Econometrics Workshop
Past Seminars
2025/12/09(Tue)
in-person
First School Building , #109 (1st fl.) on campus
Tadao Hoshino (Waseda University)
"Evaluating Policy Effects under Network Interference without Network Information: A Transfer Learning Approach"
Chair: Tatsushi Oka
Presentation in Japanese
2025/12/02(Tue)
in-person
First School Building , #109 (1st fl.) on campus
Shunichiro Orihara (Tokyo Medical University)
「統計的因果推論におけるベイズ統計の活用」
Chair: Shonosuke Sugasawa
Presentation in Japanese
2025/11/18(Tue)
in-person
First School Building , #109 (1st fl.) on campus
Lars Winkelmann (Free University Berlin)
"The Impact of Dynamic Circuit Breakers on Efficient Pricing and Price Discovery in Financial Markets"
Chair: Tatsuyoshi Okimoto
Presentation in English
2025/11/11(Tue)
in-person
First School Building , #109 (1st fl.) on campus
Stelios Arvanitis (Athens University of Economics and Business)
"Updating Density Estimates using Conditional Information Projection: Stock Index Returns and Stochastic Dominance Relations"
Chair: Tatsuyoshi Okimoto
Presentation in English
2025/11/04(Tue)
in-person
Tomoki Toyabe (Kanazawa Gakuin University)
"Convergence Rate of Efficient MCMC with Ancillarity-Sufficiency Interweaving Strategy for Panel Data Models"
Chair: Teruo Nakatsuma
Presentation in Japanese
2025/10/28(Tue)
in-person
First School Building , #109 (1st fl.) on campus
Laurent Ferrara (SKEMA Business School)
"Switching Macroeconomic Growth and Volatility: Evidence from a Mean-Variance Markov-Switching Dynamic Factor Model"
Chair: Tatsuyoshi Okimoto
Presentation in English
2025/10/14(Tue)
in-person
First School Building , #109 (1st fl.) on campus
Shingo Goto (University of University of Rhode Island)
"Adding Noise to Reduce Noise: A Counter-Intuitive Approach to Stock Return Prediction"
Chair: Tatsuyoshi Okimoto
Presentation in English
2025/07/15(Tue)
in-person
South School Building, #467 (6th fl.)
Hiroaki Kaido (Boston University)
"Testing Exclusion and Shape Restrictions in Potential Outcomes Models” (with Kirill Ponomarev)
Chair: Tatsuyoshi Okimoto
Presentation in Japanese
2025/07/08(Tue)
in-person
South School Building, #467 (6th fl.)
Masahiro Watanabe (University of Alberta)
"Social Media Sentiment and Over-the-Counter Equity Returns"
Chair: Tatsuyoshi Okimoto
Presentation in Japanese
2025/07/01(Tue)
in-person
South School Building, #467 (6th fl.)
