世界计量经济学会“亚洲计量经济学与统计学暑期学校”日程

  • 日期:2022-07-15

 

 

July 18  Monday  

8:30am-8:45am  Opening  Welcome Speech

8:45am-10:00am  Lecture I  Time Varying Models in Econometrics and Statistics  Jiti Gao, Monash University

10:00am-10:15am  Group Photo & Break

10:15am-11:45am  Lecture II  Time Varying Models in Econometrics and Statistics  Jiti Gao, Monash University

2:00pm-3:30pm  Lecture III  Some Nonparametric Methods for High Frequency Empirical Finance  Oliver Linton, University of Cambridge

3:30pm-3:45pm  15 Minutes Break

3:45pm-5:15pm  Lecture IV  Some Nonparametric Methods for High Frequency Empirical Finance  Oliver Linton, University of Cambridge

 

 

July 19  Tuesday

8:30am-10:00am  Lecture I  Regularized Estimation of High Dimensional Panels: Unobserved Heterogeneity, Cross Section Dependence, and Endogeneity  Liangjun Su, Tsinghua University

10:00am-10:15am  15 Minutes Break

10:15am-11:45am  Lecture II  Regularized Estimation of High Dimensional Panels: Unobserved Heterogeneity, Cross Section Dependence, and Endogeneity  Liangjun Su, Tsinghua University

2:00pm-3:30pm  Lecture III  Estimation, Inference, Prediction, Identification of Fractional Time Series  Jun Yu, Singapore Management University

3:30pm-3:45pm  15 Minutes Break

3:45pm-5:15pm  

Lecture IV  Estimation, Inference, Prediction, Identification of Fractional Time Series Jun Yu, Singapore Management University

 

July 20  Wednesday

8:30am-10:00am  Lecture I  Time Varying Models in Econometrics and Statistics  Jiti Gao, Monash University

10:00am-10:15am  15 Minutes Break

10:15am-11:45am  Lecture II  Time Varying Models in Econometrics and Statistics  Jiti Gao, Monash University

2:00pm-3:30pm  Lecture III  Some Nonparametric Methods for High Frequency Empirical Finance  Oliver Linton, University of Cambridge

3:30pm-3:45pm  15 Minutes Break

3:45pm-5:15pm  Lecture IV  Some Nonparametric Methods for High Frequency Empirical Finance  Oliver Linton, University of Cambridge

 

July 21  Thursday

8:30am-10:00am  Lecture I  Information-Theoretic Modeling and Inference  Amos Golan, American University

10:00am-10:15am  15 Minutes Break

10:15am-11:45am  Lecture II  Information-Theoretic Modeling and Inference  Amos Golan, American University

2:00pm-3:30pm  Lecture III  Estimation, Inference, Prediction, Identification of Fractional Time Series  Jun Yu, Singapore Management University

3:30pm-3:45pm  15 Minutes Break

3:45pm-5:15pm  Lecture IV  Estimation, Inference, Prediction, Identification of Fractional Time Series  Jun Yu, Singapore Management University

 

July 22  Friday

8:30am-10:00am  Lecture I  Data Decomposition Methods and Their Applications  Shouyang Wang, Academy of Mathematics and Systems Science and University of Chinese Academy of Sciences

10:00am-10:15am  15 Minutes Break

10:15am-11:45am  Lecture II  Data Decomposition Methods and Their Applications  Shouyang Wang, Academy of Mathematics and Systems Science and University of Chinese Academy of Sciences

2:00pm-3:30pm  Lecture III  Regularized Estimation of High Dimensional Panels: Unobserved Heterogeneity, Cross Section Dependence, and Endogeneity  Liangjun Su, Tsinghua University

3:30pm-3:45pm  15 Minutes Break

3:45pm-5:15pm  Lecture IV  Regularized Estimation of High Dimensional Panels: Unobserved Heterogeneity, Cross Section Dependence, and Endogeneity  Liangjun Su, Tsinghua University

 

July 23  Saturday

8:30am-10:00am  Lecture I  Information-Theoretic Modeling and Inference  Amos Golan, American University

10:00am-10:15am  15 Minutes Break

10:15am-11:45am  Lecture II  Information-Theoretic Modeling and Inference  Amos Golan, American University

2:00pm-3:30pm  Lecture III  Nonparametric Analysis and Machine Learning  Yongmiao Hong, Chinese Academy of Sciences and University of Chinese Academy of Sciences

3:30pm-3:45pm  15 Minutes Break

3:45pm-5:15pm  Lecture IV  Nonparametric Analysis and Machine Learning  Yongmiao Hong, Chinese Academy of Sciences and University of Chinese Academy of Sciences

5:15pm-5:30pm  Closing Ceremony

 

Or for more information, please visit 

https://summerschool2022.casconf.cn/ about the latest program and logistics of the Summer School.

http://cefs.amss.cas.cn/ about Center for Forecasting Science, Chinese Academy of Sciences.

https://sem.ucas.ac.cn/index.php/zh/ about School of Economics and Management, University of Chinese Academy of Sciences.

 

WE LOOK FORWARD TO SEEING YOU IN BEIJING IN JULY!