Tripartite Conference

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)

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)

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

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)

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

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)

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)

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

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

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

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)

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)

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)