Institute for Economic Studies, Keio University

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Econometrics Workshop

Date and Time: Every Tuesday 16:30-18:00
Main Coordinators: Takuji Arai, Daisuke Nagakura, Teruo Nakatsuma , Takahiro Hoshino
Sub-coordinators: Hideo Akabayashi
Room: West School Building, #516 (1st fl.)

Upcoming Seminars

There is no currently scheduled workshop.

Past seminars (AY2018)

2018/4/17(Tue)
Gregor Weiss (Leipzig University)

"Do Higher Bank Capital Requirements Really Decrease Systemic Risk?"

Working Paper

Chair: Daisuke Nagakura

Presentation in English

2018/4/24(Tue)
Tomohiko Inoue (Nissan Motor Co., Ltd.)

"Bayesian Modeling of Market Response Mechanism"

Abstract

Chair: Teruo Nakatsuma

Presentation in Japanese

2018/5/8(Tue)
Kazuhiro Miyatsu (University of Tsukuba)

"Marketing Science Modeling with Behavioral Economics Perspectives"

Abstract

Chair: Teruo Nakatsuma

Presentation in Japanese

2018/5/15(Tue)
Suguru Yamanaka (Musashino University)

"Credit risk assessment using purchase order information"

Abstract

Chair: Takuji Arai

Presentation in Japanese

2018/5/22(Tue)
Shuji Tanaka (Nihon University)

"Creating multistate life table by required care level - For the analysis of the elderly life course -"

Working Paper

Chair: Teruo Nakatsuma

Presentation in Japanese

2018/5/23(Wed)
Tomonori Nakatsu (Shibaura Institute of Technology)

"Some properties of density functions on maxima of solutions to one-dimensional stochastic differential equations"

Abstract

Room (Note the change): South Building, #473(7th fl.)

Chair: Takuji Arai

Presentation in Japanese

2018/5/29(Tue)
Yoshiyuki Ninomiya (Institute of Statistical Mathematics)

"A Cp criterion for semiparametric causal inference"

Abstract

Chair: Takahiro Hoshino

Presentation in Japanese

2018/6/12(Tue)
Taisuke Otsu (LSE (London School of Economics))

"Jackknife, small bandwidth and high-dimensional asymptotics"

Abstract Slide

Chair: Daisuke Nagakura

Presentation in Japanese

2018/6/13(Wed)
Cancelled Tatsuma Wada(Keio University) *It will be postponed to fall semester
2018/6/19(Tue)
Kazuhiko Kakamu (Kobe University)

"Bayesian Analysis of Lognormal Mixtures with an Unknown Number of Components from Grouped Data"

Abstract

Chair: Teruo Nakatsuma

Presentation in Japanese

2018/6/28(Thu)
Makoto Takahashi (Hosei University)

”Investigating the interaction between returns and order flow imbalances: Endogeneity, intraday variations, and macroeconomic news announcements”

Working Paper

Room (Note the change): South Building, #473(7th fl.)

Chair: Daisuke Nagakura

Presentation in Japanese

2018/7/3(Tue)
Masahito Kobayashi (Yokohama National University)

"Time-varying asymmetric copula using split-normal distribution"

Abstract

Chair: Daisuke Nagakura

Presentation in Japanese

2018/7/10(Tue)
Kaiji Motegi (Kobe University)

"Calibration Estimation of Semiparametric Copula Models with Data Missing at Random"

Working Paper Slide

Chair: Daisuke Nagakura

Presentation in English

2018/7/17(Tue)
Masato Ubukata (Meiji Gakuin University)

"Tail Risk and Return Predictability for the Japanese Equity Market"

Abstract

Chair: Daisuke Nagakura

Presentation in Japanese

Other Academic Years