2024面板数据分析、微观计量经济学与应用微观经济学前沿研讨会

（2024 Workshop on Recent Advances in Panel Data Analysis, Microeconometrics and Applied Microeconomics）

2024年11月25日

福建·厦门

主办单位：

厦门大学邹至庄经济研究院

中国科学院数学与系统科学研究院预测科学研究中心

厦门大学-中国科学院计量建模与经济政策研究基础科学中心

主旨报告嘉宾：

萧政（Cheng Hsiao）

Cheng Hsiao is a Professor of Economics at the University of Southern California. He is a Fellow of Academia Sinica, a Fellow of the Econometric Society, and a Fellow of the Journal of Econometrics. In 2018, he became a Founding Fellow of the International Association for Applied Econometrics and was also awarded the Multa Scripsit Award by Econometric Theory in 2012. He has served on the advisory boards of the Pacific Economic Review and Singapore Economic Review, and as the Editor of Journal of Econometrics for over two decades.

Professor Hsiao's research interests include theoretical and applied econometrics. He has published extensively in these areas, with numerous research articles in leading journals such as Econometric Theory, Econometrica, Journal of Business and Economic Statistics, Journal of Econometrics, Journal of the American Statistical Association, Journal of Monetary Economics, and Review of Economic Studies, and several books, including Analysis of Panel Data and Panel Data Econometrics.

陈松年（Songnian Chen）

Songnian Chen is the first Tsingshan Chair Professor at Tsingshan Institute for Advanced Studies, and Professor of Economics, College of Economics, Zhejiang University (ZJU). He received his B.S. in Mathematics from Fudan University in 1986 and Ph.D. in Economics from Princeton University in 1994. He was a Provost's Chair Professor in the Department of Economics at the National University of Singapore and a Chair Professor and a Senior Research Fellow of the Institute for Advanced Studies at the Hong Kong University of Science and Technology (HKUST).

He has published nearly 50 papers in leading journals such as Econometrica, Review of Economic Studies, Journal of Econometrics, Econometric Theory, Annals of Statistics, and Journal of American Statistical Association. Prof. Chen is a fellow of the Econometric Society and a fellow of the Journal of Econometrics (JOE) and served as an Associate Editor of Journal of Econometrics from 2002 to 2021.

议程安排：

Date: Monday, November 25, 2024

Venue: N303, Econ Bldg., Xiamen University

08:30 – 08:45 Opening Remarks

Chair: Xiaoyi Han, Xiamen University

Yongmiao Hong, University of Chinese Academy of Sciences

08:45 – 09:30 Keynote Speech I

Chair: Yongmiao Hong, University of Chinese Academy of Sciences

Panel Sample Selection Model with Interactive Effects

Cheng Hsiao, University of Southern California

09:30 – 10:00

Group Photo and Coffee Break

10:00 – 12:00

Session I: Panel Data and Factor Models

Chair: Xiaoyi Han, Xiamen University

[1] Efficient and Sequential Estimation of High-order Spatial Dynamic Panels with Time-varying Dominant Units

Xiaoyi Han, Xiamen University

[2]Estimating the Number of Groups in Nonstationary Panels: A Penalty-free Perspective

Shaoxin Hong, Shandong University

[3] Consistent Testing for Structural Changes in Factor Models

Yongmiao Hong, University of Chinese Academy of Sciences

[4] How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test

Yimeng Xie, Xiamen University

14:00 – 14:45 Keynote Speech II

Chair: Nianqing Liu, Xiamen University

Quantile Regression for Duration Data

Songnian Chen, Zhejiang University

14:45 – 15:45

Session II: Applied Microeconomics

Chair: Chao Ma, Xiamen University

[1] Strategic Carry-along Trade

Kai Li, Xiamen University

[2] Bayesian Learning with Forgetting: An Empirical Analysis of Automobile Insurance Policyholders

Chao Ma, Xiamen University

15:45 – 16:15Coffee Break

16:15 – 17:45

Session III: Microeconometrics

Chair: Xingbai Xu, Xiamen University

[1]Identification and Estimation of Treatment Effects Using Instrumental Variable without the Exclusion Restriction

Shuo Jiang, Xiamen University

[2] Nonparametric Identification and Estimation of Double Auctions with Bargaining

Nianqing Liu, Xiamen University

[3] Concentrated Bayesian Estimation

Xingbai Xu,Xiamen University

17:45 – 18:00

Concluding Remarks