3月31日にHU-HUE-SMU Tripartite Conference on Econometricsで研究報告を行いました

日時:2017年3月31日
場所:シンガポールマネジメント大学(シンガポール)

3月31日に、シンガポールマネジメント大学で「HU-HUE-SMU Tripartite Conference on Econometrics」という国際会議が開催されました。本拠点からは、前川功一名誉教授(広島経済大学)、山田宏教授西埜晴久教授早川和彦准教授王傑先生の5名が参加し、それぞれ研究報告を行いました。

9:00-10:30 Welcome Remark and Session 1 chaired by Jun YU (SMU)

1. Peter PHILLIPS (SMU/Yale)
“Econometric Measurement of Earth’s Transient Climate Sensitivity”

2. Koichi MAEKAWA (HUE)
“Causal Inference by Non-Gaussian SVAR Model: An Application of Japan’s Quantitative Easing Policy”

3. Shuping SHI (Macquarie University)
“Does the Random Walk Assumption Hold in High Frequency Stock Market Prices?”
(co-authored with Sebastien Laurent)

10:30-11:30 Morning tea
11:30-12:30 Session 2 chaired by Sainan JIN (SMU)

1.Zhentao SHI (CUHK)
“Identification and Estimation of an Asset Pricing Model with Information-Driven Heterogeneity”
(co-authored with Huanhuan Zheng)

2.  Hiroshi YAMADA (HU)
“Bounds for Eigenvalues of a Special Symmetric (2r+1)-Diagonal Toeplitz Matrix”

3.  Liang JIANG (SMU)
“In-fill Asymptotic Theory for Structural Break Point in Autoregression: A Unified Theory”(co-authored with Xiaohu Wang and Jun Yu)

12:30-14:00 Lunch
14:00-15:30 Session 3 chaired by Liangjun SU (SMU)

1.Xiaohu WANG (CUHK)
“Testing for Explosive Roots”
(co-authored with Weilin Xiao and Jun Yu)

2. Yichong ZHANG (SMU)
“Inference of the Production Frontier via Extreme Quantiles”
(co-authored with Thomas Tao Yang)

3. Haruhisa NISHINO (HU)
“Bayesian Estimation of Beta-Type Distribution Parameters Based on Grouped Data”

15:30-16:00 Afternoon tea
16:00-17:30 Session 4 chaired by Atsuhiro TAKI (HU)

1. Kazuhiko HAYAKAWA (HU)
“Alternative Over-Identifying Restriction Tests in GMM Estimation of Panel Data Models”

2. Ye CHEN (Capital University of Economics and Business)
“Spurious Regressions with Moderately Explosive Processes”

3. Wenjie WANG (HU)
“Bootstrap Inference with Many Weak Moment Conditions”

Conclusion Remark by Peter PHILLIPS (SMU/Yale)
Conference dinner