2009 Singapore Econometrics Study Group Meeting

The Singapore Econometric Study Group (SESG) provides a forum for academics, research students, professional applied economists and others working in econometrics to meet and discuss their work and to learn from each other about ongoing developments in the field. Co-sponsored by the Centre for Financial Econometrics in Sim Kee Boon Institute for Financial Economics and the School of Economics, the 2009 SESG Meeting will take place on August 7,2009.

Speakers: Peter C.B. Phillips, Yale University
Liangjun Su, Singapore Management University
Daniel Preve, Singapore Management University
Paul McNeils, Fordham University
Xiaoneng Zhu, Nanyang Technological University
Aurobindo Ghosh, Singapore Management University
Jun Yu, Singapore Management University
Date: 07 August 2009 (Friday)
Time:

9:30 to 17:00 hours
Venue:

Singapore Management University
School of Economics
Seminar Room 5.1, Level 5,
90 Stamford Road,
Singapore 178903

Programme:

Agenda:

9:30am: Registration

9:55am: Welcome Remarks - Jun Yu

10:00am: X-Differencing and Fully Aggregated Estimation - Peter C.B. Phillips
10:40am: Local Polynomial Quantile Regression for Dependent Heterogeneous Processes: Uniform Bahadur Representation with Applications to Testing Conditional Independence- Liangjun Su

11:20am: Linear Programming-based Estimators in Simple Linear Regression - Daniel Preve

12:00pm: Lunch Break

2:00pm: Comparing the Sources of Volatility in the Singapore and Hong Kong Economies: A Bayesian DSGE Approach - Paul McNelis

2.40pm: International Bond Market Comovements- Xiaoneng Zhu

3.20pm: Tea Break

3.40pm: Survival of the Smartest Robust Rank-based Regression Model for Truncated Date - Aurobindo Ghosh

4.20pm: Bayesian Analysis of Structural Credit Risk Models with Microstructure Noises - Jun Yu

5.00pm: Conclusion - Jun Yu

Click here for registration

 
     
 
 
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