Econometrics Workshop

Past seminars (AY 2015)

2015/04/07(Tue)
Joint with Macroeconomics Workshop and Econometrics Workshop 
Room (Note the change): 131-A:First Building
Chair: Ippei Fujiwara
Presentation in English
2015/04/14(Tue)
Yuki Sato (University of Lausanne and Swiss Finance Institute (SFI))
"Innovation, Delegation, and Asset Price Swings"
Chair: Daisuke Nagakura
Presentation in English
2015/04/24(Fri)
Takahiro Hoshino (Keio University)
"Heterogeneous treatment effect estimation under endogenous allocation to clusters"
Joint with Applied Economics Workshop and Econometrics Workshop 
Room (Note the change): 107:First Building
Chair: Masao Ogaki
2015/04/28(Tue)
Junichi Imai (Keio University)
"An Efficient Numerical Procedure for Financial Engineering Using Quasi-Monte Carlo Method"
Chair: Takuji Arai
Presentation in Japanese
2015/05/12(Tue)
Keita Owari (University of Tokyo)
"Robust Utility Indifference Valuation Revisited: A View from Optimal Transport"
Chair: Takuji Arai
Presentation in Japanese
2015/05/26(Tue)
Hideatsu Tsukahara (Seijo University)
"Distortion Risk Measures in Action"
Chair: Takuji Arai
Presentation in Japanese
2015/06/09(Tue)
Nobuyoshi Kikuchi (University of Tokyo)
"Marginal returns to schooling and education policy change in Japan"
Chair: Hideo Akabayashi
Presentation in Japanese
2015/06/16(Tue)
Hideo Akabayashi (Keio University)
"Does After-School Education Voucher Improve Educational Outcomes? Evaluation of an Education Voucher Program after the Great East Japan Earthquake (joint with Hiroko Araki, Makiko Nakamuro, and Ryuichi Tanaka)"
Joint with Econometrics Workshop and Applied Economics Workshop 
Room (Note the change): 132:First Building
Chair: Takahiro Hoshino
Presentation in Japanese
2015/06/23(Tue)
Toshihiro Yamada (Hitotsubashi University)
"A new second order weak approximation of SDEs"
Chair: Takuji Arai
Presentation in Japanese
2015/06/30(Tue)
Yuta Koike (The Institute of Statistical Mathematics)
"Quadratic covariation estimation of an irregularly observed semimartingale with jumps and noise"
Chair: Daisuke Nagakura
Presentation in Japanese
2015/07/07(Tue)
Taisuke Otsu (London School of Economics and Political Science)
"Extending the Scope of Cube Root Asymptotics"
Joint with Econometrics Workshop and Macroeconomics Workshop 
Room (Note the change): First School Building, #132 (3rd fl.)
Chair: Daisuke Nagakura
Presentation in Japanese
2015/07/14(Tue)
Kaiji Mogi (Waseda University)
"Simple Granger Causality Tests for Mixed Frequency Data"
Chair: Daisuke Nagakura
Presentation in Japanese
2015/09/29(Tue)
Yohei Yamamoto (Hitotsubashi University)
"Asymptotic Inference for Common Factor Models in the Presence of Jumps"
Chair: Daisuke Nagakura
Presentation in Japanese
2015/10/06(Tue)
Teppei Ogiwara (The Institute of Statistical Mathematics)
TBA
Chair: Takuji Arai
Presentation in Japanese
2015/10/20(Tue)
Ryo Okui (Institute of Economic Research, Kyoto University)
"DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION"
Chair: Takahiro Hoshino
Presentation in Japanese
2015/11/03(Tue)
Jouchi Nakajima (Bank of Japan)
"Has trend inflation shifted?: An empirical analysis with a regime-switching model"
Joint with Econometrics Workshop and Macroeconomics Workshop 
Room (Note the change): First School Building, #132(3rd fl.)
Chair: Daisuke Nagakura
Presentation in Japanese
2015/11/03(Tue)
Shonosuke Sugasawa (University of Tokyo)
"Heteroscedastic Nested Error Regression Models with Variance Functions"
Room (Note the change): South School Building #476 (7th fl.) / Time (Note the change): 14:45-16:15
Chair: Daisuke Nagakura
2015/11/10(Tue)
Yoann Potiron (The University of Chicago, Department of Statistics)
"The locally parametric model: a new class of models in high frequency data"
Chair: Daisuke Nagakura
Presentation in English
2017/11/17(Fri)
Toshinao Yoshiba (Bank of Toyko)
"Maximum likelihood estimation of skew-t copulas and its applications to financial econometrics"
Chair: Takuji Arai
Presentation in Japanese
2015/11/27(Fri)
Joint with Applied Economics Workshop and Econometrics Workshop 
Room (Note the change): First School Building , #107 (1st fl.)
Chair: Takahiro Hoshino
2015/12/09(Wed)
Katsutoshi Shimizu (Nagoya University)
Systemic risk and crisis management: A CoVaR approach
Joint with KEO Seminar and Econometrics Workshop 
Room (Note the change): Graduate School Building 8F meeting room / Time (Note the change): 18:10 - 19:40
Chair: Wako Watanabe
Sponsored by Business and Economics Workshop, scientific research fund.
2015/12/22(Tue)
Kenichiro Shiraya (University of Tokyo)
"Variance Reduction for Multi-Asset Options"
Chair: Takuji Arai
Presentation in Japanese
2016/01/19(Tue)
Yoichi Miyata (Takasaki City University of Economics)
"Bayesian information criteria in misspecified models: validity and consistency"
Chair: Daisuke Nagakura
Presentation in Japanese