Econometrics Workshop
Past Seminars
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.)
2025/06/24(Tue)
in-person
South School Building, #467 (6th fl.)
Yusuke Narita (Yale University)
"Democracy and Growth in the 21st Century"
Chair: Teruo Nakatsuma （*The participation is limited to researchers and students within the university）
Presentation in Japanese
2025/06/17(Tue)
in-person
South School Building, #467 (6th fl.)
Tevfik Aktekin (University of New Hampshire)
"State Space (Dynamic) Models of Count Data and Applications"
Chair: Shonosuke Sugasawa
Presentation in English
2025/06/10(Tue)
in-person
South School Building, #467 (6th fl.)
Wenjing Liu (University of Macau)
"Realized Copula of Volatility"
Chair: Potiron Yoann / Daisuke Nagakura
Presentation in English
2025/06/03(Tue)
in-person
South School Building, #467 (6th fl.)
Masaaki Imaizumi (University of Tokyo)
「大自由度モデルのための新しい高次元統計と深層ニューラルネットワークの動力学理論」
Chair: Tatsushi Oka
Presentation in Japanese