Econometrics Workshop
Past Seminars
2022/10/04(Tue)
online
Online
Kei-Ichiro Inaba (Hitotsubashi University)
"ESG Management and Credit Risk Premia: Evidence from Credit Default Swaps for Japan’s Major Companies"
Chair: Tatsuyoshi Okimoto
Presentation in Japanese
2022/07/12(Tue)
online
Online
Miyata Youichi (Takasaki City University of Economics)
"Extended sine-skewed circular distributions and their application to statistical models on cylinders"
Chair: Daisuke Nagakura
Presentation in Japanese
2022/07/05(Tue)
online
Online
Kaiji Motegi (Kobe University)
"Midastar: Threshold autoregression with data sampled at mixed frequencies"
Chair: Daisuke Nagakura
Presentation in Japanese
2022/06/07(Tue)
online
Online
Denny Irawan (PT Samudera Indonesia Tbk/Universitas Indonesia)
"Macro Uncertainties and Tests of Capital Structure Theories across Renewable and Non-Renewable Resource Companies†"
Chair: Tatsuyoshi Okimoto
Presentation in English
2022/06/01(Wed)
18:10 -19:40
in-person
South School Building, #411(1st. Fl.)
Yusuke Narita (Yale University)
"Algorithm is Experiment: Machine Learning, Market Design, and Policy Eligibility Rules"
Chair: Teruo Nakatsuma
Presentation in Japanese
2022/05/24(Tue)
online
Online
Takahide Yanagi (Kyoto University)
"Causal Inference with Noncompliance and Unknown Interference"
Chair: Shota Katayama
Presentation in Japanese
2022/05/17(Tue)
online
Online
Tatsuyoshi Okimoto (Keio University)
"Effects of ESG performance on firm values and credit spreads"
Chair: Tatsuyoshi Okimoto
Presentation in Japanese
2022/05/03(Tue)
online
Online
Tomoo Inoue (Seikei University)
"Exploring the Dynamic Relationship between Mobility and the Spread of COVID-19, and the Role of Vaccines"
Chair: Tatsuyoshi Okimoto
Presentation in Japanese
2022/04/19(Tue)
online
Online
Yoshimasa Uematsu (Hitotsubashi University)
"Discovering the Network Granger Causality in Large Vector Autoregressive Models"
Chair: Shota Katayama
Presentation in Japanese
2022/01/11(Tue)
in-person
South School Building, #455 (5th fl.) Online + On Campus
Masahiro Tanaka (Kanazawa Seiryo University)
"Estimating Missing/Counterfactual Figures in Japan's Construction Order Statistics via Multi-output Gaussian Processes"
Chair: Shota Katayama
Presentation in Japanese