Welcome: 2006 WETA Meeting

Welcome

After one year hiatus, we are pleased to announce the return of the Workshop on Econometrics: Theory and Application (WETA). The 2006 WETA meeting will be held at Institute of Economics, Academia Sinica in Taipei, at the end of every month. The meeting will start at 3:00 pm to allow most of you to travel to Taipei.

The aim of WETA is to bring together young and established researchers working in the field of Econometrics. We anticipate that many of you will welcome the return of this meeting and the opportunity to present your ongoing research. To facilitate participation in the meeting, some limited funding support to cover expenses related to travel is available. If such support is necessary, please contact with the organizer.

To strengthen our connection, some entertainment programs (such as dining, activities, etc.) will be held after the meeting. Families of the WETA members are welcome to join us. Note that the entertainment schedule is subject to change.

Yu-Lieh Huang (ylihuang@mx.nthu.edu.tw)

Organizer

Prof. Lin, Hsin-Yi

A Robust Rank Score Test for Non-nested Hypotheses

We are very pleased to announce that the first WETA meeting will be held on April. 21 (Saturday), 3:00 pm at Room C103, Institute of Economics, Academia Sinica (IEAS). Our speaker is Prof. Lin, Hsin-Yi who is an assistant professor of National Chengchi University. Please find the lecture notes in our public gmail space.
Yu-Lieh Huang
Organizer

Prof. Chen, Yi-Ting

Moment-Based Copula Tests for Financial Returns

We are very pleased to announce that the next WETA meeting will take place at IEAS (Room#C103) on Feb. 3, 2007 from 3:00 to 5:00 pm. Our speaker is Prof. Yi-Ting Chen from IEAS. The topic is about tests for copula functions. Since it is the last speach before the coming Chinese New Year, I plan to give you a special entertainment program after the meeting.
Yu-Lieh Huang
Organizer

Prof. Chen, Yi-Ting

Moment-Based Copula Tests for Financial Returns

We are very pleased to announce that the next WETA meeting will take place on Jan. 13, 2007 (Saturday), 10:30 AM at Room C103, Institute of Economics, Academia Sinica (IEAS). Our speaker is Prof. Yi-Ting Chen from IEAS. Prof. Chen received his Ph.D. from National Taiwan University in 1998 and is now an associate research fellow in IEAS. Prof. Chen has published several papers in Journal of Econometrics, Journal of Business and Economic Statistics and Oxford Bulletin of Economics and Statistics. The research topic that he wants to talk is about the copula test, forthcoming in Journal of Business and Economic Statistics. You may download this paper at our g-mail space.

Yu-Lieh Huang

Organizer

Prof. Wang, Chien-Ho

Local Time: Applications in Time Series Econometrics

We are very glad to invite Prof. Wang, the assistant professor of National Taipei University, to give us a talk about the hot research topic `Local time: Application in time series econometrics'. The meeting will be held on Nov. 25, at Room C103 of IEAS, at 3:00. As usual, the lecture notes of this talk can be found in the gmail space. For the entertainment program after the talk, I plan to have pizza at IEAS (at the "lobby"; it is located between building B and building C in IEAS).

Yu-Lieh Huang

Organizer

Entertainment Schedule

Entertainment

Time: November 4, 2006.
Place: 貓空

You can find more pictures in our gmail space.

Yu-Lieh Huang

Organizer

Entertainment Schedule

Entertainment

Time: November 4, 2006.

Place: 貓空

You can find more pictures in our gmail space.

Yu-Lieh Huang

Organizer

Prof. Lin, Chang-Ching

L-Moments: Theory and Applications

We would like to remind you that the WETA meeting will be held on Nov. 4 (Saturday), 3:00 pm at National Chengchi University (政大綜合院館南棟10樓研討室). At the meantime, we arrange a sightseeing tour for the families to visit the famous spot of Chengchi U., 政大後山. Please send me a mail and tell me who would like to join this sightseeing tour.

For the entertainment program after the talk on Sat. evening, we have reserved a restaurant named 山水客. Following is the web-site of this restaurant:

http://www.ample.com.tw/index.html

I would like to give my thanks to Prof. Lin, Hsin-Yi who helps me to arrange the seminar room in Chengchi U. and reserve the restaurant.

Yu-Lieh Huang

Organizer

Prof. Lin, Chang-Ching

L-Moments: Theory and Applications

We are very pleased to announce that the next WETA meeting will be held on Sept. 30 (Saturday), 3:00 pm at Room C103, Institute of Economics, Academia Sinica (IEAS). Our speaker is Prof. Chang-Ching Lin from IEAS. The topic he wants to talk is about L-moments. Since it is a new topic for most of us, I have asked Prof. Lin to give us more examples about this issue. To illustrate the basic idea of L-moments more clearly, Prof. Lin would like to split his talk into TWO. Thus, the next speech of Prof. Lin will take place on Nov. 4 (Saturday). For the lecture notes, please go to our gmail space and download it.

Yu-Lieh Huang

Organizer

Prof. Lin, Hsin-Yi

An Introduction of Subsampling

We are very pleased to announce that the first WETA meeting will be held on Sept. 9 (Saturday), 3:00 pm at Room C103, Institute of Economics, Academia Sinica (IEAS). Our speaker is Prof. Lin, Hsin-Yi who is an assistant professor of National Chengchi University. Please find the lecture notes in our public gmail space: wetameeting@gmail.com.

Yu-Lieh Huang
Organizer

Invitation: 2006 WETA Meeting

Invitation

With Prof. C.M. Kuan, we are asking you to provide us the title of the topic that you would like to present in the WETA meeting. If possible, please also provide the names of speakers who might be interesting in giving us a seminar for the WETA. I will be happy to follow up the invitation process when I receive the list of the invited speakers.

Yu-Lieh Huang

Organizer