Econometrics Workshop
Past Seminars
2016/06/21(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Tsuyoshi Kunihama (Nagoya University)
"Nonparametric Bayes models for mixed-scale longitudinal surveys"
Chair: Takahiro Hoshino
Presentation in Japanese
2016/06/14(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Kensuke Ishitani (Tokyo Metropolitan University)
"Computation of Greeks for barrier options using chain rules for Wiener path integrals between two curves"
Chair: Takuji Arai
Presentation in Japanese
2016/06/07(Tue)
16:30-18:0
South School Building, #457 (5th fl.)
Syohei Hasegawa (Hosei University)
"An analysis of TV viewing behavior by direct utility model"
Chair: Takahiro Hoshino
Presentation in Japanese
2016/05/31(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Keisuke Hirano (Univeristy of Arizona)
"Forecasting with Model Uncertainty: Representations and Risk Reduction"
Joint with Special Workshops and Macroeconomics Workshop Econometrics Workshop Applied Economics Workshop
Chair: Masao Ogaki
Presentation in English
2016/05/24(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Naoshi Tsuchida (Bank of Japan)
"The Intraday Liquidity of the Japanese Government Bond Futures"
Chair: Daisuke Nagakura
Presentation in Japanese
2016/05/17(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Yasutaka Shimizu (Waseda University)
"Insurance mathematics and Gerber-Shiu analysis: applications and a statistical point of view"
Chair: Takuji Arai
Presentation in Japanese
2016/05/10(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Yuta Koike (Tokyo Metropolitan University)
「Estimation of lead-lag effects in ultra high frequency data」
Chair: Daisuke Nagakura
Presentation in Japanese
2016/04/19(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Tetsuya Yamada (Bank of Japan)
Chair: Daisuke Nagakura
Presentation in Japanese
2016/04/12(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Kazuhiko Kakamu (Kobe University)
"Bayesian Estimation of Beta-Type Distribution Parameters Based on Grouped Data"
Chair: Daisuke Nagakura
Presentation in Japanese
2016/01/19(Tue)
16:30-18:00
First School Building, #132(3rd fl.)
Yoichi Miyata (Takasaki City University of Economics)
"Bayesian information criteria in misspecified models: validity and consistency"
Chair: Daisuke Nagakura
Presentation in Japanese