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#author("2024-04-09T14:05:33+09:00","default:noda","noda") #contents *Dataset [#za81382f] All data and programs used for this research project are available on request. *Conference [#y7867d51] *Publications [#ke2b30db] **Published in Refereed Journals [#gc3fa057] -Mikio Ito, Akihiko Noda, and Tatsuma Wada [["An Alternative Estimation Method for Time-Varying Parameter Models,":https://arxiv.org/pdf/2109.02933.pdf]] '''''Econometrics''''', 10(2), 23, 2022. -Akihiko Noda [["Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic,":https://arxiv.org/pdf/2109.02933.pdf]] '''''Economics Bulletin''''', forthcoming. -Mikio Ito, Akihiko Noda, and Tatsuma Wada [["An Alternative Estimation Method for Time-Varying Parameter Models,":https://arxiv.org/pdf/2109.02933.pdf]] '''''Econometrics''''', 2022, 10(2), 23. -Akihiko Noda [["Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic,":https://arxiv.org/pdf/2109.02933.pdf]] '''''Economics Bulletin''''', 2022, 42(2), pp.653-661. **Works in Progress [#f1af51bd] -Akihiko Noda [["Estimating the Time-Varying Structure of the Fama-French Multi-Factor Models":https://arxiv.org/pdf/2208.01270.pdf]] [arXiv:2208.01270]. -Kenichi Hirayama and Akihiko Noda [["Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model,":https://arxiv.org/pdf/2008.00860.pdf]] [arXiv:2008.00860]. -Kenichi Hirayama and Akihiko Noda [["Measuring the Time-Varying Market Efficiency in Prewar Japanese Stock Markets, 1924-1943,":https://arxiv.org/pdf/1911.04059.pdf]] [arXiv:1911.04059]. *Presentations [#zbb0fdc2] **Conference Presentations [#y5fe0f4d] -Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model --Japanese Economic Association 2022 Autumn Meeting at Keio University (October 2022) -Estimating the Time-Varying Structure of Fama-French Multi-Factor Models --Western Economic Association International 97th Annual Conference in Portland, U.S. (June 2022) **Seminar Presentations [#ia31d52a] -Measuring the Time-Varying Market Efficiency in Prewar Japanese Stock Markets, 1924-1943 --Institute for Economic Studies Econometric Workshop at Keio University (December 2022)
