2018 Fiscal Year Research-status Report
Forecasting and model selection in time-varying parameter models
| Project/Area Number |
17K13718
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| Research Institution | Keio University |
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Principal Investigator |
ポチロン ヨアン 慶應義塾大学, 商学部(三田), 講師 (60781119)
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| Project Period (FY) |
2017-04-01 – 2020-03-31
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| Keywords | econometrics |
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| Outline of Annual Research Achievements |
The research results are very satisfying. During the period, two projects have been finished, which correspond to two papers, one of which was submitted to Journal of Business and Economic Statistics and the other one to be submitted to Econometrica. The first paper is in revision for Journal of Business and Economic Statistics. Several talks related to those two projects were given at the 2nd International Conference on Econometrics and Statistics (EcoSta 2018) at the City University of Hong Kong, 2018 Asian meeting of the Econometric Society at Sogang University, Econometric Society Australasian Meeting at Auckland University of Technology.
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| Current Status of Research Progress |
Current Status of Research Progress
2: Research has progressed on the whole more than it was originally planned.
Reason
There is no problem with the original plan. The project goes rather smoothly.
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| Strategy for Future Research Activity |
The future plan is not different from the initial project plan. I will follow scrupulously the initial plan.
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