Talks & Presentations

International Conferences

• Jun 2026: “Unified Mixture Sampler for State-Space Models: Application to Stochastic Conditional Duration Models”, 9th International Conference on Econometrics and Statistics (EcoSta 2026), Ryukoku University, Kyoto, Japan.
• May 2026: “Dynamic Factor Stochastic Volatility-in-Mean VAR for Large Macroeconomic Panels”, 2026 SBIES (Seminar on Bayesian Inference in Econometrics and Statistics) NSF/CEME Conference, University of Washington, Seattle, USA.
• Dec 2025: “Dynamic factor stochastic volatility in mean model”, 19th International Joint Conference on Computational and Financial Econometrics (CFE) and Computational and Methodological Statistics (CMStatistics), London, UK.
• Oct 2025: “Stochastic Volatility In Mean: Efficient Analysis By A Generalized Mixture Sampler”, 65th ISI World Statistics Congress (ISI-WSC), The Hague, Netherlands.

Domestic Conferences (in Japan)

• Sep 2025: “リスクプレミアムを考慮した動的因子確率的ボラティリティ変動モデル”, 2025 Japanese Joint Statistical Meeting (統計関連学会連合大会), Tokyo.