Econometrics Workshop

Past Seminars

Ryuichi Tamura
Training Session 4 for Python
Chair: Ryo Nakajima
Yuri Imamura (Tokyo University of Science)
"The Value of Timing Risk"
Presentation in Japanese
Ryuichi Tamura
Training Session 3 for Python
Chair: Ryo Nakajima
Kaoru Irie (University of Tokyo)
”Bayesian emulation for optimization in multi-step portfolio decisions”
Chair: Teruo Nakatsuma
Presentation in English
Ryuichi Tamura
Training Session 2 for Python
Chair: Ryo Nakajima
Yoshihiro Otsuka (Tohoku Gakuin University)
"Bayesian analysis of a factor model for measuring business cycle in Japan"
Chair: Teruo Nakatsuma
Presentation in Japanese
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
Taiga Saito (Financial Services Agency)
"Derivatives Pricing with Market Impact and Limit Order Book"
Chair: Teruo Nakatsuma
Presentation in Japanese
Kenichiro McAlinn (Duke University)
"Bayesian predictive synthesis for time series forecasting"
Chair: Teruo Nakatsuma
Presentation in English
Ryuichi Tamura
Training Session 1 for Python
Chair: Ryo Nakajima