Econometrics Workshop

Past seminars (AY 2018)

2018/04/17(Tue)
Gregor Weiss (Leipzig University)
"Do Higher Bank Capital Requirements Really Decrease Systemic Risk?"
Chair: Daisuke Nagakura
Presentation in English
2018/04/24(Tue)
Tomohiko Inoue (Nissan Motor Co., Ltd.)
"Bayesian Modeling of Market Response Mechanism"
Chair: Teruo Nakatsuma
Presentation in Japanese
2018/05/08(Tue)
Kazuhiro Miyatsu (University of Tsukuba)
"Marketing Science Modeling with Behavioral Economics Perspectives"
Chair: Teruo Nakatsuma
Presentation in Japanese
2018/05/15(Tue)
Suguru Yamanaka (Musashino University)
"Credit risk assessment using purchase order information"
Chair: Takuji Arai
Presentation in Japanese
2018/05/22(Tue)
Shuji Tanaka (Nihon University)
"Creating multistate life table by required care level - For the analysis of the elderly life course -"
Chair: Teruo Nakatsuma
Presentation in Japanese
2018/05/23(Wed)
Tomonori Nakatsu (Shibaura Institute of Technology)
"Some properties of density functions on maxima of solutions to one-dimensional stochastic differential equations"
Room (Note the change): South Building, #473(7th fl.)
Chair: Takuji Arai
Presentation in Japanese
2018/05/29(Tue)
Yoshiyuki Ninomiya (Institute of Statistical Mathematics)
"A Cp criterion for semiparametric causal inference"
Chair: Takahiro Hoshino
Presentation in Japanese
2018/06/12(Tue)
Taisuke Otsu (LSE (London School of Economics))
"Jackknife, small bandwidth and high-dimensional asymptotics"
Chair: Daisuke Nagakura
Presentation in Japanese
2018/06/13(Wed)
Cancelled Tatsuma Wada(Keio University) *It will be postponed to fall semester
2018/06/19(Tue)
Kazuhiko Kakamu (Kobe University)
"Bayesian Analysis of Lognormal Mixtures with an Unknown Number of Components from Grouped Data"
Chair: Teruo Nakatsuma
Presentation in Japanese
2018/06/28(Thu)
Makoto Takahashi (Hosei University)
”Investigating the interaction between returns and order flow imbalances: Endogeneity, intraday variations, and macroeconomic news announcements”
Room (Note the change): South Building, #473(7th fl.)
Chair: Daisuke Nagakura
Presentation in Japanese
2018/07/03(Tue)
Masahito Kobayashi (Yokohama National University)
"Time-varying asymmetric copula using split-normal distribution"
Chair: Daisuke Nagakura
Presentation in Japanese
2018/07/10(Tue)
Kaiji Motegi (Kobe University)
"Calibration Estimation of Semiparametric Copula Models with Data Missing at Random"
Chair: Daisuke Nagakura
Presentation in English
2018/07/17(Tue)
Masato Ubukata (Meiji Gakuin University)
"Tail Risk and Return Predictability for the Japanese Equity Market"
Chair: Daisuke Nagakura
Presentation in Japanese
2018/10/02(Tue)
Yuki Kawakubo (Chiba University)
"Small area estimation for grouped data"
Chair: Takahiro Hoshino
Presentation in Japanese
2018/10/09(Tue)
Manabu Asai (Soka University)
"Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers"
Chair: Teruo Nakatsuma
Presentation in Japanese
2018/10/16(Tue)
Hironori Fujisawara (Institute of Statistical Mathematics)
"Robust parameter estimation with a small bias against heavy contamination"
Chair: Takahiro Hoshino
Presentation in Japanese
2018/10/30(Tue)
Hideyuki Takada (Toho University)
"Introduction to Geometric Arbitrage Theory"
Chair: Takuji Arai
Presentation in Japanese
2018/11/01(Thu)
James Morley (University of Sydney)
“Why Has the U.S. Economy Stagnated Since the Great Recession?”
Room (Note the change): South School Building #473 (7th fl.)
Chair: Daisuke Nagakura
Presentation in English
2018/11/06(Tue)
Tatsuma Wada (Keio University)
"Out-of-Sample Forecasting of Foreign Exchange Rates: The Band Spectral Regression and LASSO"
Chair: Daisuke Nagakura
Presentation in Japanese
2018/11/27(Tue)
Katsumasa Nishide (Hitotsubashi University)
"Default Contagion and Systemic Risk in the Presence of Credit Default Swaps"
Chair: Takuji Arai
Presentation in Japanese
2018/12/04(Tue)
Kiyoshi Izumi (The University of Tokyo)
"Trends of finance market analysis using big data and artificial intelligence technologies"
Chair: Takahiro Hoshino
Presentation in Japanese
2018/12/18(Tue)
Takeru Matsuda (The University of Tokyo)
"Empirical Bayes matrix completion"
Chair: Takahiro Hoshino
Presentation in Japanese
2018/12/25(Tue)
Rei Yamamoto (Keio University)
"An Empirical Analysis of Corporate Governance"
Chair: Takuji Arai
Presentation in Japanese
2019/05/28(Tue)
Mika Meitz (University of Helsinki)
"Testing for observation-dependent regime switchingin mixture autoregressive models"
Chair: Daisuke Nagakura
Presentation in English
2019/06/04(Tue)
Tatsuyoshi Okimoto (Australian National University)
TBA
Time (Note the change): 16:45-18:00
Chair: Daisuke Nagakura
Presentation in Japanese