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!
