?????. BK21 ??????.

????? ????? “Econometrics in Korea: Past, Present and Future” ? ??? 6? 1? ???? ?? 201??? ?????.

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Part I: Lectures

09:00 –09:50 ???(???): Cointegration: An Overview

10:00 –10:50 ???(???): Poissonization and Its Econometric Applications

11:00 –11:50 ???(?????, ????) Regressions at High Frequency

Lunch 12:00 –13:00

Part II: Conference

Session I: ?? ???(???)

13:00 –13:20 ???(???) Higher-Order Expansions of Twofold Unidentified Models When Testing for Neglected Nonlinearity

13:20 –13:40 ???(???) Asymptotically Feasible GLS of Triangular SEM: Non-IV Approach

13:40–14:00 ???(???) Nonparametric Inference for Counterfactual Means: Bias-Correction, Confidence Sets, and Weak IV

14:00–14:20 ???(???) Estimation of a Threshold Model via the Lasso

14:20 –14:40 ???(???) Limited Information Quasi-Likelihood and Data-Based Inference for Model Specification

Greetings and Coffee Break 14:40 –15:00 ???(?????, ????)

Session II: ?? ???(???)

15:00 –15:20 ??(???) Efficient Estimation of Nonstationary Factor Models

15:20 –15:40 ???(???) Lag Length Selection for Panel Autoregressive Models

15:40 –16:00 ???(???) Bootstrapping Unit Root Tests with Covariates

16:00 –16:20 ???(????) Nonstationarity in Time Series of State Densities

Coffee Break 16:20 –16:30

Session III: ?? ???(???)

16:30 –16:50 ???(???) Asset Pricing Theory and theValuationof Korean Paintings: A Semiparametric Model of Hedonic Pricing

16:50 –17:10 ???(???) Financial Factors in an Estimated Small Open Economy: The Case of Korea

17:10–17:30 ???(???) Let's Take Another Break

17:30 –17:50 ???(???, ????) Markov-Switching Models with Evolving Regime-Specific Parameters: Are Post-War Booms or Recessions All Alike?

Conclusions 17:50 –18:00 ???(???)


???? BK21 ???? ??? ??? ?? • ???

TEL : 02-2123-4430 / FAX : 02-393-1158

http://ecobk21.yonsei.ac.kr/