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SH3 Conference on Econometrics

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About

The SH3 Conference on Econometrics 2024 is a collaboration between Hiroshima University, Hiroshima University of Economics, Huazhong University of Science and Technology and Singapore Management University. It has the objective to bring together subject-matter experts to present and discuss their research in the field of econometrics. The conference is hosted by SMU School of Economics. This year's conference is held for one full day on 15 April 2024.

Keynote Speakers:

Conference Venue:

Singapore Management University
School of Economics
Meeting Room 5.1, Level 5
90 Stamford Road
​​​​​​​Singapore 178903

Programme

Click here for the detailed conference programme.

Getting Here

Venue

Singapore Management University
School of Economics
90 Stamford Road
Singapore 178903

Please enter by the visitor's gate at the entrance, and let the security guard know that you are attending this conference.



Contact

Ms. Lovein TEO Jing Yu
Assistant Manager
Office of Dean / School of Economics

Singapore Management University
Email: loveinteo@smu.edu.sg
DID: +65 6828 0855

Past Conferences

Photos

Click here to view pictures from the past conference.

About

The SH3 Conference on Econometrics 2019 is a collaboration between Hiroshima University, Hiroshima University of Economics, Huazhong University of Science and Technology and Singapore Management University. It has the objective to bring together subject-matter experts to present and discuss their research in the field of econometrics. The conference is hosted by SMU School of Economics and is held for one full day on 29 March 2019.

Conference Venue:

Singapore Management University
School of Economics & Social Sciences
Seminar Room 2.8, Level 2
90 Stamford Road
​​​​​​​Singapore 178903

Programme

SH3 Conference on Econometrics
Organiser: School of Economics, SMU

Date: 29 March 2019 (Friday)
Venue: Seminar Room 2.8, Level 2, School of Economics, SMU
​​​​​​​(Updated 26 March 2019)

TimeEvent
9.00 - 9:15am

Registration

9:15 - 10:30am

Welcome Remark and Session 1 Chaired by Jun YU (SMU)

  1. Tassos MAGDALINOS (University of Southampton)
    Title: Hypothesis Testing under Matrix Normalisation 
  2. Hiroshi YAMADA (HU)
    Title: Whittaker-Henderson Graduation and Graph Spectral Filtering
10:30 - 11:00am

Morning Tea

11:00am - 12:10pm

Session 2 Chaired by Liangjun SU (SMU)

  1. Shulin SHEN (HUST)
    Title: Fully Modified Least Squares Estimation of Factor-Augmented Cointegration Regressions

  2. Yiu Lim Allen LUI (SMU)
    Title: Mild-explosive Autoregression with Serially Correlated Errors
    (co-authored with Jun YU and Weilin XIAO)

12:10 - 1:30pm

Lunch

1:30 - 3:15pm

Session 3 Chaired by Sainan JIN (SMU)

  1. Yubo TAO (SMU)
    Title: A Dynamic Network Perspective on Latent Group Structures of Cryptocurrencies
  2. Xin ZHENG (SMU)
    Title: Quantile Treatment Effect and Bootstrap Inference under Covariate-Adaptive Randomization
    (co-authored with Yichong ZHANG)
  3. Yanbo LIU (SMU)
    Title: Robust Inference with Stochastic Local Unit Root Regressors in Predictive Regressions
    (co-authored with Peter PHILLIPS)
3:15 - 3:40pmAfternoon Tea
3:40 - 5:25pm

Session 4 Chaired by Koichi MAEKAWA (HUE)

  1. Gangzheng GUO (HUST)
    Title: Causal Inference with Continuous Treatments
  2. Jing LI (SMU)
    Title: Do Elderly Individuals Delay Claiming Social Security and Cash-out Home Equity When House Prices Appreciate
  3.  Jun YU (SMU)
    Title: Maximum Likelihood Estimation for the Fractional Vasicek Model
    (co-authored with Kastuto TANAKA and Weilin XIAO)
5:25 - 5:30pm

Closing Remark by Peter PHILLIPS (SMU)

6:00 - 8:00pm

Conference Dinner (Hotel Rendezvous Straits Café)

Getting Here

Venue

Singapore Management University
School of Economics
90 Stamford Road
Singapore 178903

Please enter by the visitor's gate at the entrance, and let the security guard know that you are attending this conference.

Contact

Ms. CHEONG Pei Qi
Senior Executive
​​​​​​​
Office of Dean / School of Economics

Singapore Management University
Email: pqcheong@smu.edu.sg
DID: +65 6828 0855

Past Conferences

Photos

Click here to view pictures from the conference.​​​​​​​​​​​​​​​​​​​​​​​​​​​​

About

The SH3 Conference on Econometrics 2021 is a collaboration between Hiroshima University, Hiroshima University of Economics, Huazhong University of Science and Technology and Singapore Management University. It has the objective to bring together subject-matter experts to present and discuss their research in the field of econometrics. This year's SH3 Conference on Econometrics 2021 will be held online via Zoom on 26 March 2021 (Friday).

Invited Speakers:

*This event is only open to those who have successfully registered.

Programme

Click here for the detailed conference programme. (Updated 24 March)

Registration

Click here to register.  (Closed)

Past Conferences

About

The SH3 Conference on Econometrics is a collaboration between Hiroshima University, Hiroshima University of Economics, Huazhong University of Science and Technology and Singapore Management University. It has the objective to bring together subject-matter experts to present and discuss their research in the field of econometrics. This year's SH3 Conference on Econometrics will be held online via Zoom on 31 March 2021 (Thursday).​​​​​​​

Keynote Speaker:

Programme

Click here for the detailed conference programme.

Zoom Link

Time: 31 March 2022 (Thursday) 8:30 AM -12:10 PM (Singapore Time)

Zoom link: https://smu-sg.zoom.us/j/98791436272?pwd=bXBVck9VZWZtNmR1S2Y3clZhV2lLZz09

Meeting ID: 987 9143 6272

Passcode: 123456

Past Conferences

About

The SH3 Conference on Econometrics 2023 is a collaboration between Hiroshima University, Hiroshima University of Economics, Huazhong University of Science and Technology and Singapore Management University. It has the objective to bring together subject-matter experts to present and discuss their research in the field of econometrics. The conference is hosted by SMU School of Economics. This year's conference is a hybrid event and is held for one full day on 29 March 2023.

Keynote Speakers:

Conference Venue:

Singapore Management University
School of Economics
Meeting Room 5.1, Level 5
90 Stamford Road
​​​​​​​Singapore 178903

Programme

Click here for the detailed conference programme.

Zoom Link

Join Zoom Meeting

https://smu-sg.zoom.us/j/93324266280?pwd=L3Mxd1R0d05xVEdGbjR1MU9Kb2Y1QT09

Meeting ID: 933 2426 6280

Passcode: 290323

Past Conferences

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