Time
Session
Speaker
09:00 – 09:20
Opening
Session 1
Chair: Songnian Chen
09:20 – 10:10
Talk #1: "On a Problem of Robbins"
Roger Koenker
10:10 – 11:00
Talk #2: "Robust Bayes Inference for Non-Identified SVARs"
Toru Kitagawa
11:00 – 11:20
Tea Refreshments
11:20 – 12:10
Talk #3: "The Lasso for High-dimensional Regression with a Possible Change-point"
Sokbae Lee
12:10 – 13:00
Talk #4: "Sequential Estimation of Censored Quantile Regression Models"
Songnian Chen
13:00 – 14:00
Lunch
Session 2
Chair: Xun Lu
14:00 – 14:50
Talk #5: "Asymptotic Efficiency of Semiparametric Two-step GMM"
Xiaohong Chen
14:50 – 15:40
Talk #6: "Testing the Number of Components in Finite Mixture Models"
Katsumi Shimotsu
15:40 – 16:00
16:00 – 16:50
Talk #7: "Nonparametric Identification and Estimation of Transformation Models"
Dennis Kristensen
16:50 – 17:40
Talk #8: "Nonparametric Identification and Estimation of Truncated Regression Models with Heteroskedasticity"
Xun Lu
18:00
Dinner
Session 3
Chair: Hidehiko Ichimura
08:30 – 09:20
Talk #9: "A Computational Implementation of GMM"
Han Hong
09:20 – 09:30
09:30 – 10:20
Talk #10: "Dynamic Panel Data Analysis when the Dynamics are Heterogeneous"
Ryo Okui
10:20 – 11:10
Talk #11: "Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects"
Liangjun Su
11:10 – 11:20
Talk #12: "Monotone Nonparametric Instrumental Variable Estimation"
Daniel Wilhelm
Talk #13: "Conditioning Variables In Program Evaluation Methods"
Hidehiko Ichimura
Session 4
Chair: Peng Wang
Talk #14: "Counterfactual Worlds: Characterizing the Identifying Power of Incomplete Models with Conditional and Marginal Independence Restrictions"
Andrew Chesher
Talk #15: "Simultaneous Equations for Discrete Outcomes: Coherence, Completeness and Identification"
Adam Rosen
Talk #16: "Testing for a General Class of Functional Inequalities"
Yoon-Jae Whang
Talk #17: "Testing Many Moment Inequalities"
Kengo Kato
Venue: IAS4042, 4/F, Lo Ka Chung Building, Lee Shau Kee Campus, HKUST
