Econometrics Workshop
Past Seminars
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
2015/12/22(Tue)
16:30-18:00
First School Building, #132(3rd fl.)
Kenichiro Shiraya (University of Tokyo)
"Variance Reduction for Multi-Asset Options"
Chair: Takuji Arai
Presentation in Japanese
2015/12/09(Wed)
18:10 - 19:40
Graduate School Building 8F meeting room
Katsutoshi Shimizu (Nagoya University)
Systemic risk and crisis management: A CoVaR approach
Joint with KEO Seminar and Econometrics Workshop
Chair: Wako Watanabe
Co-organized Business and Economics Workshop, scientific research fund.
2015/11/27(Fri)
16:30-18:00
107：First Building
Yasutora Watanabe (Hong Kong University of Science and Technology)
"Voter Turnout and Preference Aggregation"