Econometrics Workshop

Past Seminars

Jyunpei Komiyama (The University of Tokyo)
"Introduction on Bandit Problem"
Chair: Takahiro Hoshino
Presentation in Japanese
Yuji Shinozaki (Tokyo Institute of Technology/Bank of Tokyo-Mitsubishi UFJ )
"Construction of K-scheme and its application to financial models"
Chair: Takuji Arai
Presentation in Japanese
Akihiro Tsuji (Mitsubishi UFJ Trust Investment TEChnology Institute Co., Ltd.)
ʺ Textual Analysis on the Summary of Financial Statements (kessan-tanshin) of Japanese Companies and its application to Earnings Forecasts ʺ
Chair: Takuji Arai
Presentation in Japanese
Hiroshi Ishijima (Chuo University)
"A Generalized Hedonic Pricing Model: Theory and Applications"
Chair: Takuji Arai
Presentation in Japanese
Takahide Yanagi (Hitotsubashi University)
"Regression Discontinuity Designs with Nonclassical Measurement Errors"
Chair: Daisuke Nagakura
Presentation in Japanese
Teruo Nakatsuma (Keio University)
"Hierarchical Bayes Modeling of Autocorrelation and Intraday Seasonality in Financial Durations"
Presentation in Japanese
Kenichiro McAlinn (Duke Univeristy)
"Dynamic modeling and Bayesian predictive synthesis"
Chair: Teruo Nakatsuma
Presentation in English
Knut Are Aastveit (Norges Bank)
" Time-varying uncertainty and exchange rate predictability"
Chair: Teruo Nakatsuma
Presentation in English
Ryuichi Tamura (Wakkanai Hokusei Gakuen University)
Joint with Econometrics Workshop and Macroeconomics Workshop 
Presentation in Japanese
Ryuichi Tamura (Wakkanai Hokusei Gakuen University)
Joint with Econometrics Workshop and Macroeconomics Workshop 
Presentation in Japanese