Mini-Conference on Econometric Theory and Its Applications

The main purpose of this mini-conference is to promote the tripartite academic exchange and cooperation among SMU, Hiroshima University and Hiroshima University of Economics. The main theme for the conference is "Econometrics Theory and Its Applications". The conference provides a platform for researchers in the three universities and beyond to interact and share their experiences and findings in the area. The conference is organised by the Centre for Financial Econometrics (CoFiE) at SMU. CoFiE intends to be a world-class centre in financial econometrics with strong practical applications and international links.

Date:

25 March 2010 (Thursday)

Time:

08:45am - 12:00 noon

Venue:

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

Programme:

Agenda:

08:45am: Registration

08:55am: Welcome Address - Roberto S. Mariano, Singapore Management University

09:00am: Session 1
Chair : Yiu Kuen Tse, Singapore Management University

"Explosive Trend Regression and Common Explosive Roots" - Peter C.B. Phillips, Yale and Singapore Management University

"Long Memory in the Aggregate Squared GARCH(1,1) Process" - Koichi Maekawa, Hiroshima University of Economics

10:00am: Morning Tea

10:30am: Session 2
Chair : Liangjun Su, Singapore Management University

"Inventory Fluctuations in Developing Countries" - Isamu Ginama, Hiroshima University

"On the Behavior of the GMM Estimator in Persistent Dynamic Panel Data Models"- Kazuhiko Hayakawa, Hiroshima University

"Asymptotic Distributions of the Least Square Estimator for Diffusion Processes "- Jun Yu, Singapore Management University

12:00pm: Closing - Jun Yu

Click here for registration

 
     
 
 
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