Econometrics Workshop
Past Seminars
2025/05/27(Tue)
in-person
South School Building, #467 (6th fl.)
Yoshiyuki Suimon (Keio University)
「日米金利市場の連動性を踏まえた機械学習に基づく日本国債の長期金利予測」
Chair: Tatsuyoshi Okimoto
Presentation in Japanese
2025/05/20(Tue)
in-person
South School Building, #467 (6th fl.)
Manabu Kuroki (Yokohama National University)
"Identification of Probabilities of Potential Outcome Types from Observational Data"
Joint with Econometrics Workshop and Econometrics Workshop
Chair: Takahiro Hoshino
Presentation in Japanese
2025/05/13(Tue)
in-person
South School Building, #467 (6th fl.)
2025/04/22(Tue)
in-person
South School Building, #467 (6th fl.)
Michael Bauer (Federal Reserve Bank of San Francisco)
"Financial Market Effects of FOMC Communication: Evidence from a New Event-Study Database"
Joint with Econometrics Workshop and Macroeconomics Workshop
Chair: Tatsuyoshi Okimoto
Presentation in English
2025/04/15(Tue)
in-person
South School Building, #467 (6th fl.)
Teppei Yamamoto (Waseda University)
"Using Covariates to Improve Inference in the Preference-Incorporating Choice and Assignment (PICA) Design for Randomized Controlled Trials"
Chair: Takahiro Hoshino
Presentation in Japanese
2025/04/08(Tue)
in-person
South School Building, #467 (6th fl.)
Teruo Nakatsuma (Keio University)
"Efficient Gibbs sampling algorithms for hierarchical Bayesian modeling of panel data"
Presentation in Japanese
2025/01/21(Tue)
in-person
South School Building, #433 (3th fl.)
Hisatoshi Tanaka (Waseda University)
"Efficiency of the Method of Generalized Moments from the Viewpoint of Information Geometry"
Chair: Daisuke Nagakura
Presentation in Japanese
2025/01/14(Tue)
online
Online（On-campus only）
2025/01/07(Tue)
in-person
South School Building, #433 (3th fl.)
Toshio Honda (Hitotsubashi University)
Ⅰ. Sparse Quantile Regression via ℓ0-penalty
Ⅱ. Expected Shortfall Regression with High-Dimensional Covariates
Ⅱ. Expected Shortfall Regression with High-Dimensional Covariates
Chair: Shota Katayama
Presentation in Japanese
2024/12/24(Tue)
in-person
South School Building, #433 (3th fl.)
Akifumi Okuno (The Institute of Statistical Mathematics)
"An interpretable neural network-based non-proportional odds model for ordinal regression"
Chair: Shota Katayama
Presentation in Japanese