SH3 Conference on Econometrics 2019

Registration

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

Morning Tea

Session 2 Chaired by Liangjun SU (SMU)

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

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

Lunch

Session 3 Chaired by Sainan JIN (SMU)

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

Session 4 Chaired by Koichi MAEKAWA (HUE)

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

Closing Remark by Peter PHILLIPS (SMU)

Conference Dinner (Hotel Rendezvous Straits Café)