Econometrics Workshop
Past Seminars
2021/11/16(Tue)
in-person
South School Building, #455 (5th fl.) Online + On Campus
Takayuki Kawashima (Tokyo Institute of Technology)
"Regression Modeling in the Presence of Outliers"
Chair: Shota Katayama
Presentation in Japanese
2021/11/09(Tue)
in-person
South School Building, #455 (5th fl.) Online + On Campus
Shinya Tanaka (Aoyama Gakuin University)
"Stable More Efficient Portfolio Selection with Large-Scale Simultaneous Inference"
Chair: Daisuke Nagakura
Presentation in Japanese
2021/10/26(Tue)
online
South School Building, #455 (5th fl.) Online + On Campus
Yoshifumi Muroi (Tohoku University)
"Binomial Tree Method for Option Pricing:Discrete Cosine Transform Approach"
Chair: Takuji Arai
Presentation in Japanese
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-person
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