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计量经济学理论与应用2022武汉国际研讨会系列学术讲座预告
通讯员:  发布人:沈彤  发布时间:2022-05-24   浏览次数:10

报告时间:20225528日(星期六)/May 28th (Saturday)

报告地点:文波楼105/ RoomWen Bo 105

Zoom会议号/ID861 8950 2412密码/Password:272573

Zoom 会议链接:https://zoom.us/j/86189502412?pwd=RVhadXN4VmtyYldkS290aHVLQjltZz09

 

8:15-9:05am

报告人/Speaker:高集体(莫纳什大学/Monash University

题目/ Title: Unified Estimation of Time-Varying Models

主持人/ Session Chair李占风教授/Prof.Li

9:05-9:35am

报告人/Speaker:彭彬(莫纳什大学/Monash University

题目/ Title: A Simple Bootstrap Method for Panel Data Inferences

主持人/ Session Chair葛翔宇教授/Prof. Ge

9:35-10:05am

报告人/Speaker宫晓冬(堪培拉大学/University of Canberra

题目/ Title: Relationship Dissolutionand Gambling in Australia

主持人/ Session Chair葛翔宇教授/Prof. Ge

10:20-10:50am

报告人/Speaker:张飞鹏(西安交通大学/Xi'an JiaoTong University

题目/ Title: Measuring Prediction Accuracy for ExpectileRegression

主持人/ Session Chair蒋永教授/Prof. Jiang

10:50-11:20am

报告人/Speaker:程婷婷(南开大学/Nankai University

题目/ Title:An Examination of Herding Behavior of the Chinese Mutual Funds: A Time-varying Perspective

主持人/ Session Chair蒋永教授/Prof. Jiang

11:20-11:50am

报告人/Speaker:杜凯(昆士兰大学/TheUniversity of Qeensland

题目/ Title: Application of Fast Double Bootstrap in Two-Stage Data Envelopment Analysis

主持人/ Session Chair蒋永教授/Prof. Jiang

2:00- 2:20pm

报告人/Speaker:凌波(北京大学/Peking University

题目/ Title: Group LASSO for Banded High-dimensional Vector Autoregressions with  Structural Breaks

主持人/ Session Chair马占利/Dr. Ma

2:20- 2:40pm

报告人/Speaker:刘宇笛(中南财经政法大学/ZhongnanUniversity of Economics and Law

题目/ Title:Research on Dynamic Evolution, Structural Difference and Conver-gence of Market-oriented Allocation Level of Factors

主持人/ Session Chair马占利/Dr. Ma

2:40- 3:00pm

报告人/Speaker:李峥(北京大学/Peking University

题目/ Title:Least Squares and Weighted Least Squares Estimation of Nonlinear Cointegration with Nonstationary Nonlinear Heteroskedasticity

主持人/ Session Chair马占利/Dr. Ma

3:00- 3:50pm

报告人/SpeakerOliver Linton(剑桥大学/University of Cambridge

题目/ Title: Dynamic Autoregressive Liquidity (DArLiQ)

主持人/ Session Chair董朝华教授/Prof. Dong

4:05-4:35pm

报告人/Speaker:戈舒怡(南开大学/Nankai University

题目/ Title:A-H Share Price Premium: A Theoretical and Empirical Investigation

主持人/ Session Chair刘诗璨/Dr. Liu

4:35-5:05pm

报告人/Speaker:李德柜(约克大学/University of York

题目/ Title: Estimating Time-varying Networks for High-Dimensional Time Series

主持人/ Session Chair刘诗璨/Dr. Liu

5:05- 5:35pm

报告人/Speaker:陈佳(约克大学/University of York

题目/ Title: Functional-coefficient Quantile Regression for Panel Data with

主持人/ Session Chair徐娟副教授/A. Prof. Xu

5:35- 6:05pm

报告人/Speaker:刘斐(南开大学/Nankai University

题目/ Title:Clustering Three-dimensional Panel Data: A Factor Model Approach

主持人/ Session Chair徐娟副教授/A. Prof. Xu

 

报告时间:20225528日(星期六)/May 28th (Saturday)

报告地点:文波楼106 / RoomWen Bo 106

Zoom会议号/ID850 4584 2373    密码/Password: 706654

Zoom 会议链接:https://zoom.us/j/85045842373?pwd=_1gREgR7K7wyeFWhG3rLDxubhKl2l.1

 

2:00- 2:20pm

报告人/Speaker:严雅毅(莫纳什大学/Monash University

题目/ Title: Time-Varying Multivariate Causal Process

主持人/ Session Chair黎娇龙副教授/A.Prof. Li

2:20- 2:40pm

报告人/Speaker:马辰辰(北京大学/Peking University

题目/ Title:Shrinkage Estimation of Multiple Threshold Factor Models

主持人/ Session Chair黎娇龙副教授/A.Prof. Li

2:40- 3:00pm

报告人/Speaker:潘晨(中南财经政法大学/ZhongnanUniversity of Economics and Law

题目/ Title: The Influence of Environmental Regulation and Government Subsidy on Green Technology Innovation

主持人/ Session Chair黎娇龙副教授/A.Prof. Li

5:05- 5:35pm

报告人/Speaker:张博(中国科学技术大学/University of Science and Technology of China

题目/ Title: Estimating the Number of Significant Components in High-Dimensional PCA

主持人/ Session Chair黎娇龙副教授/A.Prof. Li

5:35- 6:05pm

报告人/Speaker:周艳丽(中南财经政法大学/ZhongnanUniversity of Economics and Law

题目/ Title: Optimal Portfolio Selection of Mean-variance Utility with Stochastic Interest Rate主持人/ Session Chair黎娇龙副教授/A.Prof. Li

 

 

报告时间:2022529日(星期日)/May 29th (Sunday)

报告地点:文波楼105/ RoomWen Bo 105

Zoom会议号/ID861 8950 2412    密码/Password:272573

Zoom 会议链接:https://zoom.us/j/86189502412?pwd=RVhadXN4VmtyYldkS290aHVLQjltZz09

 

8:00-8:50am

报告人/Speaker:肖志杰(波士顿学院/Boston College

题目/ Title: Quantile Control via Random Forest

主持人/ Session Chair涂云东副教授/A.Prof. Tu

8:50-9:20am

报告人/Speaker:卢增华(南澳大学/University of South Australia

题目/ Title: An Improved Closed Procedure for Testing Multiple Hypotheses

主持人/ Session Chair魏娜副教授/A.Prof.Wei

9:20-9:50am

报告人/Speaker:杨艳荣(澳大利亚国立大学/Australian National University

题目/ Title: Factor-augmented Smoothing Model for Functional Data

主持人/ Session Chair魏娜副教授/A.Prof.Wei

10:05-10:35am

报告人/Speaker:陈力(厦门大学/Xiamen University

题目/ Title: Spatio-temporal Characteristics of Climate Change in China: ANonparametric Quantile Approach

主持人/ Session Chair陈荆松副教授/A. Prof. Chen

10:35-11:05am

报告人/Speaker:李少然(北京大学/Peking University

题目/ Title: A Dynamic Semiparametric Characteristics-Based Model for Optimal Portfolio Selection

主持人/ Session Chair陈荆松副教授/A. Prof. Chen

11:05-11:35am

报告人/Speaker:余得水(湖南大学/Hunan Unversity

题目/ Title:Cross-sectional Uncertainty and Expected Returns

主持人/ Session Chair徐娟副教授/A. Prof. Xu

11:35-12:05pm

报告人/Speaker:周炜伦(中南财经政法大学/Zhongnan University of Economics and Law

题目/ Title: Partially Linear Single-index Predictive Regression

主持人/ Session Chair徐娟副教授/A. Prof. Xu

2:00-2: 20pm

报告人/Speaker:彭真(中南财经政法大学/ZhongnanUniversity of Economics and Law

题目/ Title:Estimation and Specification Testing on Conditional Heteroscedasticity for Augmented Cointegrating Linear Models

主持人/ Session Chair李庆/Dr. Li

2:20-2:40pm

报告人/Speaker:汪思韦(北京大学/Peking University

题目/ Title:Model Averaging Factor-augmented Quantile Regressions with Smooth Structural Change

主持人/ Session Chair李庆/Dr. Li

2:40-3:00pm

报告人/Speaker:谢昕伶(北京大学/Peking University

题目/ Title: Penetrating Return Predictability under Structural Changes

主持人/ Session Chair李庆/Dr. Li

3:00-3:50pm

报告人/Speaker:卢祖帝(南安普顿大学/University of Southampton

题目/ Title:Learning from Dynamic Functional-coefficient Autoregressive Spatio-Temporal (DyFAST) Modelling with Irregular Location Wide Nonstationarity

主持人/ Session Chair葛翔宇教授/Prof.Ge

4:05-4:35pm

报告人/SpeakerIsabel Casas(德乌斯托大学/University of Deusto

题目/ Title: Adaptive Forecast of Mutriku'sElectricity Production

主持人/ Session Chair刘诗璨/Dr. Liu

4:35-5:05pm

报告人/SpeakerPipatWongsa-Art(卡迪夫大学/Cardiff University

题目/ Title: Functional Time Series Approach to Analysing Asset Returns Co-movements

主持人/ Session Chair刘诗璨/Dr. Liu

5:05-5:35pm

报告人/SpeakerNam-Hyun Kim(埃克塞特大学/University of Exeter

题目/ Title: Varying Coefficient Model with Correlated Error Components and Application to Disparities Between Mental Health Service by Councils in England

主持人/ Session Chair刘诗璨/Dr. Liu

 

 

报告时间:20225529日(星期日)/May 29th (Sunday)

报告地点:文波楼106 / RoomWen Bo 106

Zoom会议号/ID850 4584 2373    密码/Password: 706654

Zoom 会议链接:https://zoom.us/j/85045842373?pwd=_1gREgR7K7wyeFWhG3rLDxubhKl2l.1

 

2:00-2: 20pm

报告人/Speaker:张文雅(中南财经政法大学/ZhongnanUniversity of Economics and Law

题目/ Title: Two-stage Industrial Control System Anomaly Detection Based on Improved Artificial Bee Colony Algorithm and ALSTM

主持人/ Session Chair马占利/Dr. Ma

2:20-2:40pm

报告人/Speaker:张毅(中南财经政法大学/ZhongnanUniversity of Economics and Law

题目/ Title:Research on the Impact of Industrial Co-agglomeration on the High-quality Development of Manufacturing Industry-An Empirical Analysis Based on the Spatial Durbin Model

主持人/ Session Chair马占利/Dr. Ma

2:40-3:00pm

报告人/Speaker:周尊荣(中南财经政法大学/ZhongnanUniversity of Economics and Law

题目/ Title: Could the Digital Economy Alleviate the Situation of Unbalanced and Insufficient Development in China

主持人/ Session Chair马占利/Dr. Ma

4:05-4:35pm

报告人/Speaker:苑迪(山东大学/Shandong University

题目/ Title: The Asymmetric Impact of Climate Risk on the Chinese Disaggregated Sectoral Stock Markets:Evidence from Panel Quantiles Analysis

主持人/ Session Chair余吉昌副教授/A. Prof.Yu

4:35-5:05pm

报告人/Speaker:武伯尧(对外经济贸易大学/University of International Business and Economics

题目/ Title: Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effects

主持人/ Session Chair余吉昌副教授/A. Prof.Yu

5:05-5:25pm

报告人/Speaker:何汶峰(厦门大学/Xiamen University

题目/ Title: Dynamic Portfolio Choice Conditional on Multiple Predictive Factors

主持人/ Session Chair李庆/Dr. Li

5: 25-5:45pm

报告人/Speaker:周晨(中南财经政法大学/ZhongnanUniversity of Economics and Law

题目/ Title: Model Averaging of Nonparametric Additive Models with Time Trend Based on Series Method

主持人/ Session Chair李庆/Dr. Li