Econometrics Workshop
Past Seminars
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
2016/12/20(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Yoko Konishi (RIETI)
“Satisfaction, Loyalty and Productivity: A Case of Beauty Salon”
Chair: Daisuke Nagakura
Presentation in Japanese
2016/12/13(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Hidehiko Ichimura (University of Tokyo)
"The Influence Function of Semiparametric Estimators"
Joint with Special Workshops and Applied Economics Workshop Econometrics Workshop
Chair: Hideo Akabayashi
Presentation in Japanese
2016/12/06(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Yoshiyuki Nakazono (Yokohama City University)
"Federal Reserve Information by Forecasting Horizon"
Chair: Daisuke nagakura
Presentation in Japanese
2016/11/22(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Simon Clinet (University of Tokyo)
Efficient asymptotic variance reduction when estimating volatility in high frequency data
Chair: Daisuke Nagakura
Presentation in English