2014 spring 2(3) hours meeting

1st April 9th Statistics Zheng Introduction, set theory, the probability set function
Research Bala Modelling sudden volatility change in GARCH model
Research Xu State space model
2nd 23rd Statistics Katafuchi The probability set function, conditional probability and independence
Nonlinear Bala The generalized ARCH
Research Xu State space model
3rd 30th Statistics Delgado Narro Conditional probability and independence, random variables, discrete random variables
Statistics II Deng Continuous random variables, expectation of a random variable
Research Bala Inclan and Tiao (1994) Use of cumulative sums of squares for retrospective detection of changes of variance
4th May 7th Statistics Afego Some special expectations
Statistics II Bala The EM algorithm
Research Xu State space model
5th 14th Statistics Zheng Important inequalities
Research Deng Estimation results of environmental Kuznets curve in Japan
Research Xu State space model
6th 21st Statistics Katafuchi Distributions of two random variables
Nonlinear Bala Nonlinear state space models, hidden Markov chains and regimes
Research Afego Stock price response to earnings announcements
7th 28th Statistics Delgado Narro Distributions of two random variables, transformation: bivariate random variables
Statistics II Deng Measures of quality of estimators, a sufficient statistic for parameter
Nonlinear Xu Additive models
8th June 4th Statistics Afego Conditional distribution and expectations
Research Delgado Narro The real effect of the communications forms into the convergence process between the subnational economies
Nonlinear Bala Some related models, semiparametric models, robust and adaptive estimation
9th 11th Statistics Zheng Transformations: bivariate random variables
Research Deng Estimation results of environmental Kuznets curve in Japan
Nonlinear Xu Nonlinear error correction models, parametric nonlinear regression with a nonstationary regressor
10th 18th Statistics II Deng Properties of a sufficient statistic, completeness and uniqueness
Research Katafuchi Mixture innovation model
Nonlinear Bala Optimization without derivatives, methods requiring derivatives, other methods
11th 25th Statistics Zheng The correlation coefficient
Research Delgado Narro The real effect of the communications form into convergence process between the subnational economies
Research Afego Ma et al. (2009) Abnormal returns to mergers and acquisitions in ten Asian stock markets, International Journal of Business
12th July 16th Statistics Katafuchi Independent random variables
Statistics II Xu The case of several parameters
Nonlinear Bala Building amooth transition regression models
13th August 4th Statistics Delgado Narro Extension to several random variables
Research Xu Study on QE
Nonlinear Bala Building smooth transition regression models
14th September 5th Research Bala Hafner and Herwartz (2006) Volatility impulse responses for multivariate GARCH models, Journal of International Money and Finance
Research Katafuchi McCulloch and Tsay (1993) Bayesian inference and prediction for mean and variance shifts in autoregressive time series, Journal of American Statistical Association
15th 10th Research Afego Spyrou et al. (2007) Short-term overreaction, underreaction and efficient reaction, Applied Financial Economics
Research Delgado Narro Gomez-Zaldivar and Ventosa-Santaularia (2010) Per capita output convergence, Annals of Economics and Statistics
16th 17th Research Bala Hafner and Herwartz (2006) Volatility impulse responses for multivariate GARCH models, Journal of International Money and Finance
Research Katafuchi McCulloch and Tsay (1993) Bayesian inference and prediction for mean and variance shifts in autoregressive time series, Journal of American Statistical Association
Research Zheng Tsutsui and Hirayama (2013) Are Chinese stock investors watching Tokyo?, Japanese Journal of Monetary and Financial Economics
17th 22nd Research Afego Spyrou et al. (2007) Short-term overreaction, underreaction and efficient reaction, Applied Financial Economics
Research Delgado Narro Tomljanovich and Volgelsang (2002) Are U.S. regions converging? Using new econometric methods to examine old issues, Empirical Economics
18th 30th Research Zheng Jilani and Burney (2008) A refined fuzzy time series model for stock market forecasting, Physica A
Research Bala Sudden volatility cahnges in GARCH models
Research Katafuchi Giordani and Kohn (2006) Efficient Bayesian inference for multiple change-point and mixture innovation models, WP