Last updated 10/11/2006

Program

October 31(Tue)

Opening Address:　9:45-10:00
　
Session 1 　　　10:00-12:00

　Chair : 　Yoshihiko Tsukuda（Tohoku University)
　　1-1 　Hiroki Tsurumi (Rutgers University)(60 min.)
　　　　　 　"Bayesian Inference of the Regression Model with the Error Terms Following Exponential Power Distribution"
　　1-2 　Morito Tsutsumi (University of Tsukuba)(joint with Yasushi Yoshida (Chiba U. of Commerce), Hajime Seya (U. of Tsukuba) and Yuichiro Kawaguchi (Waseda U.))(20 min.)
　　　　　 　"A Bayesian Approach to Data Inadequancy in Real Estate: Case Study on Apartment Rent Modeling"
　　1-3　 Kazuhiko Kakamu(Osaka University) (joitn with Hideo Kozumi(Kobe U.))(20 min.)
　　　　　 　"Posterior Analysis of Mergers Between Cities, Towns and Villages in Japan"
　　1-4　 Hajime Wago(Nagoya University)(joint with Kazuhiko Kakamu(Osaka U.) and Wolfgang Polasek(IHI))(20 min.)
　　　　　 　"Spatial Agglomeration and Spill Over Analysis for Japanese Prefectures During 1991-2000"


　Lunch: 12:00-13:30

Session 2 　　　13:30-15:30
　　Chair : 　Kazuo Shigemasu(University of Tokyo)
　　2-1 　Ruey Tsay (University of Chicago)(60 min.)
　　　　　　"Deterministic Shifts in the parameters of a GARCH(1,1) Model"
　　2-2　 Tomohiro Ando (Keio University)(20 min.)
　　　　　　"Bayesian Predictive Information Criterion for the Evaluation of Hierarchical Bayesian and Empirical Bayes Models"
　　2-3　 Teruo Nakatsuma (Keio University)(20 min.)
　　　　　　"A Bayesian model averaging approach for portfolio selection"
　　2-4　 Kentaro Fukumoto (Gakusyuin University)(20 min.)
　　　　　　"A Bayesian Analysis of Time-series Event Count Data"
　
　Coffee Break: 15:30-16:00

Session 3 　　　16:00-18:00
　Chair : 　Hajime Wago (Nagoya University)
　　3-1 　John Geweke (University of Iowa)(60 min.)
　　　　　 　"Smoothly Mixing Regressions"
　　3-2　 Koji Miyawaki(University of Tokyo)(joint with Yasuhiro Omori(U. of Tokyo) and Akira Hibiki(NIES and Tokyo Institute of Tech.) (20 min.)
　　　　　 　"Bayesian Estimation of Demand Functions under Block Rate Pricing"
　　3-3　 Kazuo Shigemasu(University of Tokyo)(joint with Takahiro Hoshino(U. of Tokyo) and Kerry L. Jang (U. of British Columbia)) (20 min.)
　　 　　"Full Bayesian Approach to Multivariate Behavioral Genetic Analysis "
　　3-4　 Nobuhiko Terui(TohokuUniversity)(joint with Wirawan Dony Dahana(Osaka U.)) (20 min.)
　　　　　　"Modeling Heterogeneous Consumer’s Reference Price Formation"

　Reception 　18:30-20:30
　 Cafe RUPO

November 1(Wed)

Session 4 　　　9:00-10:40
　Chair :　 Nobuhiko Terui (Tohoku University)
　　4-1 　Siddhartha Chib (Washington University)(60 min.)
　　　　　　"Likelihood based Inference for Diffusion Driven State Space Models"
　　4-2　 Takashi Oga (Chiba University) (joint with Kosuke Oya(Osaka U.))(20 min.)
　　　　　　"A State Space Approach to the Reference Date Determination"
　　4-3　 Koiti Yano(Financial Research and Training Center, Financial Services Agency) (joint with Seisho Sato (Institute of Statistical Mathematics))(20 min.)
　　　　　　"A Self-organizing State Space Model with Simplex Initial Distribution Search and Stochastic Volatility Models with Heavy-tailed Distributions"

　Coffee Break: 10:40-11:00

Session 5 　　　11:00-12:40
　Chair :　 Toshiaki Watanabe(Hitotsubashi University)
　　5-1 　Ivan Jeliazkov (University of California at Irvine)(60 min.)
　　　　 　　"Estimation of Semiparametric Models in the Presence of Endogeneity and Sample Selection"
　　5-2　 Yasuhiro Omori(University of Tokyo) (20 min.)
　　　　　　"Censored Regression with Covariate Dependent Threshold and Sample Selection Model"
　　5-3　 Yasutomo Murasawa (Osaka Prefecture University)　(20 min.)
　　　　　　"Measuring the Natural Rates, Gaps, and Deviation Cycles"

　Lunch: 12:40-14:00

Session 6 　　　14:00-15:40
　Chair :　 Yasuhiro Omori (University of Tokyo)
　　6-1 　Dale Poirier (University of California at Irvine) (60 min.)
　　　　 　　"A Lakatosian Perspective on the Development of Theories of Decision Making Under Risk"
　　6-2　 Manabu Asai (Soka University)(joint with M. McAleer(U. of Western Australia)) (20 min.)
　　　　　　"The Structure of Dynamic Correlations in Multivariate Stochastic Volatility Models"
　　6-3　 Toshiaki Watanabe (Hitotsubashi University) (joint with Takeshi Yamada(Bank of Japan)and Keiichi Tanaka(Tokyo Metropolitan U.))　(20 min.)
　　　　　　"MCMC-Based Bayesian Analysis of Cox-Ingersoll-Ross Models of the Term Structure of Interest Rates"

Closing Address