20 Oct. 2021, Virtual seminar, Michal Kolesar (Princeton) .
13 Oct. 2021, Virtual seminar, Tim Armstrong (University of Southern California) .
18 Jun. 2021, Virtual seminar, Mariam Kamal Elallali (University of the Basque Country).
9 Jun. 2021, Virtual seminar, Mattias Cattaneo (Princeton).
2 Jun. 2021, Virtual seminar, Yuan Liao (Rutgers).
19 May. 2021, Virtual seminar, Andres Santos (UCLA).
11 Mar. 2021, Virtual seminar, Francesca Monti (King’s College London).
5 Feb. 2021, Virtual seminar, Runan Xu (Rutgers).
2 Dec. 2020, Virtual seminar, Prof. Liudas Giraitis (Queen Mary).
25 Nov. 2020, Econometrics cluster virtual seminar, Prof. Wenxin Zhou （UCSD).
Uematsu, Y., Yamagata, T., 2020, "Inference in Weak Factor Models", ISER DP No. 1080.
CANCELLED: 17 Apr. 2020, Dr Daniel Wilhelm to visit DERS and PanDA.
CANCELLED: 14 May, Econometrics Seminar, Speaker: Dr Xin Tong (USC)
13 Feb 2020, Thursday Workshop, "A Unified Approach to Efficient Estimation of Short LinearPanel Regression Models". Speaker: Prof Kazuhiko Hayakawa (Hiroshima).
22 Nov. 2019, Dr Christopher Skeels to visit DERS and PanDA.
15 Nov. 2019, Dr Pedro de Souza to visit DERS and PanDA.
20-23 September 2019, Prof Hiroshi Yamada (Hiroshima) visited PanDA.
16-17 September 2019, Dr Yoshimasa Uematsu (Tohoku) visited PanDA.
19 July 2019, Prof Yoon-Jae Whang(Seoul) to visit DERS and PanDA.
12 June 2019, Prof Frank Windmeijer (Bristol) to visit DERS and PanDA.
9 May, Dr. Clifford Lam (LSE) to visit DERS and PanDA.
3 May, Dr. Yang Zu (Nottingham) to visit DERS and PanDA.
16 April 2019, Uematsu, Y., Yamagata, T., 2019, "Estimating Weak Factor Models", ISER DP No. 1053.
11 March 2019, Dr Bin Peng (Bath) visited DERS and PanDA.
27 Feb. 2019, Dr Wendun Wang (Erasmus) visited DERS and PanDA.
15 Feb. 2019, Dr Abhimanyu Gupta (Essex) visited DERS and PanDA.
4 Feb. 2019, Ms Kanchana Nadarajah (PhD student, Monash) visited DERS and PanDA.
3 Oct 2018, Prof Dominik Wied (Cologne) visited DERS and PanDA.
6 June 2018, Dr Toru Kitagawa (UCL) visited DERS and PanDA.
21 May 2018, Dr Tatsuyoshi Okimoto (ANU) visited DERS and PanDA.
3 May 2018, Dr Jungyoon Lee (Royal Holloway) visited DERS and PanDA.
15 February 2018, Prof Lorenzo Trapani (Nottingham) visited DERS and PanDA.
19 December 2017, Dr Shin Kanaya (Aarhus) visited DERS and PanDA.
12-15 December 2017, Prof Kazuhiko Hayakawa (Hiroshima) visited DERS and PanDA.
23 November - 7 December 2017, T. Yamagata visited Monash University, Australia, to work with Dr V. Sarafidis
7 November 2017, T. Yamagata presented his work at USC Dornsife INET/CAFE, University of Southern California, USA
15 June 2017, 10th York Econometrics Symposium, "Advances in Time Series and Macro-econometrics"
14 June 2017, T. Yamagata presented his work at Econometrics Summer Masterclass and Workshop at Warwick
17 May 2017, Professor Bruce Hansen (Wisconsin-Madison) visited DERS and PanDA
9-11 May 2017, Professor Liangjun Su (Singapore Management School) visited DERS and PanDA.
M. Hashem Pesaran & Takashi Yamagata, 2017. "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," Discussion Papers 17/04, Department of Economics, University of York.
A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models (A. Halunga, C.D. Orme and T. Yamagata) is publised in Journal of Econometrics.
6-8 December 2016, Dr Kazuhiko Hayakawa (Hiroshima, Japan) visited DERS and PanDA.
Chen, J., Li D., Linton, O., Lu, Z., 2016, Semiparametric dynamic portfolio choice with multiple conditioning variables, Journal of Econometrics, 194, 309-318.
The research project submitted to Australian Research Council by V. Sarafidis (Monash) and T. Yamagata, entitled "Micro-Panel Data with Nonlinear Error Components: Advances and Applications" was successful and will be funded 2017-2019.