015 16:10-17:30 | 28 | contributed | International Finance and Econometrics | 3 |
| 14 | May 31, 2015 9:10-10:30 | 24 | contributed | Nonparametric Identification / Partially Identified Models | 4 |
| 15 | May 31, 2015 9:10-10:30 | 26 | contributed | Panel Data Analysis II | 3 |
| 16 | May 31, 2015 9:10-10:30 | 28 | contributed | Financial Econometrics | 4 |
| 17 | May 31, 2015 10:40-12:00 | 24 | contributed | Nonparametric Estimation of Additive and Non-additive Models | 4 |
| 18 | May 31, 2015 10:40-12:00 | 26 | contributed | Spatial Econometrics | 4 |
| 19 | May 31, 2015 10:40-12:00 | 28 | contributed | Macroecnomic Time Series | 4 |
| 20 | May 31, 2015 13:10-14:30 | 21 | invited | Invited Session III | 0 |
| 21 | May 31, 2015 14:40-16:00 | 26 | contributed | Panel Data Analysis III | 4 |
| 22 | May 31, 2015 14:40-16:00 | 28 | contributed | Bayesian Econometrics and Simulation Methods | 4 |
22 sessions, 65 papers, and 0 presentations with no associated papers |
|---|
The 11th International Symposium on Econometric Theory and Applications |
|---|
Detailed List of Sessions |
| Session 1: Welcome Address May 30, 2015 8:50 to 9:00 21 |
|---|
| Session type: invited |
| Session 2: ET Lecture May 30, 2015 9:00 to 9:50 21 |
| Session Chair: William T.M. Dunsmuir (The University of New South Wales)
Speaker: Yuichi Kitamura (Yale University) Title: Nonparametric Approaches to Random Utility Models |
| Session type: invited |
| Session 3: Invited Session I May 30, 2015 9:50 to 10:30 21 |
| Session Chair: William T.M. Dunsmuir (The University of New South Wales)
Speaker: Jun Yu (Singapore Management University) Title: On Bias in the Estimation of Structural Break Points |
| Session type: invited |
| Session 4: Social Interactions Model May 30, 2015 10:40 to 12:00 24 |
| Session Chair: Arthur Lewbel, Boston College |
| Session type: contributed |
| Social Interactions under Incomplete Information with Multiple Equilibria |
| By Chao Yang; Ohio State University |
| Presented by: Chao Yang, Ohio State University |
| Testing for Multiple Equilibria in Continuous Dependent Variables |
| By Zhengfei Yu; UBC |
| Presented by: Zhengfei Yu, UBC |
| A Structural Pairwise Regression Model with Individual Heterogeneity |
| By Zhentao Shi; Yale University |
| Presented by: Zhentao Shi, Yale University |
| Necessary Luxuries: A New Social Interactions Model, Applied to Keeping Up With the Joneses in India |
| By Arthur Lewbel; Boston College |
| Presented by: Arthur Lewbel, Boston College |
| Session 5: Panel Data Analysis I May 30, 2015 10:40 to 12:00 26 |
| Session Chair: Hyungsik Roger Moon, University of Southern California |
| Session type: contributed |
| Determining the Number of Groups in Latent Panel Structures with an Application to Income and Democracy |
| By Xun Lu; Hong Kong University of Science and Tech Liangjun Su; Singapore Management University |
| Presented by: Xun Lu, Hong Kong University of Science and Tech |
| The Determinants of Health Care Expenditure and Trends Analysis of OECD countries: A semiparametric Panel Data Analysis |
| By Ming Kong; Monash University Jiti Gao; Monash University Xueyan Zhao; Monash University |
| Presented by: Ming Kong, Monash University |
| Tests of Block Zero Restrictions in Common Factor Models |
| By Dukpa Kim; Korea University |
| Presented by: Dukpa Kim, Korea University |
| LM Test of Neglected Correlated Random Effects and Its Application |
| By Jinyong Hahn; UCLA Hyungsik Roger Moon; University of Southern California Connan Snider; UCLA |
| Presented by: Hyungsik Roger Moon, University of Southern California |
| Session 6: Financial Time Series Model May 30, 2015 10:40 to 12:00 28 |
| Session Chair: Heejoon Han, Sungkyunkwan University |
| Session type: contributed |
| Likelihood Ratio Based Tests for Markov Regime Switching |
| By Zhongjun Qu; Boston University Fan Zhuo; Boston University |
| Presented by: Fan Zhuo, Boston University |
| Nonparametric Estimation of the Leverage Effect using Information from Derivatives Markets |
| By Ilze Kalnina; University of Montreal Dacheng Xiu; University of Chicago |
| Presented by: Ilze Kalnina, University of Montreal |
| Continuous Time Stochastic Volatility Models with Regime Shifts |
| By Seungmoon Choi; University of Seoul |
| Presented by: Seungmoon Choi, University of Seoul |
| Semiparametric Multiplicative GARCH-X Model: Adopting Economic Variables To Explain Volatility |
| By Heejoon Han; Sungkyunkwan University Dennis Kristensen; University College London |
| Presented by: Heejoon Han, Sungkyunkwan University |
| Session 7: Invited Session II May 30, 2015 13:10 to 14:30 21 |
| Session Chair: Yuichi Kitamura (Yale University)
Speaker 1: William T.M. Dunsmuir (The University of New South Wales) Title: Stochastic Delay Differential Equations as Weak Limits of GARCH Processes Speaker 2: In Choi (Sogang University) A Multilevel Factor Model: Identification, Asymptotic Theory and Applications |
| Session type: invited |
| Session 8: Program Evaluation May 30, 2015 14:40 to 16:00 24 |
| Session Chair: Shin Kanaya, University of Aarhus |
| Session type: contributed |
| Forecasting Treatment Effects |
| By Yu-Chin Hsu; Academia Sinica Tsung-Chih Lai; National Taiwan University Robert Lieli; Central European University and the Nati |
| Presented by: Tsung-Chih Lai, National Taiwan University |
| The Effect of Measurement Error in the Sharp Regression Discontinuity Design |
| By Takahide Yanagi; Hitotsubashi University |
| Presented by: Takahide Yanagi, Hitotsubashi University |
| An Alternative Assumption to Identify LATE in Regression Discontinuity Designs |
| By Yingying Dong; University of California Irvine |
| Presented by: Yingying Dong, University of California Irvine |
| Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets |
| By Shin Kanaya; University of Aarhus |
| Presented by: Shin Kanaya, University of Aarhus |
| Session 9: Nonstationary Time Series May 30, 2015 14:40 to 16:00 26 |
| Session Chair: Mototsugu Shintani, University of Tokyo |
| Session type: contributed |
| Averaging Estimators for Cointegrated Vector Autoregressive Models |
| By Yundong Tu; Guanghua School of Management, Peking University Yanping Yi; Shanghai University of Finance and Economics |
| Presented by: Yanping Yi, Shanghai University of Finance and Economics |
| Determination of Vector Error Correction Models in higher Dimenensions |
| By Chong Liang; Leibniz Universtiy Hannover Melanie Schienle; Leibniz University Hannover |
| Presented by: Chong Liang, Karlsruhe Institute of Technology |
| Fractional Unit Root Tests Allowing for a Structural Change under Both the Null and Alternative Hypotheses |
| By Seong Yeon Chang; Xiamen University Pierre Perron; Boston University |
| Presented by: Seong Yeon Chang, Xiamen University |
| Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component |
| By Pierre Perron; Boston University Mototsugu Shintani; University of Tokyo Tomoyoshi Yabu; Keio University |
| Presented by: Mototsugu Shintani, University of Tokyo |
| Session 10: Applied Econometrics May 30, 2015 14:40 to 16:00 28 |
| Session Chair: Heather Anderson, Monash University |
| Session type: contributed |
| Tests for the Validity of Portfolio or Group Choice in Financial and Panel Regressions |
| By Atsushi Inoue; Vanderbilt University Barbara Rossi; ICREA-Univ. Pompeu Fabra, Barcelona GSE |
| Presented by: Barbara Rossi, ICREA-Univ. Pompeu Fabra, Barcelona GSE |
| Some theoretical results on forecast combinations |
| By Laurent Pauwels; University of Sydney |
| Presented by: Laurent Pauwels, University of Sydney |
| New Methodology for Constructing Real Estate Price Indices Applied to the Singapore Residential Market |
| By Liang Jiang; Singapore Management University |
| Presented by: Liang Jiang, Singapore Management University |
| The Effects of Productivity Gains in Asian Emerging Economies: A Global Perspective. |
| By Taya Dumrongrittikul; University of Queensland Heather Anderson; Monash University Farshid Vahid; Monash University |
| Presented by: Heather Anderson, Monash University |
| Session 11: Specification Test May 30, 2015 16:10 to 17:30 24 |
| Session Chair: Brendan Beare, UCSD |
| Session type: contributed |
| A New Class of Tests for Overidentifying Restrictions |
| By Xuexin Wang; Xiamen University |
| Presented by: Xuexin Wang, Xiamen University |
| Generalized Information Matrix Test for Copulas |
| By Artem Prokhorov; University of Sydney Ulf Schepsmeier; TUM Yajing Zhu; Concordia University |
| Presented by: Artem Prokhorov, University of Sydney |
| Testing the Number of Components in Normal Mixture Regression Models |
| By Hiroyuki Kasahara; University of British Columbia Katsumi Shimotsu; University of Tokyo |
| Presented by: Katsumi Shimotsu, University of Tokyo |
| An improved bootstrap test of density ratio ordering |
| By Brendan Beare; UCSD Xiaoxia Shi; University of Wisconsin at Madison |
| Presented by: Brendan Beare, UCSD |
| Session 12: Time Series Analysis May 30, 2015 16:10 to 17:30 26 |
| Session Chair: Bibo Jiang, Fudan University |
| Session type: contributed |
| Testing for Shifts in Mean with Monotonic Power against Multiple Structural Changes |
| By Daisuke Yamazaki; Hitotsubashi University |
| Presented by: Daisuke Yamazaki, Hitotsubashi University |
| Estimation of Longrun Variance of Continuous Time Stochastic Process Using Discrete Sample |
| By Ye Lu; Indiana University Joon Park; Indiana University |
| Presented by: Ye Lu, Indiana University |
| Test for Stationarity at High Frequency |
| By Bibo Jiang; Fudan University Ye Lu; Indiana University Joon Park; Indiana University |
| Presented by: Bibo Jiang, Fudan University |
| Session 13: International Finance and Econometrics May 30, 2015 16:10 to 17:30 28 |
| Session Chair: Erdenebat Bataa, National University of Mongolia |
| Session type: contributed |
| Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability |
| By Daniel Buncic; University of St. Gallen |
| Presented by: Daniel Buncic, University of St. Gallen |
| Local Deviations from Uncovered Interest Parity: Kernel Smoothing Functions and the Role of Fundamentals |
| By Kun Ho Kim; Hanyang University |
| Presented by: Kun Ho Kim, Hanyang University |
| Changes in International Business Cycle Affiliations |
| By Erdenebat Bataa; National University of Mongolia Denise R. Osborn; Univeristy of Manchester Dick van Dijk; Erasmus University Rotterdam |
| Presented by: Erdenebat Bataa, National University of Mongolia |
| Session 14: Nonparametric Identification / Partially Identified Models May 31, 2015 9:10 to 10:30 24 |
| Session Chair: Hiroaki Kaido, Boston University |
| Session type: contributed |
| Single market nonparametric identification of multi-attribute hedonic equilibrium models |
| By Victor Chernozhukov; MIT Alfred Galichon; Sciences Po Marc Henry; The Pennsylvania State University Brendan Pass; University of Alberta |
| Presented by: Marc Henry, The Pennsylvania State University |
| Identification and Estimation of Production Function with Unobserved Heterogeneity |
| By Hiroyuki Kasahara; University of British Columbia |
| Presented by: Hiroyuki Kasahara, University of British Columbia |
| Model Selection Tests for Conditional Moment Restriction Models |
| By Yu-Chin Hsu; Academia Sinica Xiaoxia Shi; University of Wisconsin at Madison |
| Presented by: Yu-Chin Hsu, Academia Sinica |
| Robust Confidence Regions for Incomplete Models |
| By Larry Epstein; Boston University Hiroaki Kaido; Boston University Kyoungwon Seo; Korea Advanced Institute of Science and |
| Presented by: Hiroaki Kaido, Boston University |
| Session 15: Panel Data Analysis II May 31, 2015 9:10 to 10:30 26 |
| Session Chair: Ping Yu, University of Hong Kong |
| Session type: contributed |
| The Role of STC in International Trade Patterns: A Dynamic Panel Data Analysis with Attrition |
| By Xingang Wang; University of Auckland Xuewan Xu; University of Auckland Ping Yu; University of Hong Kong |
| Presented by: Ping Yu, University of Hong Kong |
| High Dimensional Variable Selection in Dynamic Panel Data Models via GMM Shrinkage Estimation |
| By Liangjun Su; Singapore Management University Xiaoliang Wang; Shanghai Jiao Tong University |
| Presented by: Xiaoliang Wang, Shanghai Jiao Tong University |
| Instrumental Variable Estimation of Panel Data Models with Weakly Exogenous Variables |
| By Joerg Breitung; University of Cologne Kazuhiko Hayakawa; Hiroshima University Meng Qi; Hiroshima University |
| Presented by: Meng Qi, Hiroshima University |
| Session 16: Financial Econometrics May 31, 2015 9:10 to 10:30 28 |
| Session Chair: George Tauchen, Duke University |
| Session type: contributed |
| Real Time Monitoring for Abnormal Events: an Application to Influenza Outbreaks |
| By Yao Rao; The University of Liverpool Brendan McCabe; University of Liverpool |
| Presented by: Yao Rao, The University of Liverpool |
| Optimal Conditional Hedge Ratio: A Simple Shrinkage Estimation Approach |
| By Myeong Jun Kim; Korea University |
| Presented by: Myeong Jun Kim, Korea University |
| A Study on Market Microstructure Noise |
| By Yingjie DONG; Singapore Management University |
| Presented by: Yingjie DONG, Singapore Management University |
| Jump Regressions |
| By Jia Li; Duke University Viktor Todorov; Northwestern University George Tauchen; Duke University |
| Presented by: George Tauchen, Duke University |
| Session 17: Nonparametric Estimation of Additive and Non-additive Models May 31, 2015 10:40 to 12:00 24 |
| Session Chair: Jen-Che Liao, Academia Sinica |
| Session type: contributed |
| On the Validity of the Pairs Bootstrap for Lasso Estimators |
| By Lorenzo Camponovo; University of St.Gallen |
| Presented by: Lorenzo Camponovo, University of St.Gallen |
| Semiparametric Estimation of a Panel Data Model without Monotonicity or Separability |
| By Songnian Chen; HKUST Xi Wang; HKUST |
| Presented by: Xi Wang, HKUST |
| Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective |
| By Michael Fan; Xiamen University |
| Presented by: Michael Fan, Xiamen University |
| Nonparametric Additive Quantile Regression with Generated Regressors |
| By Jen-Che Liao; Academia Sinica |
| Presented by: Jen-Che Liao, Academia Sinica |
| Session 18: Spatial Econometrics May 31, 2015 10:40 to 12:00 26 |
| Session Chair: Xi Qu, Shanghai Jiao Tong University |
| Session type: contributed |
| Adaptive estimation under pure spatial autoregressive model |
| By Jungyoon Lee; New College of the Humanities |
| Presented by: Jungyoon Lee, New College of the Humanities |
| Autoregressive Spectral Estimates for Stationary Spatial Processes |
| By Abhimanyu Gupta; Essex University |
| Presented by: Abhimanyu Gupta, Essex University |
| Indirect Inference in Spatial Autoregression |
| By Maria Kyriacou; University of Southampton Peter Phillips; Yale University FRANCESCA ROSSI; University of Southampton |
| Presented by: Maria Kyriacou, University of Southampton |
| 2SIV Estimation of A Dynamic Spatial Panel Data Model with Endogenous Spatial Weight Matrices |
| By Lung-fei Lee; Ohio State University Xi Qu; Shanghai Jiao Tong University Xiaoliang Wang; Shanghai Jiao Tong University |
| Presented by: Xi Qu, Shanghai Jiao Tong University |
| Session 19: Macroecnomic Time Series May 31, 2015 10:40 to 12:00 28 |
| Session Chair: Ruey Yau, National Central University |
| Session type: contributed |
| Regression-Based Mixed Frequency Granger Causality Tests |
| By Eric Ghysels; UNC Jonathan Hill; University of North Carolina Kaiji Motegi; Waseda University |
| Presented by: Kaiji Motegi, Waseda University |
| Testing for Identi cation in Structural Vector Autoregressions with GARCH Residuals |
| By Helmut Lütkepohl; DIW Berlin George Milunovich; Macquarie University |
| Presented by: George Milunovich, Macquarie University |
| Wicksell versus Taylor: A Quest for Determinacy and the (Ir)relevance of the Taylor Principle |
| By Rodrigo Caputo; Banco Central de Chile |
| Presented by: Rodrigo Caputo, Banco Central de Chile |
| Estimating Monthly GDP for a Small Open Economy: Structural versus Reduced-Form Mix-Frequency Models |
| By Ruey Yau; National Central University |
| Presented by: Ruey Yau, National Central University |
| Session 20: Invited Session III May 31, 2015 13:10 to 14:30 21 |
| Session Chair: In Choi (Sogang University)
Speaker 1: Graham Elliott (University of California, San Diego) Title: An Overview of Forecasting Using Model Combination Speaker 2: Simon Lee (Seoul National University) Title: Optimal Data Collection in Randomized Experiments |
| Session type: invited |
| Session 21: Panel Data Analysis III May 31, 2015 14:40 to 16:00 26 |
| Session Chair: Yoosoon Chang, Indiana University |
| Session type: contributed |
| A Semiparametric Panel Approach to Mortality Modeling |
| By HAN LI; Monash University COLIN O'HARE; Monash University XIBIN ZHANG; Monash University |
| Presented by: HAN LI, Monash University |
| Panel data models with grouped factor structure under unknown group membership |
| By Tomohiro Ando; Keio Univesity Jushan Bai; Columbia University |
| Presented by: Tomohiro Ando, Keio Univesity |
| Sieve Estimation of Time-Varying Panel Data Models with Latent Structures |
| By Liangjun Su; Singapore Management University |
| Presented by: Liangjun Su, Singapore Management University |
| Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand |
| By Yoosoon Chang; Indiana University Yongok Choi; Korea Development Institute Chang Sik Kim; Sungkyunkwan University J. Isaac Miller; University of Missouri Joon Park; Indiana University |
| Presented by: Yoosoon Chang, Indiana University |
| Session 22: Bayesian Econometrics and Simulation Methods May 31, 2015 14:40 to 16:00 28 |
| Session Chair: Kirill Evdokimov, Princeton University |
| Session type: contributed |
| Empirical Bayes Methods for Dynamic Factor Models |
| By Siem Jan Koopman; VU University Amsterdam Geert Mesters |
| Presented by: Geert Mesters, |
| Estimation of Inefficiency in Stochastic Frontier Models: A Bayesian Kernel Approach |
| By Chuan Wang; Monash University |
| Presented by: Chuan Wang, Monash University |
| The Effects of Fiscal Policy under the Zero Lower Bound of Nominal Interest Rate in Japan:Time-Varying Parameters Vector Autoregrresion Approach |
| By Hiroshi Morita; Hitotsubashi University |
| Presented by: Hiroshi Morita, Hitotsubashi University |
| Efficient Estimation with Finite Number of Simulation Draws per Observation |
| By Kirill Evdokimov; Princeton University |
| Presented by: Kirill Evdokimov, Princeton University |
| # | Participant | Roles in Conference |
|---|---|---|
| 1 | Anderson, Heather | C10, P10 |
| 2 | Ando, Tomohiro | P21 |
| 3 | Bataa, Erdenebat | C13, P13 |
| 4 | Beare, Brendan | C11, P11 |
| 5 | Buncic, Daniel | P13 |
| 6 | Camponovo, Lorenzo | P17 |
| 7 | Caputo, Rodrigo | P19 |
| 8 | Chang, Yoosoon | C21, P21 |
| 9 | Chang, Seong Yeon | P9 |
| 10 | Choi, Seungmoon | P6 |
| 11 | DONG, Yingjie | P16 |
| 12 | Dong, Yingying | P8 |
| 13 | Evdokimov, Kirill | C22, P22 |
| 14 | Fan, Michael | P17 |
| 15 | Gupta, Abhimanyu | P18 |
| 16 | Han, Heejoon | C6, P6 |
| 17 | Henry, Marc | P14 |
| 18 | Hsu, Yu-Chin | P14 |
| 19 | Jiang, Liang | P10 |
| 20 | Jiang, Bibo | C12, P12 |
| 21 | Kaido, Hiroaki | C14, P14 |
| 22 | Kalnina, Ilze | P6 |
| 23 | Kanaya, Shin | C8, P8 |
| 24 | Kasahara, Hiroyuki | P14 |
| 25 | Kim, Kun Ho | P13 |
| 26 | Kim, Myeong Jun | P16 |
| 27 | Kim, Dukpa | P5 |
| 28 | Kong, Ming | P5 |
| 29 | Kyriacou, Maria | P18 |
| 30 | Lai, Tsung-Chih | P8 |
| 31 | Lee, Jungyoon | P18 |
| 32 | Lewbel, Arthur | C4, P4 |
| 33 | LI, HAN | P21 |
| 34 | Liang, Chong | P9 |
| 35 | Liao, Jen-Che | C17, P17 |
| 36 | Lu, Xun | P5 |
| 37 | Lu, Ye | P12 |
| 38 | Mesters, Geert | P22 |
| 39 | Milunovich, George | P19 |
| 40 | Moon, Hyungsik Roger | C5, P5 |
| 41 | Morita, Hiroshi | P22 |
| 42 | Motegi, Kaiji | P19 |
| 43 | Pauwels, Laurent | P10 |
| 44 | Prokhorov, Artem | P11 |
| 45 | Qi, Meng | P15 |
| 46 | Qu, Xi | C18, P18 |
| 47 | Rao, Yao | P16 |
| 48 | Rossi, Barbara | P10 |
| 49 | Shi, Zhentao | P4 |
| 50 | Shimotsu, Katsumi | P11 |
| 51 | Shintani, Mototsugu | C9, P9 |
| 52 | Su, Liangjun | P21 |
| 53 | Tauchen, George | C16, P16 |
| 54 | Wang, Chuan | P22 |
| 55 | Wang, Xuexin | P11 |
| 56 | Wang, Xi | P17 |
| 57 | Wang, Xiaoliang | P15 |
| 58 | Yamazaki, Daisuke | P12 |
| 59 | Yanagi, Takahide | P8 |
| 60 | Yang, Chao | P4 |
| 61 | Yau, Ruey | C19, P19 |
| 62 | Yi, Yanping | P9 |
| 63 | Yu, Ping | C15, P15 |
| 64 | Yu, Zhengfei | P4 |
| 65 | Zhuo, Fan | P6 |
This program was last updated on 2015-05-19 20:14:57 EDT