School of Economics

Tripartite Conference 2017

Tripartite Conference 2017

The 2017 HU-HUE-SMU Tripartite Conference is a collaboration between Hiroshima University, Hiroshima University of Economics 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 full-day conference is hosted by SMU School of Economics and is held on  31 March, 2017.

Conference Venue:

Seminar Room 5.1, Level 5, SMU School of Economics
​​​​​​​90 Stamford Road, Singapore 178903

Programme

Organiser: School of Economics, SMU

Date: March 31, 2017 (Friday)

TimeEvent
8:45 - 9:00amRegistration
9:00 - 10:30am

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

  1. Peter PHILLIPS (SMU/Yale)
    Title: Econometric Measurement of Earth's Transient Climate Sensitivity
    (coauthored with Thomas Leirvik and Trude Storelvmo)
  2. Koichi MAEKAWA(HUE)
    Title: Causal Inference by Non-Gaussian SVAR Model: An Application of Japan’s Quantitative Easing Policy
  3. Shuping SHI (Macquarie University)
    Title: Does the Random Walk Assumption Hold in High Frequency Stock Market Prices?
    (co-authored with Sebastien Laurent)
10:30 - 11:00amMorning Tea
11:00 - 12:30pm

Session 2 chaired by Sainan JIN (SMU)

  1. Zhentao SHI (CUHK)
    Title: Identification and Estimation of an Asset Pricing Model with Information-Driven Heterogeneity (co-authored with Huanhuan Zheng)
  2. Hiroshi YAMADA (HU)
    Title: Bounds for Eigenvalues of a Special Symmetric (2r+1)-Diagonal Toeplitz Matrix
  3. Liang JIANG (SMU)
    Title: In-fill Asymptotic Theory for Structural Break Point in Autoregression: A Unified Theory
    (co-authored with Xiaohu Wang and Jun Yu)
12:30 - 2:00pmLunch
2:00 - 3:30pm

Session 3 chaired by Liangjun SU (SMU)

  1. Xiaohu WANG (CUHK)
    Title: Testing for Explosive Roots (co-authored with Weilin Xiao and Jun Yu)
  2. Yichong ZHANG (SMU)
    Title: Inference of the Production Frontier via Extreme Quantiles
    (co-authored with Thomas Tao Yang)
  3. Haruhisa NISHINO (HU)
    Title: Bayesian Estimation of Beta-Type Distribution Parameters Based on Grouped Data
3:30 - 4:00pmAfternoon Tea
4:00 - 5:30pm

Session 4 chaired by Atsuhiro TAKI (HU)

  1. Kazuhiko HAYAKAWA (HU)
    Title: Alternative Over-Identifying Restriction Tests in GMM Estimation of Panel Data Models
  2. Ye CHEN (Capital University of Economics and Business)
    Title: Spurious Regressions with Moderately Explosive Processes
    (co-authored with Peter Phillips and Yundong Tu)
  3. Wenjie WANG (HU)
    ​​​​​​​Title: Bootstrap Inference with Many Weak Moment Conditions

Conclusion Remark by Peter PHILLIPS (SMU/Yale)

6.00pm onwards

Conference dinner (The Strait's Cafe @ Hotel Rendezvous)