2019 Fiscal Year Annual Research 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 |
Research results from the three research projects was presented at international and domestic conferences Bachelier Meetings and Bernoulli Meetings. Research findings were also discussed at seminars and workshops domestically. It was important to receive feedback on early research findings and modeling choices from experts in the field, which is why attending these conferences and visiting research collaborators was extremely important for the progress of the research.
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