The 18th International Symposium on Econometric Theory and Applications

May 28, 2024
Time	Location	Event
18:00 to 20:30	Courtyard by Marriott Taipei (Nangang), 7F, Sunrise All Day Dining (旭日全日餐廳)	Welcome Reception (Presenters & Invited Guests Only), Courtyard by Marriott Taipei (Nangang), 7F, Sunrise All Day Dining (旭日全日餐廳)
May 29, 2024
Time	Location	Event
09:20 to 09:30		Opening Remarks
09:30 to 10:20	Conference Room 1	Keynote 1 (IEAS Lecture), Conference Room 1
10:20 to 10:40		Coffee Break
10:40 to 12:00	see below	Parallel Session 1, Conference Room 1,2,3,4
12:00 to 13:00		Lunch
13:00 to 14:00	see below	Parallel Session 2, Conference Room 1,2,3,4
14:00 to 14:20		Coffee Break
14:20 to 15:20	see below	Parallel Session 3, Conference Room 1,2,3,4
15:20 to 15:40		Coffee Break
15:40 to 17:00	Conference Room 1	Plenary Session 1, Conference Room 1
18:30 to 20:00	Sheraton Grand Taipei Hotel (1F)	Conference Dinner, Sheraton Grand Taipei Hotel (1F)
May 30, 2024
Time	Location	Event
09:30 to 10:20	Conference Room 1	Keynote 2 (ET Lecture), Conference Room 1
10:20 to 10:40		Coffee Break
10:40 to 12:00	Conference Room 1	Plenary Session 2, Conference Room 1
12:00 to 13:00		Lunch
13:00 to 14:00	see below	Parallel Session 4, Conference Room 1,2,3,4
14:00 to 14:20		Coffee Break
14:20 to 15:40	see below	Parallel Session 5, Conference Room 1,2,3,4
15:40 to 16:00		Coffee Break
16:00 to 16:50	Conference Room 1	Keynote 3 (SETA Lecture), Conference Room 1
16:50 to 17:00	Conference Room 1	Conclusion Remarks, Conference Room 1

Summary of All Sessions
Click here for an index of all participants

#	Date/Time	Type	Title/Location	Papers
1	May 29, 2024 9:30-10:20	invited	Keynote 1 (IEAS Lecture)     Location: conference room 1	1
2	May 29, 2024 10:40-12:00	contributed	Theoretical Econometrics     Location: conference room 1	3
3	May 29, 2024 10:40-12:00	contributed	Macroeconometrics     Location: conference room 2	4
4	May 29, 2024 10:40-12:00	contributed	Finance     Location: conference room 3	4
5	May 29, 2024 10:40-12:00	contributed	Microeconometrics (I)     Location: conference room 4	4
6	May 29, 2024 13:00-14:00	contributed	Applied Macroeconometrics (I)     Location: conference room 1	3
7	May 29, 2024 13:00-14:00	contributed	Econometric Theory     Location: conference room 2	3
8	May 29, 2024 13:00-14:00	contributed	Forecasting     Location: conference room 3	3
9	May 29, 2024 13:00-14:00	contributed	Bayesian Econometrics     Location: conference room 4	3
10	May 29, 2024 14:20-15:20	contributed	Macroeconomics     Location: conference room 1	3
11	May 29, 2024 14:20-15:20	contributed	Time Series Analysis (I)     Location: conference room 2	3
12	May 29, 2024 14:20-15:20	contributed	Applied Econometrics     Location: conference room 3	3
13	May 29, 2024 14:20-15:20	contributed	Program Evaluation     Location: conference room 4	3
14	May 29, 2024 15:40-17:00	invited	Plenary Session 1     Location: conference room 1	2
15	May 30, 2024 9:30-10:20	invited	Keynote 2 (ET Lecture)     Location: conference room 1	1
16	May 30, 2024 10:40-12:00	invited	Plenary Session 2     Location: conference room 1	2
17	May 30, 2024 13:00-14:00	contributed	Time Series Analysis (II)     Location: conference room 1	3
18	May 30, 2024 13:00-14:00	contributed	Treatment Effect Models     Location: conference room 2	3
19	May 30, 2024 13:00-14:00	contributed	Predictions     Location: conference room 3	3
20	May 30, 2024 13:00-14:00	contributed	Applied Macroeconometrics (II)     Location: conference room 4	3
21	May 30, 2024 14:20-15:40	contributed	Applied Macroeconometrics (III)     Location: conference room 1	4
22	May 30, 2024 14:20-15:40	contributed	Microeconometrics (II)     Location: conference room 2	4
23	May 30, 2024 14:20-15:40	contributed	Econometric Methods     Location: conference room 3	4
24	May 30, 2024 14:20-15:40	contributed	Empirical Analysis     Location: conference room 4	4
25	May 30, 2024 16:00-16:50	invited	Keynote 3 (SETA Lecture)     Location: conference room 1	1

 

25 sessions, 74 papers, and 0 presentations with no associated papers

The 18th International Symposium on Econometric Theory and Applications
Detailed List of Sessions

Session 1: Keynote 1 (IEAS Lecture) May 29, 2024 9:30 to 10:20 Location: conference room 1
Session Chair: Yu-Chin Hsu, Academia Sinica
Session type: invited
Diagnostic Tests for Lack of Identification in GMM Models
presented by: Stephen Donald, University of Texas at Austin
Session 2: Theoretical Econometrics May 29, 2024 10:40 to 12:00 Location: conference room 1
Session Chair: Tong Li, Vanderbilt University
Session type: contributed
Robust Caliper Tests
presented by: Nikolay Kudrin, Queen's University
What Do We Get from Two-Way Fixed Effects Regressions? Implications from Numerical Equivalence
presented by: Shoya Ishimaru, Hitotsubashi University
Instrumented Difference-in-Differences with heterogeneous treatment effects
presented by: Miyaji Sho, The University of Tokyo
Session 3: Macroeconometrics May 29, 2024 10:40 to 12:00 Location: conference room 2
Session Chair: Yoosoon Chang, Indiana University
Session type: contributed
Systemic Influence in Systematic Break: Granular Time Series Detection
presented by: So Jin Lee, University of Mannheim
Frequency Selection in Macroeconometrics
presented by: Regis Barnichon, FRB of San Francisco
Sovereign Default and Labor Market Dynamics
presented by: Hewei Shen, University of Oklahoma
The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve
presented by: Yoosoon Chang, Indiana University
Session 4: Finance May 29, 2024 10:40 to 12:00 Location: conference room 3
Session Chair: Bonsoo Koo, Monash University
Session type: contributed
Detailed Decomposition on Earnings Management Distribution – the Unconditional Quantile Regression Analyses
presented by: Mei Hsu, National Taiwan Normal University
A Study on Asset Price Bubble Dynamics: Explosive Trend or Quadratic Variation?
presented by: Simon Kwok, The University of Sydney
The Effect of Capital Gains Taxation on Housing Sales: Evidence from Taiwan
presented by: Shian Chang, National Taiwan University
Large-scale Portfolio Selection via Regularization Ensemble
presented by: Bonsoo Koo, Monash University
Session 5: Microeconometrics (I) May 29, 2024 10:40 to 12:00 Location: conference room 4
Session Chair: Ryo Okui, University of Tokyo
Session type: contributed
Nonparametric and Semiparametric Estimation of Upward Rank Mobility Curves
presented by: Tsung-Chih Lai, National Chung Cheng University
Robust Inference for GMM with Possibly Nonsmooth Moments
presented by: Seojeong Lee, Seoul National University
Estimating Panel Data Models With Common Factors: A Mundlak Projection Approach
presented by: Qu Feng, Nanyang Technological University, Singapore
Instrumental Variables Estimation for Infinite Order Panel Autoregressive Processes
presented by: Ryo Okui, University of Tokyo
Session 6: Applied Macroeconometrics (I) May 29, 2024 13:00 to 14:00 Location: conference room 1
Session Chair: Shu-Chun Yang, Academia Sinica
Session type: contributed
Overbuilding and Underinvestment over Housing Boom-Bust Cycles
presented by: Xiang Shi, Hong Kong University of Science and Technology
What Can We Learn about Inflation from a Regime Switching Model?
presented by: Ruoyun Mao, University of Arkansas
Turbulent Business Cycles
presented by: Ding Dong, The Hong Kong University of Science and Technology
Session 7: Econometric Theory May 29, 2024 13:00 to 14:00 Location: conference room 2
Session Chair: Xiaoxia Shi, University of Wisconsin at Madison
Session type: contributed
On the Inconsistency of Cluster-Robust Inference and How Subsampling Can Fix It
presented by: Harold Chiang, University of Wisconsin-Madison
Beyond Sparsity: Local Projections Inference with High-Dimensional Covariates
[slides]
presented by: Jooyoung Cha, Vanderbilt University
Estimation of Dynamic Factor Models in Time Domain
presented by: Sangmyung Ha, Indiana University
Session 8: Forecasting May 29, 2024 13:00 to 14:00 Location: conference room 3
Session Chair: Robert Lieli, Central European University
Session type: contributed
Predictive Regression Models with Functional Predictors: Theory and Application to Forecasting with Economic News
presented by: Won-Ki Seo, University of Sydney
Bregman Model Averaging for Forecast Combination
presented by: Jiun-Hua Su, Academia Sinica
Forecasting with Feedback
presented by: Robert Lieli, Central European University
Session 9: Bayesian Econometrics May 29, 2024 13:00 to 14:00 Location: conference room 4
Session Chair: Denis Tkachenko, National University of Singapore
Session type: contributed
Bundle Demand Model for Panel Data with Endogenous Regressors
presented by: Tao Sun, University of Melbourne
Robust Bayesian Method for Refutable Models
presented by: Moyu Liao, The University of Sydney
Feedback in Regime Formation
presented by: Naoya Nagasaka, Indiana University
Session 10: Macroeconomics May 29, 2024 14:20 to 15:20 Location: conference room 1
Session Chair: Donghoon Yoo, Institute of Economics, Academia Sinica
Session type: contributed
Social Network and Industrial Policy: Japan’s Camphor Monopoly in Colonial Taiwan
presented by: Yi-Fan Chen, National University of Kaohsiung
Consumer Bankruptcy: the Role of Financial Frictions
presented by: Tsung-Hsien Li, Academia Sinica
Overreaction and Macroeconomic Fluctuation of the External Balance
presented by: Donghoon Yoo, Institute of Economics, Academia Sinica
Session 11: Time Series Analysis (I) May 29, 2024 14:20 to 15:20 Location: conference room 2
Session Chair: Tatsushi Oka, Keio University
Session type: contributed
Identifying News Shocks from Forecasts
presented by: Jonathan Adams, University of Florida
Inference in Predictive Quantile Regressions
presented by: Katsumi Shimotsu, University of Tokyo
Distributional Vector Autoregression: Eliciting Macro and Financial Dependence
presented by: Tatsushi Oka, Keio University
Session 12: Applied Econometrics May 29, 2024 14:20 to 15:20 Location: conference room 3
Session Chair: Kevin Staub, The University of Melbourne
Session type: contributed
Social Influence in Household Equity Investment: Evidence from Randomized Military Drafts
presented by: Chih-Ching Hung, National Taiwan University
Selecting the Patients Who Benefit Most: Evidence From Marginal Patients in Health Checks
presented by: Lin-tung Tsai,
Breaking Silence: How Intimate Partner Violence And Reporting Shape Later Life Outcomes
presented by: Kuan-Ming Chen, National Taiwan University
Session 13: Program Evaluation May 29, 2024 14:20 to 15:20 Location: conference room 4
Session Chair: Zhengfei Yu, University of Tsukuba
Session type: contributed
Estimation and Inference of Counterfactual Cumulative Distribution Function in a High-dimension Framework: A Distributional Oaxaca–Blinder Decomposition Application
presented by: Jian Zhang, NanKai University
The Effect of Cash Windfalls on Home Ownership and Housing Choice: Evidence from Lottery Winners
presented by: Hsuan-Hua Huang, Washington University in St. Louis
Empirical Likelihood Covariate Adjustment for Regression Discontinuity Designs
presented by: Zhengfei Yu, University of Tsukuba
Session 14: Plenary Session 1 May 29, 2024 15:40 to 17:00 Location: conference room 1
Session Chair: Alberto Abadie, MIT
Session type: invited
How to Weight in Moments Matching: A New Approach and Applications to Earnings Dynamics
presented by: Xu Cheng, University of Pennsylvania
Donut Regression Discontinuity Designs
presented by: Christoph Rothe, University of Mannheim
Session 15: Keynote 2 (ET Lecture) May 30, 2024 9:30 to 10:20 Location: conference room 1
Session Chair: Serena Ng, Columbia University
Session type: invited
Causal Inference Methods for Data-Rich Environments
presented by: Alberto Abadie, MIT
Session 16: Plenary Session 2 May 30, 2024 10:40 to 12:00 Location: conference room 1
Session Chair: Stephen Donald, University of Texas at Austin
Session type: invited
Tournaments with and without Private Information: A Nonparametric Approach
presented by: Tong Li, Vanderbilt University
Testing Inequalities Linear in Nuisance Parameters
presented by: Xiaoxia Shi, University of Wisconsin at Madison
Session 17: Time Series Analysis (II) May 30, 2024 13:00 to 14:00 Location: conference room 1
Session Chair: Brendan Beare, University of Sydney
Session type: contributed
Does the Kyoto Protocol Have A Structural Impact on the Environmental Kuznets Curve? An Application of the Varying Coefficient Model
[slides]
presented by: Chien-Ho Wang, National Taipei University
Estimation of Grouped Time-Varying Network Vector Autoregression Models
presented by: Degui Li, University of York
The general solution to an autoregressive law of motion
presented by: Brendan Beare, University of Sydney
Session 18: Treatment Effect Models May 30, 2024 13:00 to 14:00 Location: conference room 2
Session Chair: Qingliang Fan, The Chinese University of Hong Kong
Session type: contributed
Semiparametric Models for Dynamic Treatment Effects and Mediation Analyses with Observational Data
presented by: Sungwon Lee, Sogang University
Panel Instrumental Variable Regression Models with Varying-intensity Repeated Treatments: Theory and the China Syndrome Application
presented by: Dakyung Seong, University of Sydney
Uniform Inference for Nonlinear Endogenous Treatment Effects with High-Dimensional Covariates
presented by: Qingliang Fan, The Chinese University of Hong Kong
Session 19: Predictions May 30, 2024 13:00 to 14:00 Location: conference room 3
Session Chair: Zhentao Shi, The Chinese University of Hong Kong
Session type: contributed
Model Averaging Prediction for Possibly Nonstationary Autoregressions
presented by: Chu-An Liu, Academia Sinica
Time-Varying Betas in Foreign Exchange Returns: An IPCA Approach
presented by: Jui-Chung Yang, National Taiwan University
Bring the Noise for Better Economic Predictions
presented by: Zhentao Shi, The Chinese University of Hong Kong
Session 20: Applied Macroeconometrics (II) May 30, 2024 13:00 to 14:00 Location: conference room 4
Session Chair: Natsuki Arai, Gettysburg College
Session type: contributed
Targeted Testing of Dynamic Stochastic General Equilibrium Models
presented by: Denis Tkachenko, National University of Singapore
Capital Account Policy, Firm-Dynamics, and Export-led Growth
presented by: Woo Jin Choi, University of Seoul
Dispersion of FOMC Policymakers' Views: Evidence from the New Individual Economic Projections
presented by: Natsuki Arai, Gettysburg College
Session 21: Applied Macroeconometrics (III) May 30, 2024 14:20 to 15:40 Location: conference room 1
Session Chair: Mototsugu Shintani, University of Tokyo
Session type: contributed
Connecting Exchange Rates to Fundamentals Under Indeterminacy
presented by: Yasuo Hirose, Keio University
Forecasting GDP growth using stock returns in Japan: A factor-augmented MIDAS approach
presented by: Hiroshi Morita, Tokyo Institute of Technology
Debt Sustainability in a Stochastic r-g Economy
presented by: Kazuhiro Teramoto, Hitotsubashi University
International Comparison of Climate Change News Index with an Application to Monetary Policy
presented by: Mototsugu Shintani, University of Tokyo
Session 22: Microeconometrics (II) May 30, 2024 14:20 to 15:40 Location: conference room 2
Session Chair: Geert Mesters, Universitat Pompeu Fabra
Session type: contributed
Post Empirical Bayes Regression
presented by: Yu-Chang Chen, National Taiwan University
Two Classes of Skew-Elliptical Copulas
presented by: Ye Lu, University of Sydney
A Valid Anderson-Rubin Test under Both Fixed and Diverging Number of Weak Instruments
presented by: Wenjie Wang, Nanyang Technological University
Non-Independent Component Analysis
presented by: Geert Mesters, Universitat Pompeu Fabra
Session 23: Econometric Methods May 30, 2024 14:20 to 15:40 Location: conference room 3
Session Chair: Yuya Sasaki, Vanderbilt University
Session type: contributed
Asymptotic Properties of the Synthetic Control Method
presented by: Wendun Wang, Erasmus University Rotterdam
Policy Evaluation with Nonlinear Trended Outcomes: COVID-19 Vaccination Rates in the US
presented by: Donggyu Sul, University of Texas at Dallas
Collaboration in Bipartite Networks
presented by: Chih-Sheng Hsieh, National Taiwan University
Doubly Robust Estimators with Weak Overlap
presented by: Yuya Sasaki, Vanderbilt University
Session 24: Empirical Analysis May 30, 2024 14:20 to 15:40 Location: conference room 4
Session Chair: Tzu-Ting Yang, Academia Sinica
Session type: contributed
The Effects of Prenatal Exposure to the Great Chinese Famine on Adult Mortality and Education: A Sibling Fixed Effects Approach
presented by: Weina Zhou, Dalhousie University
Heterogeneity in the Intertemporal Persistence of Health: Evidence from a Monthly Micro Panel
presented by: Kevin Staub, The University of Melbourne
Estimating Preferences for College Programs Using Taiwanese College Admission Data
presented by: Chi-Chao Hung, National Taiwan University
The Effect of Compensation on Turnover: Evidence from Employer-Employee Administrative Data
presented by: Tzu-Ting Yang, Academia Sinica
Session 25: Keynote 3 (SETA Lecture) May 30, 2024 16:00 to 16:50 Location: conference room 1
Session Chair: Chung-Ming Kuan, National Taiwan University
Session type: invited
Imputation of Counterfactual Outcomes when the Errors are Predictable
presented by: Serena Ng, Columbia University

 

This program was last updated on 2024-06-12 21:49:59 EDT