Institute of Economic Research Hitotsubashi University

HOME

Previous Seminars

November, 2007

2-1 Naka, Kunitachi City,
Tokyo 186-8603, JAPAN

Tel +81 42 580 8327

Fax +81 42 580 8333

Previous Seminars

November, 2007

Workshop on the Russian and East European Economies / International Seminar
Date	Friday, November 2, 2007, 14:30-16:00
Place	Seminar Room (1) 3rd floor IER
Speaker	Professor Bruno Dallago (Department of Economics, University of Trento)
Title	“The Budget Constraint in the Governance of Organizations”
Contact	Ichiro Iwasaki [IER](iiwasaki@ier.hit-u.ac.jp)
Remarks	*If you wish to attend, please inform Prof. Iwasaki at iiwasaki@ier.hit-u.ac.jp in advance.

Workshop on Industry and Labor/COE/RES Seminar
Date	Tuesday, November 11, 2007, 16:30-18:00
Place	Mercury Tower Seminar room #3506
Speaker	Professor David Neumark (University of California, Irvine
Title	"Identifying the Effect of Never-Married Motherhood on Child Outcomes Using Variation in Incarceration Rates"
Contact	Daiji Kawaguchi[Graduate School of Economics] (kawaguch@econ.hit-u.ac.jp)

Macro Money Workshop/21st COE:Histat Seminar/International Seminar
Date	Monday, November 19, 2007,16:30-18:00
Place	Meeting Room 4th Floor IER
Speaker	Professor Harry X. Wu (Hong Kong Polytechnic University)
Title	"Comparative Performance of Indian And Chinese Manufacturing Industries,1980-2004"
Contact	Kyoji Fukao [IER](k.fukao@srv.cc.hit-u.ac.jp)/Etsuro Shioji[Graduate Schoolofeconomics](Fax.042 580 8882)

Innovation Forum
Date	Thursday, November 22, 2007, 16:20-17:50
Place	Institute of Innovation Research, 2F, Conference Room
Speaker	Dr. Sebastien Lechevalier (The Ecoles des Hautes Etudes en Sciences Sociales (EHESS))
Title	"The Effect of Government Consortia on the R&D Productivity of Firms. A case study of robot technology in Japan"
Contact	Professor Sadao Nagaoka [IIR] (phone 042 580 8411)

Money and Finance Seminar/Macro Money Workshop
Date	Thursday, November 22, 2007, 16:30-19:30
Place	Meeting Room 4th Floor IER
Speaker	Professor Jarko Fidrmuc (CESifo)
Title	"Business Cycle in Europe and in Asia"
Contact	Professor Eiji Ogawa[Graduate School of Commerce](cc00104@srv.cc.hit-u.ac.jp)/ Etsuro Shioji[Graduate Schoolofeconomics](Fax.042 580 8882)

Hitotsubashi Conference on Econometrics 2007
Date	November 24-25, 2007
Place	Rm 3201, 2nd floor of Mercury Tower
	Program: November 24, 2007
	Opening address 10:00-10:05 Taku Yamamoto (Hitotsubashi University)
	Session 1: 10:05-11:50 Chair: Yukinobu Kitamura (Hitotsubashi University)
Speaker	1. Kaddour Hadri (Durham University)
Title	"Panel Data Unit Root Test with Fixed T Dimension"
Speaker	2. Kazuhiko Hayakawa (JSPS Post Doctoral Fellow/Hitotsubashi University)
Title	"A Simple Efficient Instrumental Variable Estimator in Panel AR(p) Models"
Speakers	3. Daiji Kawaguchi (Hitotsubashi University) and Hirokatsu Asano (Asia University)
Title	"Male-Female Wage and Productivity Differentials: A Structural Approach Using Japanese Firm-level Panel Data"
	Lunch 11:50-13:20
	Session 2: 13:20-15:05 Chair: Yoichi Arai (University of Tokyo)
Speakers	4. Daisuke Nagakura (Institute for Monetary and Economic Studies, Bank of Japan)
Title	"Testing for Coefficient Stability of AR(1) Model When the Null is an Integrated or a Stationary Process"
Speaker	5. Atsushi Nishio (Meijigakuin University)
	"Testing for a Unit Root in the Frequency Domain"
Speaker	6. Eiji Kurozumi (Hitotsubashi University)
Title	"Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors"
	Coffee Break (15 minutes:15:05-15:20)
	Session 3: 15:20-17:55 Chair: Katsuto Tanaka (Hitotsubashi University)
Speaker	7. Zhongjun Qu (Boston University) and Pierre Perron (Boston University)
	"Stochastic Volatility Model with a Level Shift Component"
Speaker	8. Masato Ubukata (Osaka University)
Title	"Finite Sample Analysis of Integrated Covariance Estimators in the Presence of Noise"
	Coffee Break (15 minutes: 16:30-16:45)
Speakers	9. Yuichi Kitamura (Yale University) and Eric Gautier (ENSAE)
	"Nonparametric Estimation in Random Coefficients Binary Choice Models"
Speaker	10. In Choi (Hong Kong University of Science and Technology)
Title	"Efficient Estimation of Factor Models"
	Reception 18:15-20:15, November 24, 2007, Mercury Hall (7th floor of Mercury Tower)
	Program: November 25, 2007
	Session 4: 9:20-11:55 Chair: Daiji Kawaguchi (Hitotsubashi University)
Speakers	11. Yuzo Honda (Osaka University) and Kazuyuki Suzuki (Meiji University)
Title	"Is Cash Flow a Proxy for Financing Constraints in the Investment Equation? The Case of Unlisted Japanese Firms"
Speaker	12. Don Heon Kim (Korea University)
Title	"What is an Oil Shock? Panel Data Evidence"
	Coffee Break (15 minutes: 10:30-10:45)
Speaker	13. Yukinobu Kitamura (Hitotsubashi University)
Title	"Dynamic Consumption Behavior: Evidence from Japanese? Household Panel Data"
Speakers	14. Joon Y. Park (Texas A&M University) and Mototsugu Shintani (Vanderbilt University and Bank of Japan)
Title	"A Stochastic Dominance Analysis of High-Frequency Data With An Application to The International Diversification Puzzle"
	Lunch 11:55-13:20
	Session 5: 13:20-16:30 Chair: Naoto Kunitomo (University of Tokyo)
Speakers	15. Guido Kuersteiner (University of California, Davis) and Ryo Okui (Hong Kong University of Science and Technology)
Title	"Estimator Averaging for Two Stage Least Squares"
Speakers	16. Satoshi Myojo (National Institute of Science and Technology Policy) and Yuichiro Kanazawa (University of Tsukuba)
Title	"On Asymptotic Properties of the Parameters of Differentiated Product Demand and Supply Systems When Demographically-Categorized Purchasing Pattern Data are Available"
Speakers	17. Koiti Yano (Financial Services Agency, Govenment of Japan) and Naoyuki Yoshino (Keio University)
Title	"Japanese Monetary Policy Reaction Function and Time-Varying Structural Vector Autoregressions: A Monte Carlo Particle Filtering Approach"
	Coffee Break (15 minutes: 15:05-15:20)
Speakers	18. Yoichi Arai (University of Tokyo) and Hidehiko Ichimura (University of Tokyo)
Title	"Program Evaluation with Continuous Treatment under Monotonicity Restriction"
Speakers	19. Kannika Danrinplasit (University of Southern California), Cheng Hsiao (University of Southern California), and Xueyan Zhao(Monash University)
Title	"Decriminalization and Marijuana Smoking Prevalence: Evidence from Australia"
	Closing address: 16:30-16:35 Eiji Kurozumi (Hitotsubashi University)
Contact	Taku Yamamoto[Graduate School of Economics](yamamoto@econ.hit-u.ac.jp) /Eiji Kurozumi [Graduate School of Economics](kurozumi@stat.hit-u.ac.jp)

Innovation Forum
Date	Wednesday, November 28, 200715:30-16:50
Place	Institute of Innovation Research, 2F, Conference Room
Speaker	Professor Dr. Cornelius Herstatt (Institute for Technology and Innovation Management, Hamburg University of Technology)
Title	"Product development for the silver markets"
Contact	Sadao Nagaoka [IIR] (phone 042 580 8411)