Econometrics Workshop
Past Seminars
2016/10/06(Thu)
16:30-18:00
South School Building, #477 (7th fl.)
Yoshihiro Otsuka (Tohoku Gakuin University)
"Bayesian analysis of a factor model for measuring business cycle in Japan"
Chair: Teruo Nakatsuma
Presentation in Japanese
2016/09/28(Wed)
16:30-18:00
Graduate School Building, #323(2nd fl.)
Tatsushi Oka (National University of Singapore)
"Quantile Treatment Effects in Difference in Differences Models under Dependence Restrictions and with only Two Time Periods"
Chair: Daisuke Nagakura
Presentation in Japanese
2016/09/27(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Taiga Saito (Financial Services Agency)
"Derivatives Pricing with Market Impact and Limit Order Book"
Chair: Teruo Nakatsuma
Presentation in Japanese
2016/07/19(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Kenichiro McAlinn (Duke University)
"Bayesian predictive synthesis for time series forecasting"
Chair: Teruo Nakatsuma
Presentation in English
2016/07/19(Tue)
14:45-16:15
Graduate School Building, #313 (1th fl.)
Jan J. J. Groen (Federal Reserve Bank of New York)
"Oil Market Shocks and the U.S. Economy: Redux"
Joint with Macroeconomics Workshop and Econometrics Workshop
Chair: Sagiri Kitao
Presentation in English
2016/07/12(Tue)
14:45-16:15
Graduate School Building, #313 (1th fl.)
Yoshio Nozawa (FRB)
"Option-Based Credit Spreads"
Joint with Macroeconomics Workshop and Econometrics Workshop
Chair: Keiichiro Kobayashi
Presentation in English
2016/07/07(Thu)
13:15-14:30
Graduate School Building, #325-B (2th fl.)
Tetsuya Kaji (Massachusetts Institute of Technology)
"Testing Outlier Sensitivity via Integrable Empirical Processes"
Chair: Daisuke Nagakura
Presentation in English
2016/07/05(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Yuto Imai (Waseda University)
"Numerical approaches to local risk-minimization for exponential Lévy models"
Chair: Takuji Arai
Presentation in Japanese
2016/06/28(Tue)
16:30-18:00
South School Building, #457 (5th fl.)
Tetsuya Kaji (Massachusetts Institute of Technology)
Rescheduled to July 7th
2016/10/03(Mon)
16：30-18：00
South School Building, #421 (2nd fl.)
Ryuichi Tamura
Training Session 1 for Python
Chair: Ryo Nakajima