ࡱ> VXU%` R9bjbj2>̟̟Z %^^^^^^^r82t,r5|"   !!!5555555$87h9V=59^/!!//=5^^  v5333/^ ^ 53/533^^3  P w23550539'3|939^3!h&`3)|,U!!!=5=53X!!!5////rrr 6 rrr6rrr^^^^^^ The 2009 Summer Workshop in Econometrics May 31-June 1 2009 Program May 31, 2009 8:20 8:45am Signing in Room 302, Shunde Building, Tsinghua University 8:45 9:00am Welcome Remarks Chong-En Bai, Tsinghua University School of Economics and Management, Tsinghua University Session 1: Chair: Jushan Bai, Tsinghua University 9:009:50am Guido Kuersteiner, UC Davis Instrument Selection by First Stage Prediction Averaging 9:5010:05am Coffee/Tea Break 10:0510:55am Josep Llus Carrion-i-Silvestre, Universitat de Barcelona, Spain Panel cointegration rank testing with cross-section Dependence 10:5511:10am Coffee/Tea Break 11:1012:00pm Rong Chen, Rutgers University On generating Monte Carlo samples of continuous diffusion bridges 12:151:45pm Lunch Session 2: Chair: Qi Li, Tsinghua University 2:002:50pm Patrik Guggenberger, UCLA The impact of a Hausman pretest on the size of a hypothesis test 2:503:05pm Coffee/Tea Break 3:053:55pm Jun Yu, Singapore Management University Econometric identification of financial bubbles and crisis event concatenation 3:554:10pm Coffee/Tea Break 4:105:00pm Terence Chong, Chinese University of Hong Kong The Theory and Applications of TAR Model with two Threshold Variables 5:307:30pm Dinner June 1, 2009 Session 3: Chair:Yongmiao Hong, Tsinghua University 9:009:50am Sung Y. Park, Xiamen University Which Quantile Regression is the Most Informative? Maximum Entropy Quantile Regression 9:5010:05am Coffee/Tea Break 10:0510:55am Pingfang Zhu, Shanghai Academy of Social Sciences Instrumental variable quantile regresssion estimation of spatial dynamic panel data models 10:5511:10am Coffee/Tea Break 11:1012:00pm Xiaotong Zhang, Nankai University Wald statistic for unit root tests 12:15-1:45pm Lunch Session 4: Chair: Xu Lin, Tsinghua University 2:002:50pm Ying Fang, Xiamen University The Validity of Instruments Revisited 2:503:05pm Coffee/Tea Break 3:053:55pm Shaoping Wang, Huazhong University of Science and Technology A Generalized Nonlinear IV Unit Root Test for Panel Data with Cross-Sectional Dependence 3:554:10pm Coffee/Tea Break 4:105:00pm Weiguo Wang, Dongbei University of Finance and Economics WNSecev NcpezSpxvz Program Committee: Chong-En Bai, Tsinghua University Zinai Li, Tsinghua University Jushan Bai, Tsinghua University Qi Li, Tsinghua University Yongmiao Hong, Tsinghua University Zhijie Xiao, Tsinghua Universit8PRlnvx 8 : < > B D F H L P T t      ! 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