College of Business
AACSB International EQUIS - European Quality Improvement System

MS hosts International Conference on Econometrics and Statistics


The Department of Management Sciences, the International networks of Computational and Financial Econometrics (CFEnetwork) and the Computational and Methodological Statistics (CMStatistics) co-hosted the 2nd International Conference on Econometrics and Statistics (EcoSta 2018) on 19-21 June, 2018.   Prof Alan Wan from MS was the co-chair of the conference.

Over 650 participants from all over the world attended the conference.  There were about 140 sessions, including three keynote talks delivered by Prof Jane-Ling Wang (University of California, Davis), Prof Yongmiao Hong (Cornell University) and Prof Mark Steel (Warwick University).  The opening speech was delivered by Prof Houmin Yan, Dean of the College of Business.  The following were the topics of the keynote talks:

Keynote Talk 1: 
Functional mixed effects models for longitudinal functional responses by Pro Jane-Ling Wang

Keynote Talk 2:
Selection of an optimal rolling window in time varying predictive regression by Prof Yongmiao Hong

Keynote Talk 3:
On choosing mixture components via non-local priors by Prof Mark Steel

Other renowned speakers at the conference included Prof Yingying Fan (University of Southern California), Prof Richard Gerlach (University of Sydney), Prof Alain Hecq (Maastricht University), Prof Robert Kohn (University of New South Wales), Prof W.K. Li (University of Hong Kong), Prof Jinchi Lv (University of Southern California), Prof Geoff McLachlan (University of Queensland), Prof Michael Smith (University of Melbourne), Prof Refik Soyer (George Washington University), Prof Huixia Judy Wang (George Washington University) and Prof L. Zhu (Hong Kong Baptist University). 

Sessions of the conference 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.  

There will be a special issue of the Journal Econometrics and Statistics dedicated to this conference, to be edited by Prof Jean Marie Dufour (McGill University), Prof Alain Hecq (Maastricht University) and Prof Alan Wan (City University of Hong Kong).

For more information please visit the conference website http://cmstatistics.org/EcoSta2018/.