June 7^th

Time

Session

8:30-9:00

Registration

9:00-9:30

Opening Remarks

9:30-10:20

Chair: Kamhon Kan

Keynote Speech I

Academician Cheng Hsiao (University of Southern California)

Measuring the effects - Panel vs cross-sectional data

10:20-10:50

Photo Session and Coffee Break

10:50-12:20

Chair: Jin-Chuan Duan

Keynote Speech II

Professor Yongmiao Hong (Cornell University)

How to Distinguish Abrupt Structural Breaks from Smooth Structural Changes?

Invited Speech I

Professor Zongwu Cai (University of Kansas)

Assessing Tail Risk Using Expectile Regressions with Partially Varying Coefficients

12:20-13:40

Lunch Break

13:40-15:10

Chair: Lung-Fei Lee

Keynote Speech III

Academician Jin-Chuan Duan (National University of Singapore)

Dynamic Macro Scenario Analysis via Bridge Sampling

Invited Speech II

Professor Yoosoon Chang (University of Indiana)

A structural investigation of monetary policy shifts

15:10-16:00

Coffee Break

16:00-17:15

Chair: Zongwu Cai

Session I

Professor Yu-Chin Hsu (Academia Sinica)

Consistent Tests for Fractional Degree Stochastic Dominance Relations

Professor Chor-Yiu Sin (National Tsing Hua University)

On validity of cluster-robust standard errors in cross-section or panel data

Professor Jui-Chung Yang (National Tsing Hua University)

Subsample-Based Bias-Correction Estimation and Inference with Kernel Estimators

June 8^th

Time

Session

9:00-9:30

Registration

9:30-11:00

Chair: Joon Y. Park

Keynote Speech IV

Academician Lung-Fei Lee (Ohio State University)

Decomposition of dynamic panel models into within and between equations

Invited Speech III

Professor Tong Li (Vanderbilt University)

Quantile Treatment Effects in Difference in Differences Models with Panel Data

11:00-11:20

Coffee Break

11:20-12:10

Chair: Tong Li

Session II

Professor Ying Fang (Xiamen University)

Partially Conditional Quantile Treatment Effects

Professor Shin-Huei Wang (National Tsing Hua University)

A real time procedure to update portfolio allocations

12:10-14:00

Lunch Break

14:00-15:30

Chair: Cheng Hsiao

Keynote Speech V

Professor Joon Y. Park (University of Indiana)

Econometric analysis of functional dynamics in the presence of persistence

Invited Speech IV

Professor Geert Ridder (University of Southern California)

Three-stage Semi-Parametric Inference: Control Variables and Differentiability

15:30-15:50

Coffee Break

15:50-17:05

Chair: Yoosoon Chang

Session III

Professor Kamhon Kan (Academia Sinica)

Height and Labor Market Outcomes: Mendelian Randomization Results

Professor Yan Shen (Peking University)

Can Intraday Text-based Investors’ Overnight Sentiment Predict Chinese Stock Market Return? -A Deep Learning Approach

Professor Hung-Jen Wang (National Taiwan University)

Uncertainty and Business Cycle Asymmetry: An application of a serially-correlated two-tier SF model