Econometrics Workshop
Past Seminars
2015/09/29(Tue)
16:30-18:00
First School Building, #132(3rd fl.)
Yohei Yamamoto (Hitotsubashi University)
"Asymptotic Inference for Common Factor Models in the Presence of Jumps"
Chair: Daisuke Nagakura
Presentation in Japanese
2015/07/14(Tue)
16:30-18:00
First School Building, #132 (3rd fl.)
Kaiji Mogi (Waseda University)
"Simple Granger Causality Tests for Mixed Frequency Data"
Chair: Daisuke Nagakura
Presentation in Japanese
2015/07/07(Tue)
16:30-18:00
First School Building, #132 (3rd fl.)
Taisuke Otsu (London School of Economics and Political Science)
"Extending the Scope of Cube Root Asymptotics"
Joint with Econometrics Workshop and Macroeconomics Workshop
Chair: Daisuke Nagakura
Presentation in Japanese
2015/06/30(Tue)
16:30-18:00
First School Building, #132 (3rd fl.)
Yuta Koike (The Institute of Statistical Mathematics)
"Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise"
Chair: Daisuke Nagakura
Presentation in Japanese
2015/06/23(Tue)
16:30-18:00
First School Building, #132 (3rd fl.)
Toshihiro Yamada (Hitotsubashi University)
"A new second order weak approximation of SDEs"
Chair: Takuji Arai
Presentation in Japanese
2015/06/16(Tue)
16:30-18:00
First School Building, #132 (3rd fl.)
Hideo Akabayashi (Keio University)
"Does After-School Education Voucher Improve Educational Outcomes? Evaluation of an Education Voucher Program after the Great East Japan Earthquake (joint with Hiroko Araki, Makiko Nakamuro, and Ryuichi Tanaka)"
Joint with Econometrics Workshop and Applied Economics Workshop
Chair: Takahiro Hoshino
Presentation in Japanese
2015/06/09(Tue)
16:30-18:00
First School Building, #132 (3rd fl.)
Nobuyoshi Kikuchi (University of Tokyo)
"Marginal returns to schooling and education policy change in Japan"
Chair: Hideo Akabayashi
Presentation in Japanese
2015/05/26(Tue)
16:30-18:00
132 : First Building
Hideatsu Tsukahara (Seijo University)
"Distortion Risk Measures in Action"
Chair: Takuji Arai
Presentation in Japanese
2015/05/12(Tue)
16:30-18:00
First School Building, #132 (3rd fl.)
Keita Owari (University of Tokyo)
"Robust Utility Indifference Valuation Revisited: A View from Optimal Transport"
Chair: Takuji Arai
Presentation in Japanese
2015/04/28(Tue)
16:30-18:00
First School Building, #132 (3rd fl.)
Junichi Imai (Keio University)
"An Efficient Numerical Procedure for Financial Engineering Using Quasi-Monte Carlo Method"
Chair: Takuji Arai
Presentation in Japanese