Econometrics Workshop

Past Seminars

Tetsuya Kaji (University of Chicago)
① "Assessing Heterogeneity of Treatment Effects"
② "Over- and Under-Confidence in a Correctly Specified Model"
Chair: Tatsushi Oka
Presentation in Japanese/English
Koichiro Shiba (Boston University)
"Target trial emulation using observational data"
Chair: Shonosuke Sugasawa
Presentation in Japanese
Yoichi Arai (Waseda University)
"GLS UNDER MONOTONE HETEROSKEDASTICITY"
Chair: Tatsuyoshi Okimoto
Presentation in Japanese
Kaiji Motegi (Kobe University)
"An over-rejection puzzle of bootstrap average tests for the no-threshold-effect hypothesis"
Chair: Daisuke Nagakura
Presentation in Japanese
Nikolas Topaloglou (Athens University of Economics and Business)
“Stochastic Dominance methods in Finance”
Chair: Tatsuyoshi Okimoto
Presentation in English
蒋 佩芸 (Tokyo Metropolitan University)
"Revisiting Asymptotic Theory for Principal Component Estimators of Approximate Factor Models"
Chair: Tatsushi Oka
Presentation in English
Wakuo Saito (KEIO University FinTEK Center)
"Empirical Studies on Japanese Rice Wine Export"
Chair: Teruo Nakatsuma
Presentation in Japanese
Molina Barreto Andres Mauricio (KEIO University)
"Some remarks for a copula-based Conditional Value at Risk"
Chair: Daisuke Nagakura
Presentation in Japanese
Tomoo Inoue (Seikei University)
"Exploring the Macroeconomic Interdependence of East Asian Countries: A GVAR Approach"
Chair: Tatsuyoshi Okimoto
Presentation in Japanese
Shota Takeishi (The Institute of Statistical Mathematics)
"A Shrinkage Likelihood Ratio Test for High-Dimensional Subgroup Analysis with a Logistic-Normal Mixture Model"
Chair: Shota Katayama
Presentation in Japanese