Econometrics
Category
Date
Title
Presenter/Location
Details
2013/12/25 Wed
16:30〜18:00
16:30〜18:00
Are University Admissions Academically Fair?
金谷 信 (Aarhus University)
第一共同研究室 (4F北側)
2013/12/04 Wed
16:30〜18:00
16:30〜18:00
Partial Identification of Treatment Effects Using Instrumental Variables
崔 庭敏 (京都大学・院)
第一共同研究室 (4F北側)
2013/12/04 Wed
16:30〜18:00
16:30〜18:00
Nonparametric tests for the effect of the treatment on conditional variance
金 燕春 (京都大学・院)
第一共同研究室 (4F北側)
2013/10/09 Wed
16:30〜18:00
16:30〜18:00
修士論文中間発表会 Decomposition of Difference in Mean under Weak Conditions
崔 庭敏 (京都大学・院)
第一共同研究室 (4F北側)
2013/10/09 Wed
16:30〜18:00
16:30〜18:00
修士論文中間発表会 Nonparametric tests for the effect of the treatment on conditional variance
金 燕春 (京都大学・院)
第一共同研究室 (4F北側)
2013/09/18 Wed
16:30〜18:00
16:30〜18:00
Do Siblings Free-Ride in ‘Being There’ for Parents?
丸山 士行 (University of New South Wales)
第一共同研究室 (4F北側)
2013/09/11 Wed
16:30〜18:00
16:30〜18:00
Set Identification of the Censored Quantile Regression Model for Short Panels with Fixed Effects(Tong Liとの共著)
岡 達志 (National University of Singapore)
第一共同研究室 (4F北側)
2013/07/26 Fri
16:30〜18:00
16:30〜18:00
Finite Sample Bias and MSE of Fully Aggregated Estimator for AR(1) model with a General Error Distribution
永田 修一 (同志社大学)
第一共同研究室 (4F北側)
[Abstract]
We derive the finite sample bias and mean squared error of the fully aggregated estimator (FAE) for the stationary AR(1) model with intercept, which is proposed by Han, Phillips, and Sul (2011, Econometric Theory). Our analytical results show why the FAE is less biased than the ordinary least square estimator in finite sample case and is not biased by non-normality of error distribution and by intercept term at least O(1/T ), where T is sample size. We also propose a second order unbiased FAE using the analytical result. Finally, we examine the Monte Carlo simulation and show that it is consistent with the theoretical results.
2013/07/17 Wed
16:30〜18:00
16:30〜18:00
Quasi Bayesian Model Selection(新谷元嗣との共著)
井上 篤 (North Carolina State University)
第一共同研究室 (4F北側)