Econometrics Workshop

Past Seminars

Tevfik Aktekin (University of New Hampshire)
"State Space (Dynamic) Models of Count Data and Applications"
Chair: Shonosuke Sugasawa
Presentation in English
Wenjing Liu (University of Macau)
"Realized Copula of Volatility"
Chair: Potiron Yoann / Daisuke Nagakura
Presentation in English
Masaaki Imaizumi (University of Tokyo)
「大自由度モデルのための新しい高次元統計と深層ニューラルネットワークの動力学理論」
Chair: Tatsushi Oka
Presentation in Japanese
Rajeev Dehijia (New York University)
"Malleable minds: The effects of STEM v. humanities-focused curricula" joint with Robert Ainsworth, Andrei Munteanu, Cristian Pop-Eleches and Miguel Urquiola
Joint with Special Workshops and Applied Economics Workshop Econometrics Workshop 
Chair: Hideo Akabayashi
Presentation in English
Yoshiyuki Suimon (Keio University)
「日米金利市場の連動性を踏まえた機械学習に基づく日本国債の長期金利予測」
Chair: Tatsuyoshi Okimoto
Presentation in Japanese
Manabu Kuroki (Yokohama National University)
"Identification of Probabilities of Potential Outcome Types from Observational Data"
Joint with Econometrics Workshop and Econometrics Workshop 
Chair: Takahiro Hoshino
Presentation in Japanese
Shonosuke Sugasawa (Keio University)
「裾厚分布を⽤いたロバストなベイズ推測 」
Presentation in Japanese
Michael Bauer (Federal Reserve Bank of San Francisco)
"Financial Market Effects of FOMC Communication: Evidence from a New Event-Study Database"
Joint with Econometrics Workshop and Macroeconomics Workshop 
Chair: Tatsuyoshi Okimoto
Presentation in English
Teppei Yamamoto (Waseda University)
"Using Covariates to Improve Inference in the Preference-Incorporating Choice and Assignment (PICA) Design for Randomized Controlled Trials"
Chair: Takahiro Hoshino
Presentation in Japanese
Teruo Nakatsuma (Keio University)
"Efficient Gibbs sampling algorithms for hierarchical Bayesian modeling of panel data"
Presentation in Japanese