Advances in Econometrics

Advances in Econometrics Conference

Advances in Econometrics Conference

The Louisiana State University Department of Economics is the proud host of the Advances in Econometrics Conference to be held at the Cook Hotel and Conference Center at LSU on October 26-28, 2018. 
The conference will honor the research of Cheng Hsiao, a professor of economics at the University of Southern California. 

Advances in Econometrics aims to annually publish original scholarly econometrics papers on designated topics with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics throughout the empirical economic, business, and social science literature. The series of research annuals, Advances in Econometrics, began in 1982. Starting in 2002 at LSU, with volume 17 in the series, a small conference is held that is attended by authors who submit proposals for research papers to be included in a volume. Visit the AIE home page for more information. 


Date: October 26-28, 2018

Venue: The Cook Hotel and Conferece Center at LSU

Address: 3848 West Lakeshore Drive, Baton Rouge, Louisiana 70808



Friday, October 26, 2018

Session Speaker
5:30 p.m. - 8:00 p.m. Welcome Dinner in the Cook Room

Saturday, October 27, 2018

Session Speaker
Registration and Opening Remarks
8:30 a.m. - 9:00 a.m
Tong Li
Vanderbilt University
An Econometrician’s Perspective on Big Data
9:00 a.m. - 9:30 a.m
Cheng Hsiao
University of Southern California
Estimating Peer Effect on College Choice: A Spatial Logit Approach
9:30 a.m. - 10:00 a.m.
Robin Sickles
Rice University
10:00 a.m. - 10:30 a.m. Break
Bayesian Estimation of Linear Sum Assignment Problems
10:30 a.m. - 11:00 a.m.
Yu-Wei Hsieh
University of Southern California
Various Asymptotic Distributions of the Error-components Test for Cross-section Correlation
11:00 a.m. - 11:30 a.m.
 Chor-Yiu (CY) Sin
National Tsing Hua University
 The Mode is the Message: Using Predata as Exclusion Restrictions to Evaluate Survey Design
11:30 a.m. - 12:00 p.m.
 Q. Rallye Shen
University of Toronto
 12:00 p.m. - 1:30 p.m. Lunch at Cook Room 
 Growth Empirics: a Bayesian Semiparametric Model with Random
Coefficients for a Panel of OECD Countries
1:30 p.m. - 2:15 p.m.
Badi H. Baltagi
Syracuse University 
 Robust Estimation and Inference for Importance Sampling Estimators with Infinite Variance
2:15 p.m. - 2:45 p.m.
Thomas Tao Yang
Australian National University
2:45 p.m. - 3:15 p.m. Break
Econometrics of Optimal Scoring Auctions
3:15 p.m. - 3:45 p.m.
Quang Vuong
New York University
A Simple Forecast of the Multivariate Long Memory Model with Structural Breaks
3:45 p.m. - 4:15 p.m.
Cindy S.H. Wang
Universite Catholique de Louvain
Bias Correction for Arellano-Bond type GMM estimation of Dynamic Panel Models
4:15 p.m. - 4:45 p.m.
Qiankun Zhou
Louisiana State University
5:30 p.m. - 8:00 p.m. Dinner at Juban's Creole Restaurant

Sunday, October 28, 2018

Session Speaker
Multi-country Analysis of Business Cycle Effects of Fiscal and Technology Shocks
8: 30 a.m. - 9:15 a.m.
Hashem Pesaran
University of Southern California
Mortgage Portfolio Diversification in the Presence of Cross-Sectional and Spatial Dependence
9:15 a.m. - 9:45 a.m.
Timothy Dombrowski
Louisiana State University
9:45 a.m. - 10:30 a.m. Break and closure of the conference
Lunch will be provided after 11:00 a.m. in the Cook Room.