7 July 2025 |
8:20-8:30 |
Welcome Speech by Organizer |
Lin Ping, Dean, School of Economics, Shandong University |
|
8:30-9:15 |
Thematic Report (Session 1): The Factor Tree |
Tu Yundong, Professor, Guanghua School of Management, Peking University |
|
9:15-9:45 |
Thematic Report (Session 1): TransPCA for Large-dimensional Factor Analysis with Weak Factors: Power Enhancement via Knowledge Transfer |
Wang Yalin, PhD Candidate, Institute of Finance, Shandong University |
|
9:45-10:15 |
Thematic Report (Session 1): Controlling Interactive Fixed Effects with Diversified Projections |
Li Hongjun, Associate Professor, School of Social Sciences, Tsinghua University; Chair: Chen Qiang, Professor, School of Economics, Shandong University |
|
10:15-10:30 |
Group Photo / Tea Break |
- |
|
10:30-11:00 |
Thematic Report (Session 1): Short, Long and Large Panel Data Models with Interactive Fixed Effects |
Yan Guanpeng, Lecturer, School of Economics, Shandong University of Finance and Economics |
|
11:00-11:30 |
Thematic Report (Session 1): Testing the Cluster Structure in Panel Data Models |
Zhou Qiankun, Professor, Louisiana State University |
|
11:30-12:00 |
Thematic Report (Session 1): Smoothed Quantile Regression for Panel Data Models with a Mixed Group Structure |
Li Haiqi, Professor, School of Finance and Statistics, Hunan University |
|
12:00-14:00 |
Lunch |
- |
|
14:00-14:45 |
Thematic Report (Session 2): Policy Learning under Unobserved Confounding: A Robust and Efficient Approach |
Zhou Yahong, Professor, School of Economics, Shanghai University of Finance and Economics |
|
14:45-15:15 |
Thematic Report (Session 2): Agentic Statistics: A Task-driven Framework, Limit Theory and Method |
Yan Xiaodong, Professor, School of Mathematics and Statistics, Xi'an Jiaotong University |
|
15:15-15:45 |
Thematic Report (Session 2): Analyzing Idiosyncratic Volatility: Evidence from Machine Learning |
Zhou Hongtao, Lecturer, School of Economics, Dongbei University of Finance and Economics; Chair: Wang Pu, Assistant Researcher, School of Economics, Shandong University |
|
15:45-16:00 |
Tea Break |
- |
|
16:00-16:30 |
Thematic Report (Session 2): Hypothesis Testing in Varying Coefficient Models Based on the Multiplier Bootstrap |
Song Xiaojun, Associate Professor, Guanghua School of Management, Peking University |
|
16:30-17:00 |
Thematic Report (Session 2): Testing Symmetry Based on the Quantile-Mean Process |
Zhang Jinfeng, Associate Professor, Institute of Economics, Shandong University |
|
17:00-17:30 |
Thematic Report (Session 2): Tracking Down the Unobserved Prices: A Constrained GMM Approach to Production Function Estimation |
Pan Qingsong, Assistant Researcher, School of Economics, Shandong University |
8 July 2025 |
8:30-9:15 |
Thematic Report (Session 3): Distribution Estimation for Time Series via GAN |
Xiao Zhijie, Professor, Boston College; Chair: Pan Qingsong, Assistant Researcher, School of Economics, Shandong University |
|
9:15-9:45 |
Thematic Report (Session 3): Causal Inference with Social Interactions: A Structural Break Viewpoint |
Shen Yan, Professor, National School of Development, Peking University |
|
9:45-10:15 |
Thematic Report (Session 3): Testing LATE Assumptions via Shape Restrictions |
Chen Liang, Assistant Professor, HSBC Business School, Peking University |
|
10:15-10:30 |
Tea Break |
- |
|
10:30-11:00 |
Thematic Report (Session 3): Common Prosperity Effect of New-type Urbanization - Also on Causal Inference for Income Distribution |
Zhang Zhengzi, Professor, School of Economics, Shanghai University of Finance and Economics |
|
11:00-11:30 |
Thematic Report (Session 3): Parallel Trend Matching for Difference-in-differences |
Qi Ji, PhD Candidate, School of Economics, Shandong University |
|
11:30-12:00 |
Thematic Report (Session 3): A Double Robust Approach for Non-Monotone Missingness in Multi-stage Data |
Yang Shenshen, Assistant Professor, Maynard School of Economics, Tianjin University |
|
12:00-14:00 |
Lunch |
- |
|
14:00-14:45 |
Thematic Report (Session 4): Can AI Master Econometrics? Evidence from Econometrics AI Agent on Expert-Level Tasks |
Luo Ye, Associate Professor, University of Hong Kong; Chair: Chen Qiang, Professor, School of Economics, Shandong University |
|
14:45-15:15 |
Thematic Report (Session 4): Nonlinear Binscatter Methods |
Feng Yingjie, Associate Professor, School of Economics and Management, Tsinghua University |
|
15:15-15:45 |
Thematic Report (Session 4): A Nonparametric Test of the Quantile Predictive Regression Model |
Wu Jilin, Professor, School of Economics, Xiamen University |
|
15:45-16:00 |
Tea Break |
- |
|
16:00-16:30 |
Thematic Report (Session 4): A Semiparametric Analysis of Intergenerational Income Mobility |
Jia Chengye, Lecturer, School of Economics, Shandong University of Finance and Economics |
|
16:30-17:00 |
Thematic Report (Session 4): Spectral Denoising and Adaptive Discrete Smoothing in Panel Data Models with Semiparametric Time-varying Fixed Effects |
Wang Pu, Assistant Researcher, School of Economics, Shandong University |
|
17:00-17:30 |
Thematic Report (Session 4): Testing for Essential Heterogeneity in the Marginal Treatment Effects Model |
Mao Minghai, Assistant Professor, Li Anmin Institute of Economics, Liaoning University |
|
17:30-18:00 |
Thematic Report (Session 4): A Unified Framework for Regression Discontinuity Designs |
Chen Qiang, Professor, School of Economics, Shandong University |
