Econometrics Workshop
Past Seminars
2024/05/21(Tue)
in-person
South School Building, #467 (6th fl.)
Kaiji Motegi (Kobe University)
"An over-rejection puzzle of bootstrap average tests for the no-threshold-effect hypothesis"
Chair: Daisuke Nagakura
Presentation in Japanese
2024/05/14(Tue)
in-person
South School Building, #467 (6th fl.)
Nikolas Topaloglou (Athens University of Economics and Business)
“Stochastic Dominance methods in Finance”
Chair: Tatsuyoshi Okimoto
Presentation in English
2024/05/07(Tue)
in-person
South School Building, #467 (6th fl.)
蒋 佩芸 (Tokyo Metropolitan University)
"Revisiting Asymptotic Theory for Principal Component Estimators of Approximate Factor Models"
Chair: Tatsushi Oka
Presentation in English
2024/04/30(Tue)
in-person
Graduate School Building, #356 (5th fl.)
2024/04/23(Tue)
in-person
Graduate School Building, #356 (5th fl.)
Molina Barreto Andres Mauricio (KEIO University)
"Some remarks for a copula-based Conditional Value at Risk"
Chair: Daisuke Nagakura
Presentation in Japanese
2024/04/09(Tue)
online
Graduate School Building, #356 (5th fl.)
Tomoo Inoue (Seikei University)
"Exploring the Macroeconomic Interdependence of East Asian Countries: A GVAR Approach"
Chair: Tatsuyoshi Okimoto
Presentation in Japanese
2024/01/16(Tue)
in-person
First School Building, #109 (1st fl.)
Shota Takeishi (The Institute of Statistical Mathematics)
"A Shrinkage Likelihood Ratio Test for High-Dimensional Subgroup Analysis with a Logistic-Normal Mixture Model"
Chair: Shota Katayama
Presentation in Japanese
2024/01/09(Tue)
online
Online
Laurent Ferrara (SKEMA Business School )
"Capturing international influences in U.S. monetary policy through a NLP approach"
Chair: Tatsuyoshi Okimoto
Presentation in English
2023/12/19(Tue)
in-person
First School Building, #109 (1st fl.)
Hiroyuki Kasahara (University of British Columbia)
"Difference in Differences with Latent Group Structures"
Chair: Tatsuyoshi Okimoto
Presentation in Japanese
2023/12/12(Tue)
in-person
First School Building, #109 (1st fl.)
Yusuke Tsujimoto (Waseda University)
"Coarse Pricing in QE Auctions"
Chair: Tatsuyoshi Okimoto
Presentation in Japanese