Some members of SSRC attended Japan-Korea Conference on November 19, 2016.

Prof. Hiroshi Yamada and Prof. Kazuhiko Hayakawa attended “2016 Japan-Korea Allied Conference in Econometrics” on November 19 at Hitotsubashi University.

“2016 Japan-Korea Allied Conference in Econometrics”

-Date:  November 19, 2016.
-Place: MT3302 on Mercury Tower, Hitotsubashi University

-Program: (35minutes presentation for each, including discussions)

09:10–09:15 Opening Address
(Eiji Kurozumi, Hitotsubasi University)
Session 1. (Chair: Yohei Yamamoto, Hitostubashi University)
09:30-10:05 Daisuke Yamazaki (JSPS research fellowship)
An Improved Test for Cross-Section Independence in Panel Data Models with Serially Correlated Errors”
10:05-10:40 Hyun Hak Kim (Kookmin University)
“Methods for Pastcasting, Nowcasting and Forecasting Using Factor-MIDAS with an Application to Real-Time Korean GDP”
10:40-11:15 Ryo Okui (Kyoto University)
“Confidence Set for Group Membership”
 Session 2.  (Chair: Kazuhiko Hayakawa, Hiroshima University)
 11:25-12:00 Yohei Yamamoto (Hitotsubashi University)

“Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets”
 12:00-12:35 Heejoon Han (Sungkyunkwan University)
“Quantile Dependence between Stock Markets and Its Application in Volatility Forecasting”
 -Lunch-
  Session 3.   (Chair: In Choi, Sogang University)
 13:35-14:10  Takahide Yanagi (Hitotsubashi University)
“Inference on Local Average Treatment Effects for Misclassified Treatment”
 14:10-14:45  Soondong Hong (Sungkyunkwan University)
“World Income Inequality and Effect of Top Income Share”
 14:45-15:20  Hiroshi Yamada (Hiroshima University)
“Quantile Hodrick-Prescott Filtering”
 -Break-
 Session 4.  (Chair: Heejoon Han, Sungkyunkwan University)
 15:30-16:05  Dukpa Kim (Korea University)
“Inference Related to Locally Ordered and Common Breaks in a Multivariate System with Joined Segmented Trends”
 16:05-16:40 Eiji Kurozumi (Hitotsubashi University)
“Confidence Sets for the Break Date in Cointegrating Regressions”
 -Break-
Session 5. (Chair: Dukpa Kim, Korea University)
16:50-17:25 In Choi (Sogang University)
“Cross-sectional Maximum Likelihood and Bias-corrected Pooled Least Squares Estimators for Dynamic Panels with Short T”
17:25-18:00 Kazuhiko Hayakawa (Hiroshima University)
“Double Filter Instrumental Variable Estimation of  Panel Data Models with Weakly Exogenous Variables”
18:00-18:05 Announcement (In Choi, Sogang University)
18:30-20:30 Free Discussion
(Chair: Katsuto Tanaka, Gakushuin University)