Econometrics Workshop
Past Seminars
2021/10/19(Tue)
online
South School Building, #455 (5th fl.) Online + On Campus
Masato Ubukata (Meiji Gakuin University)
"Measuring option-implied downside tail risk and its application to the predictability of equity and variance risk premiums"
Chair: Daisuke Nagakura
Presentation in Japanese
2021/10/12(Tue)
in-class
South School Building, #455 (5th fl.) Online + On Campus
Kohei Aono (Ritsumeikan University)
"When the Japan Empowering Women Index Outperforms its Parent and the ESG Select Leaders Indexes?"
Chair: Daisuke Nagakura
Presentation in Japanese
2021/07/06(Tue)
South School Building, #443 (Spring Semester)
Kosaku Takanashi ( Institute of Physical and Chemical)
"L.D. Brown 1971 AoS revisit"
Chair: Teruo Nakatsuma
Presentation in Japanese
2021/05/25(Tue)
online
Online
Daisuke Moriwaki (Cyberagent)
"Aggregate Learning for Mixed Frequency Data"
Chair: Takahiro Hoshino
Presentation in Japanese
2021/05/18(Tue)
online
Online
Takuma Yoshida (Kagoshima University)
"Recent Developments in Extreme Quantile Regression"
Chair: Shota Katayama
Presentation in Japanese
2021/05/11(Tue)
online
Online
Shintaro Hashimoto (Hiroshima University)
"Predictive probability matching priors for a certain non-regular model"
Chair: Shota Katayama
Presentation in Japanese
2021/04/27(Tue)
online
Online
Kei Mityazaki (Kansai University)
"Dynamic stage modeling for category-level and brand-level purchases and a review of store choice modeling"
Chair: Takahiro Hoshino
Presentation in Japanese
2021/04/20(Tue)
in-class
South School Building, #443 (Spring Semester)
Kenichiro McAlinn (Temple University)
"On the foundations of statistics"
Chair: Teruo Nakatsuma
Presentation in English
2020/12/23(Wed)
16:30-18:00
online
West School Building, #512 (1st fl.)
Tsunehiro Ishihara (Osaka University of Economics)
"Realized Matrix Exponential Stochastic Volatility model: Application to Market, Size, and Value Factor Realized Covariance."
Chair: Daisuke Nagakura
Presentation in Japanese
2020/12/01(Tue)
16:30-18:00
online
West School Building, #512 (1st fl.)
Tomoshige Nakamura (KEIO University)
"Causal inference using random forest"
Chair: Shota Katayama
Presentation in Japanese