报告时间:2022年5月5月28日(星期六)/May 28th (Saturday)
报告地点:文波楼105/ Room:Wen Bo 105
Zoom会议号/ID:861 8950 2412密码/Password::272573
Zoom 会议链接:https://zoom.us/j/86189502412?pwd=RVhadXN4VmtyYldkS290aHVLQjltZz09
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
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
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:蒋永⽣教授/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:蒋永⽣教授/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:蒋永⽣教授/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(娱乐网站白菜网站大全/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/Speaker:Oliver 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
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
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:2022年5月5月28日(星期六)/May 28th (Saturday)
报告地点:文波楼106 / Room:Wen Bo 106
Zoom会议号/ID:850 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(娱乐网站白菜网站大全/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(娱乐网站白菜网站大全/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:2022年5月29日(星期日)/May 29th (Sunday)
报告地点:文波楼105/ Room:Wen Bo 105
Zoom会议号/ID:861 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(娱乐网站白菜网站大全/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(娱乐网站白菜网站大全/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/Speaker:Isabel 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/Speaker:PipatWongsa-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/Speaker:Nam-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:2022年5月5月29日(星期日)/May 29th (Sunday)
报告地点:文波楼106 / Room:Wen Bo 106
Zoom会议号/ID:850 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(娱乐网站白菜网站大全/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(娱乐网站白菜网站大全/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(娱乐网站白菜网站大全/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(娱乐网站白菜网站大全/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