The 3rd Shandong Econometrics Conference was held in Shandong University on June 17, 2016. Shaoan Huang (Dean of CER) and many famous econometrician including Oliver Linton, Xiaohong Chen attended this conference and made excellent reports.
In the morning, Dean Huang made a welcome speech, and then the conference began. Oliver Linton from Cambridge University firstly made a keynote speech on the topic of < Simple Nonparametric Estimators of Bid Ask Spread >, then Katsumi Shimotsu from Tokyo University and Rong Chen from Rutgers University made speeches of < Testing the Number of Regimes in Markov Regime Switching Models > and respectively. Lungfei Lee from ohio state University, Qi Li from Texas A&M University, Zheng Fang from Kansas State University and Shaoping Wang from Huazhong University of Science and Technology made reports respectively on the topic of ,, and .
In the afternoon, four papers presented in two parallel sessions. Then back to main conference hall, Xiaohong Chen from Yale University made a keynote speech on the topic of < MCMC Confidence Sets for Identified Sets>, Zongwu Cai from University of Kansas and Chunrong Ai from University of Florida made speeches of < A New Test on Asset Return Predictability with Structural Breaks> and < Estimation of Treatment Effect from Spatially Dependent Data>.