Econometrics Workshop
Past Seminars
2017/10/17(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
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
2017/10/10(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Hiroshi Ishijima (Chuo University)
"A Generalized Hedonic Pricing Model: Theory and Applications"
Chair: Takuji Arai
Presentation in Japanese
2017/10/03(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Takahide Yanagi (Hitotsubashi University)
"Regression Discontinuity Designs with Nonclassical Measurement Errors"
Chair: Daisuke Nagakura
Presentation in Japanese
2017/09/26(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Teruo Nakatsuma (Keio University)
"Hierarchical Bayes Modeling of Autocorrelation and Intraday Seasonality in Financial Durations"
Presentation in Japanese
2017/07/11(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Kenichiro McAlinn (Duke Univeristy)
"Dynamic modeling and Bayesian predictive synthesis"
Chair: Teruo Nakatsuma
Presentation in English
2017/07/04(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Knut Are Aastveit (Norges Bank)
" Time-varying uncertainty and exchange rate predictability"
Chair: Teruo Nakatsuma
Presentation in English
2017/06/27(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Masataka Taguri (Yokohama City University)
"Statistical inference based on the bootstrap method under covariate adaptive randomization"
Chair: Takahiro Hoshino
Presentation in Japanese
2017/06/20(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Genya Kobayashi (Chiba University)
"Bayesian Spectral Analysis Quantile Regression Models with Shape Restrictions”
Chair: Teruo Nakatsuma
Presentation in Japanese
2017/06/13(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Takahiro Hattori (Policy Research Institute, Ministry of Finance)
"The estimation of liquidity premium in the fixed income markets and its application"
Chair: Takuji Arai
Presentation in Japanese
2017/10/11(Wed)
16：30～19：45
South Building Basement 4th Floor Distance Learning Room