JSM 2016 Online Program

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Sessions Were Renumbered as of May 19.

Legend:
CC-W = McCormick Place Convention Center, West Building,   CC-N = McCormick Place Convention Center, North Building
H = Hilton Chicago,   UC= Conference Chicago at University Center
* = applied session       ! = JSM meeting theme

Keyword Search Criteria: Dynamic factor models returned 4 record(s)

Sunday, 07/31/2016

Regime-Switching Dynamic Factor Models with Applications to Estimating Large-Scale Time-Varying Brain Connectivity
Chee-Ming Ting, Universiti Teknologi Malaysia; Hernando Ombao, University of California at Irvine; S. Balqis Samdin, Universiti Teknologi Malaysia; Sh-Hussain Salleh, Universiti Teknologi Malaysia
4:20 PM

Tuesday, 08/02/2016

Common Seasonality in Multivariate Time Series
Daniel Peña, Universidad Carlos III de Madrid ; Fabio H. Nieto, Universidad Nacional de Colombia; Dagoberto Saboyá, Universidad Nacional de Colombia
2:05 PM

Dynamic Factor Models and Reduced Rank Regression in High-dimensional Time Series
Tze Leung Lai, Stanford University; Ka Wai Tsang, The Chinese University of Hong Kong; Hongsong Yuan, Shanghai University of Finance and Economics
2:30 PM

Threshold Dynamic Factor Models
Rong Chen, Rutgers University
2:55 PM

JSM 2016 Online Program

Keyword Search

ASA Meetings Department

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