Econometrics Workshop
Past Seminars
2015/11/17(Tue)
16:30-18:00
First School Building, #132(3rd fl.)
Toshinao Yoshiba (Bank of Toyko)
"Maximum likelihood estimation of skew-t copulas and its applications to financial econometrics"
Chair: Takuji Arai
Presentation in Japanese
2015/11/10(Tue)
16:30-18:00
First School Building, #132(3rd fl.)
Yoann Potiron (The University of Chicago, Department of Statistics)
"The locally parametric model: a new class of models in high frequency data"
Chair: Daisuke Nagakura
Presentation in English
2015/11/03(Tue)
16:30-18:00
First School Building, #132(3rd fl.)
Jouchi Nakajima (Bank of Japan)
"Has trend inflation shifted?: An empirical analysis with a regime-switching model"
Joint with Econometrics Workshop and Macroeconomics Workshop
Chair: Daisuke Nagakura
Presentation in Japanese
2015/11/03(Tue)
14:45-16:15
South School Building #476 (7th fl.)
Shonosuke Sugasawa (University of Tokyo)
"Heteroscedastic Nested Error Regression Models with Variance Functions"
Chair: Daisuke Nagakura
2015/10/20(Tue)
16:30-18:00
First School Building, #132(3rd fl.)
Ryo Okui (Institute of Economic Research, Kyoto University)
"DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION"
Chair: Takahiro Hoshino
Presentation in Japanese
2015/10/13(Tue)
16:30-19:30
South School Building, #473 (7th fl.)
2015/10/06(Tue)
16:30-18:00
107：First Building
Teppei Ogiwara (The Institute of Statistical Mathematics)
TBA
Chair: Takuji Arai
Presentation in Japanese
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