Econometrics Ph.D. Students Meeting,
September 7th 2018,
Universidad Carlos III de Madrid,
Economics Department.
8:30 – 9:10 Registration: Room 15.1.47
9:15 – 10:15 Opening talk by Peter M. Robinson (LSE): “Spatial long-memory”
10:20 – 11:40
Session I: Network Dependence
Chairman: Javier Hidalgo (LSE)
10:20 – 11:00 Julius Vainora (UC3M): “Network dependence and inference”
11:00 – 11:40 Shuyi Ge (Univ. Cambridge): “A network analysis of dynamic volatility”
11:40-12:00 Coffee Break
Session II: Point Processes
12:00-13:20
Chairman: Tatiana Komarova (LSE)
12:00-12:40 Rui Cui (UC3M): “Components of the Crámer-v.Mises test of the Cox-model”
12:40-13:20 Yuhao Li (UC3M): “The strategic behavior in work absence: a dynamic view”
13:20-14:50 Lunch
14:50-17:00
Session III: Treatment Effects and Quantile Methods
Chairman: Juan C. Escanciano (UC3M)
15:00-15:40 Shaoran Li (Univ. Cambridge): “A regularized semi-parametric characteristic-beta model in financial econometrics”
15:40-16:20 Mighai Mao (UC3M): “The variance of matching estimators under spatial dependence”
16:20-17:00 Jayeeta Bhattacharya (QMUL): “A quantile approach for two-step estimation”
17:00-17:20 Coffee Break
17:00-19:20
Session IV: Nonparametric Methods
Chairman: Oliver Linton (U. Cambridge)
17:20-18:00 Mengshan Xu (LSE): “Testing monotonicity of regression in the presence of measurement error: A smooth empirical process approach”
18:00-18:40 Yun Ji Peng (UC3M): “Threshold stochastic unit root models”
18:40-19:20 Cheng Qiu (LSE): “Inference in high dimensional semiparametric models”
20:30 Dinner