I would like to express my heartfelt thanks to all conference participants for their contribution to the International conference “Theoretical and Applied Econometrics Analysis” on 18 July 2019 at Hong Kong Shue Yan University. Around 40 scholars from 11 Universities (Shanghai University, Shanghai University of Finance and Economics, University of Illinois, Singapore Management University, Universitas Indonesia, Asia University, University of Macau, CUHK, CityU, OU, HKBU and HKSYU) gave their time and resources to contribute to the conference.