2015 HEU-HU_SMU Tripartite Conference

Date: March 27, 2015
Venue: School of Economics, SMU, Singapore
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Opening Remark (8:30):
Jun Yu (SMU)

Session I (8:30-10:00)
Chair: Isamu Ginama (HU)

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Amirullah Setya Hardi and Koichi Maekawa (HUE)
“Estimation of Causal Order in SVAR Model using Independent Component Analysis: Simulation and Real Data Analysis”.
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Jun Yu (SMU)
“On Bias in the Estimation of Structural Break Points” (joint with Liang Jiang and Xiaohu Wang)
3
Hiroshi Yamada (HU)
“Selecting the Tuning Parameter of the l1 Trend Filter” (joint with G. Yoon)

 


10:00-10:30
Coffee break

Session 2 (10:30-12:00)
Chair: Jun Yu (SMU)

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Isamu Ginama (HU)
“Measurement of International Capital Mobility” (joint with H. Kanmei)
5
Liang Jiang (SMU)
“New Hedonic Regression for Real Estate Prices Applied to the Singapore Residential Market” (with PCB Phillips and J. Yu)
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Tetsuya Takaishi (HUE)
“Principal Component Analysis and Systemic Risk in the Japanese Stock Market”

Lunch (12:30-14:00)
Host by Dean Bryce Hool (SMU)
Halia Restaurant, 1 Beach Road, #01-22/23, Raffles Hotel, Singapore 189673