The 2nd International Conference on Econometrics and Statistics

After nearly a year's planning, the 2nd International Conference on Econometrics and Statistics, EcoSta 2018, was held at CityU in June 2018. The conference was co-organised by the working group on Computational and Methodological Statistics (CMStatistics), the network of Computational and Financial Econometrics (CFEnetwork), the Elsevier journals Computational Statistics and Data Analysis (CSDA) and Econometrics and Statistics (EcoSta), and the Department of Management Sciences of the City University of Hong Kong. Professor Alan Wan was the conference's CityU Chair.

EcoSta is rapidly becoming a leading venue for econometrics and statistics and their applications. Sessions covered all major areas of econometrics and statistics, including Bayesian inference, big data, biostatistics, financial econometrics, high-dimensional data, machine learning theory, nonparametric statistics, social network analysis, survival analysis and others.

The conference featured three keynote speeches, three special invitation sessions, 140 sessions, 550 presentations, and was attended by over 650 participants. The 2018 edition helped consolidate EcoSta's role in the dissemination of high-quality research in econometrics and statistics, and in facilitating networking.

EcoSta 2018 was honoured to have Professor Houmin Yan, Dean of the College of Business, delivered an opening address, where he emphasised the importance of data analytics in the modern age. Immediately following, Professor Jane-Ling Wang (University of California, Davis), gave a keynote address on “Functional mixed effects models for longitudinal functional responses”. Professor Wang also gave a pre-conference tutorial on functional data analysis. Two further keynote speakers, Professor Yongmiao Hong (Cornell University) and Professor Mark Steel (University of Warwick), spoke on “Selection of an optimal rolling window in time-varying predictive regression” and “Choosing mixture components via non-local priors” respectively.

Other leading scholars attending the conference included Professors Yingying Fan (University of Southern California), Richard Gerlach (University of Sydney), Alain Hecq (Maastricht University), Daniel Henderson (University of Alabama), Robert Kohn (University of New South Wales), Wai-keung Li (University of Hong Kong), Hua Liang (George Washington University), Jinchi Lv (University of Southern California), Geoff McLachlan (University of Queensland), Michael Smith (University of Melbourne), RefikSoyer (George Washington University), Huixia Judy Wang (George Washington University) and Lixing Zhu (Hong Kong Baptist University).

A special issue of the journal Econometrics and Statistics will be dedicated to EcoSta 2018, to be edited by Professors Jean Marie Dufour (McGill University), Alain Hecq (Maastricht University) and Alan Wan (City University of Hong Kong).