Econometrics Workshop

Past Seminars

*Note the change
Kenichiro McAlinn (Temple University)
"Dynamic Sparse Factor Analysis"
Chair: Teruo Nakatsuma
Presentation in English
Wenti Du (Akita International University)
"Contagion during the Eurozone Crisis"
Chair: Daisuke Nagakura
Presentation in English
*Note the change
Manabu Kuroki (Yokohama National University)
"Counterfactual based "Number Needed to Treat (NNT)"
Chair: Takahiro Hoshino
Presentation in Japanese
Taisuke Otsu (London School of Economics)
"Information theoretic approach to high dimensional multiplicative models: Stochastic discount factor and treatment effect (with Chen Qiu)"
Chair: Teruo Nakatsuma
Presentation in Japanese
Daisuke Nagakura (Keio University)
"Asymptotic powers of stochastic unit root tests under local alternatives"
Chair: Daisuke Nagakura
Presentation in Japanese
Takanobu Mizuta (SPARX Asset Management Co., Ltd.)
"An agent-based model designing a financial market that works well"
Chair: Teruo Nakatsuma
Presentation in Japanese
*Note the change
Tatsuyoshi Okimoto (Australian National University)
"The Effects of Asset Purchases and Normalization of US Monetary Policy"
Chair: Daisuke Nagakura
Presentation in Japanese
Mika Meitz (University of Helsinki)
"Testing for observation-dependent regime switchingin mixture autoregressive models"
Chair: Daisuke Nagakura
Presentation in English
Ryo Kato (Kobe University)
"The impact of competitors store flyers on EDLP/HiLo chain performance:GPS information and POS data approach"
Chair: Takahiro Hoshino
Presentation in Japanese
Takanori Adachi (Tokyo Metropolitan University)
"A Binomial Asset Pricing Model in a Categorical Setting"
Chair: Teruo Nakatsuma
Presentation in Japanese