Prof. Hiroshi Yamada and Prof. Wenjie Wang attended 12th International Symposium on Econometric Theory and Applications.

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Day & Time February 17 – 19, 2016
Venue Waikato Management School, Hamilton, New Zealand

Prof. Hiroshi Yamada and Prof. Wenjie Wang attended 12th International Symposium on Econometric Theory and Applications.

Session 3: Session Three : Time Series #1
February 17, 2016 13:30 to 15:00
MSB1.02

Session Chair: Klemens Hauzenberger, Deutsche Bundesbank

1. A Small But Practically Useful Modification to the ℓ1 Trend Filtering
By Hiroshi Yamada; Hiroshima University
Presented by: Hiroshi Yamada, Hiroshima University

2. Time-Varying Mixed-Frequency Vector Autoregressive Models
By Thomas Götz; Deutsche Bundesbank
Klemens Hauzenberger; Deutsche Bundesbank
Presented by: Klemens Hauzenberger, Deutsche Bundesbank

3. Testing Fractional Persistence and Non-linearities in the Natural Gas Market: An Application of Non-linear Deterministic Terms based on Chebyshev Polynomials in Time
By Hector Carcel; NCID
Presented by: Hector Carcel, NCID

Session 25: Session Twenty-Five : Applied Econometrics #3
February 19, 2016 13:15 to 14:45
MSB1.02

Session Chair: Wenjie Wang, Hiroshima University

1. Balanced Predictive Regressions
By Yu Ren; Xiamen University
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

2. Regional Business Cycle Synchronization in Emerging and Developing Countries: Regional or Global Integration? Trade or Financial Integration?
By Chi Gong; Sichuan University
Soyoung Kim; Seoul National University
Presented by: Chi Gong, Sichuan University

3. A Field Experiment on Dynamic Electricity Pricing in Los Alamos: Opt-in Versus Opt-out
By Wenjie Wang; Hiroshima University
Presented by: Wenjie Wang, Hiroshima University