Published on 24 Jan 2018

​Economics Seminar | Calibration Estimation for Semiparametric Copula Models under Missing Data

EventCalibration Estimation for Semiparametric Copula Models under Missing Data
Speaker
Prof Kaiji MOTEGI
Associate Professor of Economics,
Graduate School of Economics,
Kobe University
Date24 January 2018, Wednesday
VenueHSS Meeting Room 4 (HSS-04-71)
Time2:30pm – 04:00pm​

All are welcome to attend the seminar.
 
Biography
After completing his BA and MA in Economics at Waseda University (Japan) as the best student, and PhD in Economics at the University of North Carolina at Chapel Hill (USA) in 2014 on the prestigious Fulbright Scholarship, Prof Motegi held position at the Faculty of Political Science and Economics, Waseda University, as an assistant professor. He is currently teaching as an associate professor at the Graduate School of Economics, Kobe University. 

Prof Motegi's research field is econometrics, in par​ticular time series analysis - He is developing new tests for Mixed Data Sampling (MIDAS) Granger causality and white noise. He is also applying those tests for macroeconomic and financial time series like GDP, inflation, interest rates, and stock prices. Prof Motegi is also interested in copula models, missing data, and treatment effect models.