Tripartite Conference 2018

Tripartite Conference 2018

The 2018 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 conference is hosted by SMU School of Economics and is held for two full days on 28 & 29 March, 2018.

Conference Venue:

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

Programme Day 1

HU-HUE-SMU Tripartite Conference on Econometrics
Organiser: School of Economics, SMU

Date: 28 & 29 March, 2018 (Wednesday & Thursday)
Venue: Seminar Room 5.1, Level 5, School of Economics, SMU
(Updated 1 Mar 2018)

Day 1 - 28 March

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

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

  1. Koichi MAEKAWA (HU)
    Title: Testing RE vs FE Models in Spatial Panel Data Model: a Monte Carlo Experiment 
    (co-authored with Gigih Fitrianto)
  2. Anastasios MAGDALINOS (University of Southampton)
    Title: Hypothesis Testing under Matrix Normalisation
    (co-authored with Peter Phillips)
  3. Liangjun SU (SMU)
    Title: Estimation and Inference for Three-Dimensional Factor Models|
    (co-authored with Xun Lu)
10:30 - 11:00amMorning Tea
11:00 - 12:30pm

Session 2 Chaired by Anthony TAY (SMU)


  1. Offer LIEBERMAN (Bar-llan University)
    Title: Hybrid Stochastic Local Unit Roots​
    (co-authored with Peter Phillips)
  2. Shuping SHI (Macquarie University)
    Title: Detecting Financial Collapse and Ballooning Sovereign Risk
    (co-authored with Peter Phillips)
  3. Xiaohu WANG (CUHK)
    Title: Bubble Testing under Deterministic Trends
    (co-authored with Jun Yu)
12:30 - 2:00pmLunch
2:00 - 3:30pm

Session 3 Chaired by Yichong ZHANG (SMU)

  1. Chirok HAN (Korea University)
    Title: Efficient Estimation of Linear Panel Data Models with Sample Selection and Fixed Effects
  2. Kazuhiko HAYAKAWA (HU)
    Title: Covariance Structure Analysis of Panel Data Models
  3. Ye CHEN, Zoe (Capital University of Economics and Business)
    Title: Dynamic Nonstationary Factor Models
3:30 - 4:00pmAfternoon Tea
4:00 - 6:00pm

Session 4 Chaired by Takashi SENDA (HU)

  1. Jin Seo CHO (Yonsei University)
    Title: The Threshold Autoregressive Distributed Lag Model (Tentative)
  2. Wayne GAO (Yale University)
    Title: Nonparametric Identification in Index Models of Link Formation
  3. Ping YU (The University of Hong Kong)
    Title: Inferences and Specification Testing in Threshold Regression with Endogeneity
    (co-authored with Qin Liao and Peter Phillips)
  4. Yanbo LIU (SMU)
    Title: Incidental Parameters and Explosive Panel Models
6:30 - 8:30pmConference Dinner (Venue TBC)

Programme Day 2

HU-HUE-SMU Tripartite Conference on Econometrics
Organiser: School of Economics, SMU

Date: 28 & 29 March, 2018 (Wednesday & Thursday)
Venue: Seminar Room 5.1, Level 5, School of Economics, SMU
(Updated 1 Mar 2018)

Day 2 - 29 March

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

Session 5 Chaired by Koichi MAEKAWA (HU)

  1. Ioannis KASPARIS (Cyprus University)
    Title: Regressions with fractional d=0.5 and weakly non stationary processes
  2. Weilin XIAO (Zhejiang University)
    Title: A two-stage approach of estimating the fractional Vasicek model with discretely sampled data
  3. Hiroshi YAMADA (HU)
    Title: Bridge Filtering
10:30 - 11:00amMorning Tea
11:00 - 12:30pm

Session 6 Chaired by Liangjun SU (SMU)

  1. Anna BYKHOVSKAYA (Yale University)
    Title: Functional Local to Unity Regression
    (co-authored with Peter Phillips)
  2. Liang JIANG (Fudan University)
    Title: In-fill Asymptotic Theory for Structural Break Point in Autoregression: A Unified Theory
    (co-authored with Xiaohu Wang and Jun Yu)
  3. Miao KE (SMU)
    Title: Panel Threshold Models with Interactive Fixed Effects
    (co-authored with Kunpeng Li and Liangjun Su)
12:30 - 2:00pmLunch
2:00 - 3:30pm

Session 7 Chaired by Shuping SHI (Macquarie University)

  1. Yichong ZHANG (SMU)
    Title: Determining the number of communities in stochastic block models
    (co-authored with Shujie Ma and Liangjun Su)
  2. Yiu Lim LUI (SMU)
    Title: Grid Bootstrap for Continuous Time Models
  3. Wenjie WANG (HU)
    Title: Bonferroni-based Inference with Locally Nonexogenous Instruments
    (co-authored with Firmin Doko Tchatoka)
3:30 - 4:00pmAfternoon Tea
4:00 - 6:00pm

Session 8 Chaired by Atsuhiro TAKI (HU)

  1. Isamu GINAMA (HUE)
    Title: Mobility and Volatility of International Capital Transfers
  2. Zhentao SHI (CUHK)
    Title: On LASSO in Predictive Regression
    (co-authored with Ji Hyung Lee)
  3. Weining WANG (City University of London)
    Title: High-dimensional Sparse Regressions in Time and Space
    ​​​​​​​(co-authored with Victor Chernozhukov, Woldgang Hardle and Chen Huang)
4:00 - 5:30pmConclusion Remark by Peter PHILLIPS (SMU/Yale)