Masterclass

Second Singapore Econometrics Conference

Date & Time

4 August 2026

Type

Masterclass

Venue

Singapore Management University

Jointed hosted by CEMMAP and Singapore Management University

Singapore Management University
School of Economics
90 Stamford Road
Singapore 178903


Venue: SOE Seminar Room 5-1, level 5


The indicated time is the Singapore time (GMT+8)


4 August 2026, 8:30am – 6:00pm (Venue: SOE Level 5 Seminar Room 5-1)
8:30 – 8:50am: Registration
8:45 – 9:00am: Opening Remarks: Jia LI (Dean, Singapore Management University)
Chair: Andrew CHESHER, University College London
9:00 – 10:00am: Keynote Speaker I, Giuseppe CAVALIERE, (University of Bologna)
Bootstrap Diagnostic Tests
10:00 – 10:30am: Tea Break #1
Chair: Yichong ZHANG, Singapore Management University
10:30 – 11:00am: Tadao HOSHINO, (Waseda University)
Network-Adjusted GMM Estimation under Network Uncertainty
11:00 – 11:30am: Sheng Chao HO, (Singapore Management University)
Large-Scale Inference with Limited Mobility
11:30 – 12:00am: Luther YAP, (National University of Singapore)
Variance Estimation with Dependence and Heterogeneous Means
12:00 – 12:30am: Gregory Cox, (National University of Singapore)
Simple and Adaptive Confidence Interval when Nuisance Parameters Satisfy an
Inequality
12:30 – 2:00pm: Lunch
Chair: Aureo de Paula, University College London
2:00 – 3:00pm: Toru KITAGAWA, (Brown University)
Identification-Aware Markov Chain Monte Carlo
3:00 – 3:30pm: Tea break #2
SMU Classification: Restricted
Chair: Tian XIE, Singapore Management University
3:30 – 4:00pm: Ming LI, (National University of Singapore)
Finite-Sample Inference in Strategic Network Formation Models
4:00 – 4:30pm: Liyu DOU, (Singapore Management University)
An Improved Inference for IV Regressions
4:30 – 5:00pm: Wenjie WANG, (Nanyang Technological University)
Inference on effect size after multiple hypothesis testing
5:00 – 5:30pm: Chengxin YAN, (Singapore Management University)
Uniform Estimation for Integrated Functionals of Volatility in Pure-Jump Semimartingales
5:30 – 5:40pm: Closing Remarks
6:00pm: Post-Conference Dinner – Prego Restaurant @ Fairmont Hotel
Participants will gather after the closing remarks and walk to the restaurant together