Keynote Speakers

 

 

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Jushan Bai

Jushan Bai is Professor of Economics at Columbia University. He is an elected fellow of the Econometric Society, a fellow of Journal of Econometrics, and a Multa-Scripsit Award recipient from Econometric Theory. Professor Bai has served on the editorial boards for a number of leading economics journals. Professor Bai is among the list of Thomson Reuters Highly Cited Researchers, 2014. His current research centers on panel data analysis with interactive effects, cross-sectional dependence, panel unit root and cointegration, high dimensional factor models, instrumental variables estimation and selection, and methods of selecting predictors. He earned his PhD in economics from UC Berkeley, and has previously taught at MIT, Boston College, and NYU.

Peter Schmidt

Peter Schmidt

Peter Schmidt is distinguished Professor of Economics at Michigan State University. His research interests cover a broad range of topics in econometrics, especially panel data analysis, dynamic models, measurement of efficiency of production, and day care pricing. He is the author/editor of several textbooks including Econometrics, and the Handbook of Applied Econometrics, Volume II: Microeconometrics. Professor Schmidt is a Fellow of the Econometric Society, Fellow of the American Statistical Association and a Journal of Econometrics Fellow.

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Koen Jochmans

Koen Jochmans works on topics in micro-econometrics, including the estimation of nonlinear panel data models and the identification of finite-mixture models from multivariate data. He has published his research in leading econometric and statistics journals, including the Journals of Econometrics, Econometric Theory, Review of Economics and Statistics, and Annals of Statistics. In 2015 he was awarded the Sargan Prize for outstanding research in the Econometrics Journal.

George Kapetanios

George Kapetanios works in the area of econometrics and macroeconomics. In the area of econometrics he is interested in (i) the analysis of nonlinear econometric models, (ii) nonlinear unit root tests, (iii) factor and other models for large datasets (iv) model selection (v) tests of rank (vi) tests of nonlinearity, (vii) econometric forecasting and (vii) modelling under structural change. He has developed unit root tests that are powerful against nonlinear stationary processes for a variety of nonlinear alternative hypotheses. In the area of macroeconomics he has investigated the persistence properties of a number of macroeconomics series and used state space and nonlinear models to forecast GDP and other macroeconomic variables for Europe and the US.