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////rrr6 rrr6rrr^^^^^^ The 2009 Summer Workshop in EconometricsMay 31-June 1 2009ProgramMay 31, 20098:20 8:45am Signing in Room 302, Shunde Building, Tsinghua University8:45 9:00am Welcome RemarksChong-En Bai, Tsinghua UniversitySchool of Economics and Management, Tsinghua UniversitySession 1: Chair: Jushan Bai, Tsinghua University9:009:50am Guido Kuersteiner, UC DavisInstrument Selection by First Stage Prediction Averaging9:5010:05am Coffee/Tea Break10:0510:55am Josep Llus Carrion-i-Silvestre, Universitat de Barcelona, Spain Panel cointegration rank testing with cross-section Dependence10:5511:10am Coffee/Tea Break11:1012:00pm Rong Chen, Rutgers UniversityOn generating Monte Carlo samples of continuous diffusion bridges12:151:45pm LunchSession 2: Chair: Qi Li, Tsinghua University2:002:50pm Patrik Guggenberger, UCLAThe impact of a Hausman pretest on the size of a hypothesis test2:503:05pm Coffee/Tea Break3:053:55pm Jun Yu, Singapore Management UniversityEconometric identification of financial bubbles and crisis event concatenation3:554:10pm Coffee/Tea Break4:105:00pm Terence Chong, Chinese University of Hong KongThe Theory and Applications of TAR Model with two Threshold Variables5:307:30pm DinnerJune 1, 2009Session 3: Chair:Yongmiao Hong, Tsinghua University 9:009:50am Sung Y. Park, Xiamen UniversityWhich Quantile Regression is the Most Informative? Maximum Entropy Quantile Regression9:5010:05am Coffee/Tea Break10:0510:55am Pingfang Zhu, Shanghai Academy of Social Sciences Instrumental variable quantile regresssion estimation of spatial dynamic panel data models10:5511:10am Coffee/Tea Break11:1012:00pm Xiaotong Zhang, Nankai UniversityWald statistic for unit root tests12:15-1:45pm LunchSession 4: Chair: Xu Lin, Tsinghua University2:002:50pm Ying Fang, Xiamen UniversityThe Validity of Instruments Revisited2:503:05pm Coffee/Tea Break3:053:55pm Shaoping Wang, Huazhong University of Science and Technology A Generalized Nonlinear IV Unit Root Test for Panel Data with Cross-Sectional Dependence3:554:10pm Coffee/Tea Break4:105:00pm Weiguo Wang, Dongbei University of Finance and EconomicsWNSecev NcpezSpxvz Program Committee: Chong-En Bai, Tsinghua University Zinai Li, Tsinghua UniversityJushan Bai, Tsinghua UniversityQi Li, Tsinghua UniversityYongmiao Hong, Tsinghua UniversityZhijie Xiao, Tsinghua Universit8PRlnvx 8 : < > B D F H L P T t      ! 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