* Important Notice: A prior written permission from the author(s) has to be required for any quotation of the Abstract/Paper/Slides uploaded on this webpage.


　Keynote Lectures

・ Keynote Lecture 1
　Statistical Inference for Panel Dynamic Simultaneous Equations Models
　Cheng Hsiao (University of Southern California)

　Abstract　　　　Paper　　　　Slides

・ Keynote Lecture 2
　Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models
　M. Hashem Pesaran (University of Southern California and Trinity College, Cambridge)

　Abstract　　　　Paper　　　　Slides

・ Keynote Lecture 3
　How International Comparisons Help to Understand Population Aging: Lessons from SHARE and Its Sister Studies
　Axel Boersch-Supan (Max Planck Institute for Social Law and Social Policy)

　Abstract　　　　Paper　　　　Slides

　Invited Lectures

・ Invited Lecture 1
　Testing the Number of Components in Finite Mixture Models
　Katsumi Shimotsu (University of Tokyo)

　Abstract　　　　Paper　　　　Slides

・ Invited Lecture 2
　Identifying Latent Structures in Panel Data
　Liangjun Su (Singapore Management University)

　Abstract　　　　Paper　　　　Slides

・ Invited Lecture 3
　The Cause of China’s Great Leap Famine Revisited: Using Panel Data Approach for Program Evaluation
　Ying Fang (Xiamen University)

　Abstract　　　　Paper　　　　Slides

・ Invited Lecture 4
　Time Series of Cross-Sectional Distributions with Common Stochastic Trends
　Yoosoon Chang (Indiana University)

　Abstract　　　　Paper　　　　Slides

・ Invited Lecture 5
　Persistency in Time Series of Cross-sectional Distributions
　Joon Y. Park (Indiana University)

　Abstract　　　　Paper　　　　Slides

　Session 1.1 - Quantile Regression (Theory)
・ Incidental Parameter Bias in Panel Quantile Regressions

　Martin Weidner (University College London)

　Abstract　　　　Paper　　　　Slides

・ Penalized Quantile Regression with Semiparametric Correlated Effects: Applications with Heterogeneous Preferences

　Carlos Lamarche (University of Kentucky)

　Abstract　　　　Paper　　　　Slides

・ Quantile Spatial Autoregressive Model

　Sulkhan Chavleishvili (Goethe University Frankfurt)

　Abstract　　　　Paper　　　　Slides


　Session 1.2 - Production (Application)
・ Augmented and Unconstrained: Revisiting the Knowledge Production Function

　Antonio Musolesi (University of Ferrara)

　Abstract　　　　Paper　　　　Slides

・ Global Dependence and Productivity Catching-up: A Conditional Nonparametric Frontier Analysis

　Camilla Mastromarco (University of Salento)

　Abstract　　　　Paper　　　　Slides

・ The Impact of Capital Measurement Error Correction on Firm-Level Production Function Estimation

　Kamil Galuscak (Czech National Bank)

　Abstract　　　　Paper　　　　Slides

・ Heterogeneous Firms: Skilled-Labor Productivity and Export Destinations Firms

　Yuya Sasaki (Johns Hopkins University)

　Abstract　　　　Paper　　　　Slides


　Session 1.3 - Japanese Panel Data 1
・ The Impact of the Tax Reform in 2004 on the Female Labour Supply in Japan

　Colin Ross McKenzie (Keio University)

　Abstract　　　　Paper　　　　Slides

・ Longitudinal and Cross-sectional Weighting Methodology of Keio Household Panel Survey and Japan Household Panel Survey

　Kayoko Ishii (Keio University)

　Abstract　　　　Paper　　　　Slides

・ Cultural Transmission of Diligence: Parenting and Worldviews

　Masao Ogaki (Keio University)

　Abstract　　　　Paper　　　　Slides

・ Subjective Belief, Risk Information and Earthquake Insurance Purchase: Evidence from Japanese Post-Quake Data

　Michio Naoi (Keio University)

　Abstract　　　　Paper　　　　Slides


　Session 1.4 - Dynamic Panel Data 1 (Theory)
・ Unequal Spacing in Dynamic Panel Data: Identification and Estimation

　Yi Xin (Johns Hopkins University)

　Abstract　　　　Paper　　　　Slides

・ Exogeneity Tests in Dynamic Panel Data Models

　Milan Pleus (University of Amsterdam)

　Abstract　　　　Paper　　　　Slides

・ A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices

　L. Vanessa Smith (University of York)

　Abstract　　　　Paper　　　　Slides

・ Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects

　Kazuhiko Hayakawa (Hiroshima University)

　Abstract　　　　Paper　　　　Slides


　Session 1.5 - Labor Economics 1 (Application)
・ The Effects of On-the-job and Out-of-employment Training Programmes on Labor Market Histories

　Thierry Kamionka (CNRS, CREST and ENSAE)

　Abstract　　　　Paper　　　　Slides

・ Wage Losses of Displaced Workers: the Allocation of Workers into Firms and Job Titles

　Pedro S. Raposo (Universidade Catolica Portuguesa)

　Abstract　　　　Paper　　　　Slides

・ Long-term Effect of Displacement in Japan

　Mayu Fujii (Hokkaido University of Education)

　Abstract　　　　Paper　　　　Slides

・ German Labour Market Reform Effects - Revisited with a Panel Data Analysis for Occupational Labour Markets

　Michael Stops (IAB Nuremberg)

　Abstract　　　　Paper　　　　Slides


　Session 1.6 - Financial Economics 1 (Application)
・ Multifactor Asset Pricing with a Large Number of Observable Risk Factors and Unobservable Common and Group-specific Factors

　Tomohiro Ando (Keio University)

　Abstract　　　　Paper　　　　Slides

・ Bank-Borrower Relationship and the Bank Risk Appetite in Emerging Economies

　Mamoru Nagano (Seikei University)

　Abstract　　　　Paper　　　　Slides

・ Modelling Financial Markets Comovements During Crises: A Dynamic Multi-Factor Approach

　Giovanni Urga (Cass Business School, London)

　Abstract　　　　Paper　　　　Slides

・ On Factor-augmented Univariate Forecasting

　Abdou-Aziz Niang (University of Ziguinchor)

　Abstract　　　　Paper　　　　Slides


　Session 1.7 - International Economics 1 (Application)
・ Gravity Models of Trade: Unobserved Heterogeneity and Endogeneity

　Felix Chan (Curtin University)

　Abstract　　　　Paper　　　　Slides

・ International Price Volatility, Exchange Rate Uncertainty and Cereals Exports: Empirical Evidence from France

　Raphael Chiappini (University of Nice Sophia-Antipolis, GREDEG-CNRS)

　Abstract　　　　Paper　　　　Slides

・ Determinants of Global Spillovers from US Monetary Policy

　Georgios Georgiadis (European Central Bank)

　Abstract　　　　Paper　　　　Slides


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　Session 2.1 - Unit Root Test (Theory)
・ Panel GLS Unit Root Tests and Common Factors

　Josep Lluis Carrion-i-Silvestre (University of Barcelona)

　Abstract　　　　Paper　　　　Slides

・ Local Power of Fixed-T Panel Unit Root Tests with Serially Correlated Errors and Incidental Trends

　Yiannis Karavias (University of Nottingham)

　Abstract　　　　Paper　　　　Slides

・ Unit Root Inference in Generally Trending and Cross-correlated Fixed-T Panels

　Vasilis Sarafidis (Monash University)

　Abstract　　　　Paper　　　　Slides


　Session 2.2 - Panel Cointegration Test (Theory)
・ A Simple Likelihood-based Panel Cointegration Rank Test in the Presence of a Linear Time Trend and Cross-sectional Dependence

　Antonia Arsova (Leuphana University Luneburg)

　Abstract　　　　Paper　　　　Slides

・ Panel Cointegration Testing in the Presence of Linear Time Trends

　Uwe Hassler (Goethe University Frankfurt)

　Abstract　　　　Paper　　　　Slides


　Session 2.3 - Japanese Panel Data 2
・ Do Risk Preferences Change? Evidence from Panel Data before and after the Great East Japan Earthquake

　Chie Hanaoka (Kyoto Sangyo University)

　Abstract　　　　Paper　　　　Slides

・ Time Discounting and Smoking Behavior: Evidence from a Panel Survey

　Myong-Il Kang (Korea University)

　Abstract　　　　Paper　　　　Slides

・ Procrastinators and Hyperbolic Discounters: Transition Probabilities of Moving from Temporary into Regular Employment

　Sun Youn Lee (Meiji Gakuin University)

　Abstract　　　　Paper　　　　Slides


　Session 2.4 - Dynamic Panel Data 2 (Theory)
・ Internal and External Effects of R&D Subsidies and Fiscal Incentives: Empirical Evidence Using Spatial Dynamic Panel Models

　Benjamin Montmartin (University of Nice Sophia-Antipolis)

　Abstract　　　　Paper　　　　Slides

・ Competition and Innovation in Luxembourg: A Dynamic Panel Data Analysis

　Wladimir Raymond (STATEC)

　Abstract　　　　Paper　　　　Slides

・ A Non-Invariance Problem in Panel GMM Estimators When Level Instruments Are Used for Differenced Equations

　Yoshitsugu Kitazawa (Kyushu Sangyo University)

　Abstract　　　　Paper　　　　Slides


　Session 2.5 - Labor Economics 2 (Application)
・ Effects of the Great East Japan Earthquake on Subjective Well-being

　Akiko Kamesaka (Aoyama Gakuin University)

　Abstract　　　　Paper　　　　Slides

・ Effects of Disability Employment Policy on the Adjustment of the Labor

　Akira Nagae (Waseda University)

　Abstract　　　　Paper　　　　Slides

・ Impact of Income and Non-income Shocks on Child Labor: Evidence from a Panel Survey of Tanzania

　Amarakoon Bandara (United Nations Development Programme)

　Abstract　　　　Paper　　　　Slides


　Session 2.6 - Public Economics 1 (Application)
・ Dynamics and Measurement Error in Panel Data -- Signal-Noise Pattern, Heterogeneity and GMM: FDI Impact on GDP Revisited

　Xuehui Han (Asian Development Bank)

　Abstract　　　　Paper　　　　Slides

・ The Effect of Moving to a Territorial Tax System on Profi t Repatriations: Evidence from Japan

　Kozo Kiyota (Keio University and RIETI)

　Abstract　　　　Paper　　　　Slides

・ A Panel Study of Recent Reform in Personal Income Taxation in Japan

　Takero Doi (Keio University)

　Abstract　　　　Paper　　　　Slides


　Session 2.7 - Family Economics (Application)
・ Does the Stork Deliver Happiness? Parenthood and Life Satisfaction

　Kevin Staub (University of Melbourne)

　Abstract　　　　Paper　　　　Slides

・ Time Trade Doesn't Happen: The Determinants of Children’s Hours Spent Studying

　Makiko Nakamuro (Keio University)

　Abstract　　　　Paper　　　　Slides

・ Analysis of the Effects of Economic Conditions on the First Marriage of Young People

　Keiji Katsura (Hosei University)

　Abstract　　　　Paper　　　　Slides


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　Session 3.1 - Likelihood Estimation (Theory)
・ LIML in the Linear Panel Data Model

　Tom Wansbeek (University of Groningen)

　Abstract　　　　Paper　　　　Slides

・ Sparse Sieve MLE

　Artem Prokhorov (University of Sydney)

　Abstract　　　　Paper　　　　Slides

・ Estimating a Large System of Seemingly Unrelated Regressions Using Penalized Quasi-Maximum Likelihood Estimation with Applications on Asset Returns

　Michael Fan (Xiamen University)

　Abstract　　　　Paper　　　　Slides

・ Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models

　Sebastian Kripfganz (Goethe University Frankfurt)

　Abstract　　　　Paper　　　　Slides


　Session 3.2 - Firm Behavior (Application)
・ Corporate Financial Structure and Export Quality: Evidence from France

　Sarah Guillou (OFCE, SciencesPo)

　Abstract　　　　Paper　　　　Slides　Updated Ver.

・ Bivariate Probit Estimation for Panel Data: A Two-step Gauss-Hermite Quadrature Approach with an Application to Product and Process Innovations for France

　Benoit Mulkay (University Montpellier 1)

　Abstract　　　　Paper　　　　Slides

・ An Assessment of the Firm Level Impacts of Innovation, Export, Productivity Catch-up and Wages on Employment Growth in Chinese Manufacturing

　Jacques Mairesse (INSEE-CREST, Maastricht University and NBER)

　Abstract　　　　Paper　　　　Slides

・ Innovation and Profitability: Firm-Level Evidence from Taiwan

　Chia-Hui Huang (Aletheia University)

　Abstract　　　　Paper　　　　Slides


　Session 3.3 - Japanese Panel Data 3
・ Health Consequences of Transitioning to Retirement and Social Participation: Evidence from JSTAR Panel Data

　Hideki Hashimoto (University of Tokyo)

　Abstract　　　　Paper　　　　Slides

・ Breastfeeding Practices and Parental Employment in Japan

　Emiko Usui (Hitotsubashi University and IZA)

　Abstract　　　　Paper　　　　Slides

・ Outline of the Japanese Longitudinal Survey on Employment and Fertility (LOSEF; the Internet Version): Generational Differences in Employment, Wages, and Lifestyle in Japan

　Seiichi Inagaki (Tokyo Institute of Technology)

　Abstract　　　　Paper　　　　Slides


　Session 3.4 - Heterogeneity Issues (Theory)
・ Dynamic Panel Data Analysis when the Dynamics are Heterogeneous

　Takahide Yanagi (Kyoto University)

　Abstract　　　　Paper　　　　Slides

・ Identifying Multi-attribute Hedonic Models

　Marc Henry (Pennsylvania State University)

　Abstract　　　　Paper　　　　Slides

・ A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence

　Natalia Bailey (Queen Mary, University of London)

　Abstract　　　　Paper　　　　Slides


　Session 3.5 - Financial Economics 2 (Application)
・ Does Geographical Proximity Matter in Small Business Lending? Evidence from the Switching of Main Bank Relationships

　Iichiro Uesugi (Hitotsubashi University)

　Abstract　　　　Paper　　　　Slides

　Discrete Choice Models of Monetary Policy: Introducing the Tempered Ordered Probit Model

　Mark N. Harris (Curtin University)

　Abstract　　　　Paper　　　　Slides

　Updating Behavior of Inflation Expectations: Evidence from Japanese Household Panel Data

　Yuko Ueno (Hitotsubashi University)

　Abstract　　　　Paper　　　　Slides

・ The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market

　Lena Koerber (London School of Economics and BOE)

　Abstract　　　　Paper　　　　Slides


　Session 3.6 - Agricultural Economics (Application)
・ Rethinking the Productivity of Japanese Agriculture in 1930s: A Panel Data Analysis Using the Third Period MAF Survey of Farm Household Economy

　Takeshi Maru (Hitotsubashi University)

　Abstract　　　　Paper　　　　Slides

・ Time Allocation of Agricultural Households under Economic Recession: Lessons from Japanese Agriculture in 1930s

　Motoi Kusadokoro (Tokyo University of Agriculture and Technology)　

　Abstract　　　　Paper　　　　Slides

・ Does Risk or Variability in Federal Farm Programs Affect Efficiency and Productivity?

　Saleem Shaik (North Dakota State University)

　Abstract　　　　Paper　　　　Slides


　Session 3.7 - International Economics 2 (Application)
・ The Impact of China's Slowdown on the Asia-Pacific Region: An Application of the GVAR Model

　Tomoo Inoue (Seikei University)

　Abstract　　　　Paper　　　　Slides

・ An Empirical Examination of the Determinants of Foreign Direct Investment: A Firm-level Analysis for the Colombian Economy

　Ana Maria Iregui (Banco de la Republica)

　Abstract　　　　Paper　　　　Slides

・ Friedman Redux: External Adjustment and Exchange Rate Flexibility

　Atish R. Ghosh (International Monetary Fund)

　Abstract　　　　Paper　　　　Slides

・ Trade Policy and Economic Growth in Latin America: an Analysis with Panel Data

　Lucas Bispo de Oliveira Alves (University of Brasilia)　* presentation withdrawn

　Abstract　　　　Paper　　　　Slides


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　Session 4.1 - Structural Issues (Theory)
・ Nonparametric Testing for Smooth Structural Changes in Panel Data Models

　Bin Chen (University of Rochester)

　Abstract　　　　Paper　　　　Slides

・ Estimation of Heterogeneous Panels with Structural Breaks

　Qu Feng (Nanyang Technological University)

　Abstract　　　　Paper　　　　Slides

・ Determining the Number of Groups in Latent Panel Structures

　Xun Lu (Hong Kong University of Science and Technology)

　Abstract　　　　Paper　　　　Slides


　Session 4.2 - Public Economics 2 (Application)
　The Associations of Mental Health with Family Nursing Caregiving and Socioeconomic/Sociodemographic Factors: Findings from a Six-year Panel Survey in Japan

　Takashi Oshio (Hitotsubashi University)

　Abstract　　　　Paper　　　　Slides

　Modeling Area-Level Health Rankings

　Rusty Tchernis (Georgia State University, IZA and NBER)

　Abstract　　　　Paper　　　　Slides

　Change in Preferred Levels of Income Inequality: Poland, 1988-2003

　Marta Kolczynska (The Ohaio State University and Polish Academy of Science)

　Abstract　　　　Paper　　　　Slides

　Dynamics of Educational Inequality among Children in Japan: Findings from the First Four Years of the Japan Child Panel Survey

　Hideo Akabayashi (Keio University)

　Abstract　　　　Paper　　　　Slides


　Session 4.3 - Japanese Panel Data 4
・ The Japanese Panel Survey of Consumers

　Naofumi Sakaguchi (Institute for Research on Household Economics)

　Abstract　　　　Paper　　　　Slides

・ Female Labour Supply in Australia and Japan: An Analysis Based on Longitudinal Data

　Tomoko Kishi (Nanzan University)

　Abstract　　　　Paper　　　　Slides

・ Gender Equality and Transition to the Second Birth in Japan

　Setsuya Fukuda (National Institute of Population and Social Security Research)

　Abstract　　　　Paper　　　　Slides

・ An Analysis of Employment Type and Retirement Behavior of Elderly Male Employees: A Fixed Effects Logit Analysis Using Longitudinal Survey of Middle-aged and Elderly Persons

　Tomoki Kitamura (NLI Research Institute)　

　Abstract　　　　Paper　　　　Slides


　Session 4.4 - Dynamic Panel Data 3 (Theory)
・ Asymptotic Inference for Dynamic Panel Estimators of Infi nite Order Autoregressive Processes

　Mototsugu Shintani (University of Tokyo)

　Abstract　　　　Paper　　　　Slides

・ Dynamic Panels with Threshold Effect and Endogeneity

　Yongcheol Shin (University of York)

　Abstract　　　　Paper　　　　Slides

・ A Comparison of Test Procedures in Dynamic Panel Data Models Under Weak Identification

　Rutger W. Poldermans (University of Amsterdam)

　Abstract　　　　Paper　　　　Slides


　Session 4.5 - Pricing Issue (Application)
・ Testing for Spatial Market Integration: Evidence for Colombia Using a Pair-wise Approach

　Jesus Otero (Universidad del Rosario)

　Abstract　　　　Paper　　　　Slides

・ Shop Around and You Pay More

　Kun Tian (Cardiff University)

　Abstract　　　　Paper　　　　Slides

・ Parallel Trade of Pharmaceuticals: The Danish Market for Statins

　Susan J. Mendez (University of Melbourne)

　Abstract　　　　Paper　　　　Slides


　Session 4.6 - Labor Economics 3 (Application)
・ Workers' Mental Health, Long Work Hours and the Workplace Management: Evidence from Workers' Longitudinal Data in Japan

　Sachiko Kuroda (Waseda University)

　Abstract　　　　Paper　　　　Slides

・ Women's Employment and Life Satisfaction in Japan

　Akihito Toda (Recruit Works Institute)

　Abstract　　　　Paper　　　　Slides

・ Gender Empowerment and Proactive Economic Rationality

　Rui Fukuda (University of Tokyo)

　Abstract　　　　Paper　　　　Slides


　Session 4.7 - Environmental Issues (Application)
・ International Waste Trade: The Impact of European Regulation on World Trade

　Thais Nunez Rocha (University of Paris I - Pantheon Sorbonne, MSE and PSE)

　Abstract　　　　Paper　　　　Slides

・ Fact or Fiction: The Relationship between Carbon Linkage and Carbon Dioxide Environmental Kuznets Curve

　Chien-Ho Wang (National Taipei University)

　Abstract　　　　Paper　　　　Slides


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　Poster Session
・ Estimation of Dynamic Panel Data Models Using Particle Filters

　Wen Xu (University of Oxford)

　Abstract　　　　Paper　　　　Slides

・ Empirical Evaluation of Japan’s 2003 Law Regarding Childcare Support: Effects on Fulltime Female Employment

　Tomoki Kitamura (NLI Research Institute)

　Abstract　　　　Paper　　　　Slides

・ Job Change Trends among the Elderly and Young People of Japan in the 2000s

　Kunio Nakashima (NLI Research Institute)

　Abstract　　　　Paper　　　　Slides

・ Marriage and Income: Evidence from Japan

　Yawen Sun (Hitotsubashi University)

　Abstract　　　　Paper　　　　Slides


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