计量经济学理论与应用2023武汉国际研讨会系列学术讲座预告
通讯员:  发布人:沈彤  发布时间:2023-07-12   浏览次数:22

报告时间:2023718日(星期二)/Tuesday, July 18th

报告地点:文澴楼

8:20-9:20am

报告人/Speaker:高集体(莫纳什大学/Monash University

题目/ Title: TrendingTimeSeries Models withTime-VaryingVolatility

主持人/ Session Chair李占风教授/Prof.Li

9:20-9:50am

报告人/Speaker:李德柜(约克大学/ University of York

题目/ Title: Detection and Estimation of Structural Breaks in High- Dimensional Functional Time Series

主持人/ Session Chair:董朝华教授/Prof. Dong

9:50-10:20am

报告人/Speaker:张飞鹏(西安交通大学/ Xi’an JiaoTong University

题目/ Title: Efficient Nonparametric Inferencefor Conditional Expectile Functions with Large-scale Time Series Data

主持人/ Session Chair:董朝华教授/Prof. Dong

10:35-11:05am

报告人/Speaker:花秋玲(吉林大学/ Jilin University

题目/ Title: Option Pricing for a GARCH Modelwith Unknown Error Distributions

主持人/ Session Chair:蒋永生教授/Prof. Jiang

11:05-11:35am

报告人/Speaker:杨艳荣(澳大利亚国立大学/ Australian National University

题目/ Title: Robust Minimum Variance Portfolio for a Large Universe of Assets主持人/ Session Chair:蒋永生教授/Prof. Jiang

11:35-12:05pm

报告人/Speaker:林颖倩(上海财经大学/ Shanghai University ofFinance and Economics

题目/ Title: Identification and Estimation of a Semiparametric Single Index Transformation Model

主持人/ Session Chair:蒋永生教授/Prof. Jiang

2:00- 3:00pm

报告人/Speaker:肖志杰(波士顿学院/Boston College

题目/ Title: Functional Quantile Autoregression

主持人/ Session Chair:涂云东//Prof. Tu

3:00- 3:30pm

报告人/Speaker:张博(中国科学技术大学/ University of Scienceand Technology of China

题目/ Title: A New Preferential Model with Homophily for Recommender Systems

主持人/ Session Chair:陈荆松副教授/A. Prof. Chen

3:30- 4:00pm

报告人/Speaker:戈舒怡(南开大学Nankai University

题目/ Title: Augment Large Covariance Matrix Estimation with Auxiliary Network Information

主持人/ Session Chair:陈荆松副教授/A. Prof. Chen

4:15-4:45pm

报告人/SpeakerNam-Hyun Kim(埃克塞特大学/University of Exeter

题目/ Title: A Dynamic Count Process

主持人/ Session Chair:周炜伦副教授/A.Prof. Zhou

4:45-5:15pm

报告人/SpeakerPipat Wongsa-Art(卡迪夫大学/Cardiff University

题目/ Title: The Dynamic Roles of Nonpharmaceutical Interventions and Country-specific Effects in Explaining Covid19: A SpatialFunctional Data Analysis Approach

主持人/ Session Chair:周炜伦副教授/A.Prof. Zhou

5:15-5:35pm

报告人/Speaker:白羽(莫纳什大学/Monash University

题目/ Title: Optimal Forecasting in the Presence of Smooth Structural Change

主持人/ Session Chair马占利/Dr. Ma

5:35- 5:55pm

报告人/Speaker:马辰辰(北京大学/Peking University

题目/ Title: A Tale of Two Types of Structural Instabilities in High Dimensional FactorModels

主持人/ Session Chair:马占利/Dr. Ma

5:35- 6:15pm

报告人/Speaker:许若凡(莫纳什大学/Monash University

题目/ Title: Conditional Asset Pricing with Panel Quantile Functional-coefficient Model

主持人/ Session Chair:马占利/Dr. Ma

 

报告时间:2023719日(星期三)/Wednesday, July 19th

报告地点:文澴楼

8:00-9:00am

报告人/Speaker:卢祖帝(南安普顿大学/ University of Southampton

题目/ Title: Generalising Dynamic Semiparametric Averaging Forecasting for Time Series with Discrete-valued Response

主持人/ Session Chair:葛翔宇教授/Prof.Ge

9:00-9:30am

报告人/Speaker:卢增华(南澳大学/University of South Australia

题目/ Title: Closed LR Tests for Model Selection under a Constrained Parameter Space with an Application to ARCH Models

主持人/ Session Chair:周艳丽教授/Prof.Zhou

9:30-10:00am

报告人/Speaker:彭彬(莫纳什大学/Monash University

题目/ Title: A Localized Neural Network with Dependent Data: Estimation and Inference

主持人/ Session Chair:周艳丽教授/Prof.Zhou

10:15-10:45am

报告人/Speaker:陈佳(约克大学/University of York

题目/ Title: Dynamic Quantile Panel Data Models with Interactive Effects

主持人/ Session Chair:黎娇龙副教授/A.Prof.Li

10:45-11:15am

报告人/Speaker:李少然(北京大学/Peking University

题目/ Title: Which One to Follow: Analysis of Lead-follower and Peer Effects in the A Market

主持人/ Session Chair:黎娇龙副教授/A.Prof.Li

11:15-11:45am

报告人/Speaker:陈力(厦门大学/Xiamen University

题目/ Title: Nonparametric Estimation of Time-varying Trending and Seasonal Patterns in Climate Change

主持人/ Session Chair:曹永秀副教授/A.Prof. Cao

11:45-12:15pm

报告人/Speaker:余得水(湖南大学/Hunan Unversity

题目/ Title: Joint Dynamics of Stock Returns and Cash Flows: A Time-Varying

 Present-Value Framework

主持人/ Session Chair:曹永秀副教授/A.Prof. Cao

2:00-2:30pm

报告人/Speaker:刘斐(南开大学/Nankai University

题目/ Title: Estimation and Inference of a 3- Dimensional Panel Data Model

主持人/ Session Chair:李庆副教授/A.Prof.Li

2:30-3:00pm

报告人/Speaker:武伯尧(对外经济贸易大学/University of International

 Business and Economics

题目/ Title: Time-Varying Network Autoregression Model

主持人/ Session Chair:李庆副教授/A.Prof.Li

3:00-3:30pm

报告人/Speaker:汪思韦(湖南大学/Hunan Unversity

题目/ Title: Model Averaging Factor-augmented Quantile Regressions with Smooth Structural Change

主持人/ Session Chair:余吉昌副教授/A.Prof.Yu

3:30-4:00pm

报告人/Speaker:严雅毅(上海财经大学/ Shanghai University ofFinance and Economics

题目/ Title: Time-Varying Vector Error- Correction Models: Estimation and Inference

主持人/ Session Chair:余吉昌副教授/A.Prof.Yu

4:15-4:35pm

报告人/Speaker:谢昕伶(北京大学/Peking University

题目/ Title: Regime-specific Return Predictability in Quantiles

主持人/ Session Chair:余东升/Dr.Yu

4:35-4:55

报告人/Speaker:凌波(北京大学/Peking University

题目/ Title: Break Detection and ParameterEstimation in Moving Average Model with Change Points

主持人/ Session Chair:余东升/Dr.Yu

4:55-5:15

报告人/Speaker:李峥(北京大学/Peking University

题目/ Title: Least Squares and Weighted Least Squares Estimation of Nonlinear Cointegration with Nonstationary Nonlinear Heteroskedasticity

主持人/ Session Chair:余东升/Dr.Yu

5:15-5:35

报告人/Speaker:王柏晴(北京大学/Peking University

题目/ Title: Structurally Grouped Approximate Factor Models

主持人/ Session Chair:李徐培/Dr.Li

5:35-5:55

报告人/Speaker:任秀梅(中南财经政法大学/Zhongnan University of Economics and Law

题目/ Title: A Comparison of Consistency and Efficiency for Conditional Moment Restriction Models

主持人/ Session Chair:李徐培/Dr.Li

5:55-6:15

报告人/Speaker:武昕琪(中南财经政法大学/Zhongnan University of Economics and Law

题目/ Title: Additive NonparametricMultivariate Stationary and Nonstationary Models with Deterministic Time Trend

主持人/ Session Chair:李徐培/Dr.Li