Econometrics Workshop
Past Seminars
2017/05/02(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Taisuke Sadayuki (Waseda University)
"Measuring the spatial effect of multiple sites : An application to train/subway stations and housing rent in Tokyo, Japan"
Joint with Econometrics Workshop and Econometrics Workshop
Chair: Teruo Nakatsuma
Presentation in English
2017/04/18(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Hidetoshi Nakagawa (Hitotsubashi University)
"A visualization of bankruptcy risk contagion structure of Japanese firms with Hawkes graph estimation"
Chair: Takuji Arai
Presentation in Japanese
2017/04/11(Tue)
16:30-18:00
107：First Building
Taisuke Otsu (London School of Economics)
"Inference on Measurement Error Model"
Chair: Takuji Arai
Presentation in Japanese
2017/03/15(Wed)
16:00-17:30
East Research Building ,GSEC lab (6th fl.)
Cheng Hsiao (University of Southern California)
"Panel Models with Interactive Effects"
Joint with Special Workshops and Applied Economics Workshop Econometrics Workshop
Chair: Hideo Akabayashi, Teruo Nakatsuma
Presentation in English
2017/01/31(Tue)
Reza Solgi (Harvard University)
Cancelled
2017/01/25(Wed)
16:30-18:00
Graduate School Building 8F meeting room
Simon Clinet (University of Tokyo)
"Statistical Inference for Ergodic Point Processes and Application to Limit Order Book"
Chair: Daisuke Nagakura
Presentation in English
2017/01/24(Tue)
16:30-18:00
Graduate School Building 8F meeting room
Benjamin Poignard (CREST)
"Asymptotic Theory of the Sparse Group LASSO"
Chair: Daisuke Nagakura
Presentation in English
2017/01/17(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Tatsuyoshi Okimoto (Australian National University)
"Analysis of monetary policy in Japan using the smooth-transition models"
Chair: Daisuke Nagakura
Presentation in Japanese
2017/01/17(Tue)
14:45-16:15
Graduate School Building, #313 (1st fl.)
Mototsugu Shintani (University of Tokyo)
Bayesian estimation of New Keynesian Phillips curves and DSGE model selection
Joint with Special Workshops and Macroeconomics Workshop Econometrics Workshop
Chair: Teruo Nakatsuma, Ippei Fujiwara, Daisuke Nagakura
Presentation in English
2016/12/27(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Kenji Suganuma・Tetsuya Yamada (Bank of Japan)
"Forward rate models under negative interest rate environment"
Chair: Takuji Arai
Presentation in Japanese