Econometrics Ph.D. Students Meeting

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



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



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



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