This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Activity Details
410 ! | Tue, 8/3/2010, 2:00 PM - 3:50 PM | CC-201 (West) |
Unit Roots and Cointegration — Contributed Papers | ||
Business and Economic Statistics Section | ||
Chair(s): Neil R. Ericsson, Federal Reserve Board | ||
2:05 PM | Functional Coefficient Autoregressive Models for Nonlinear Time Series — Alireza Tahai, Mississippi State University ; Mehrzad Netadj, Mississippi State University | |
2:20 PM | A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence — Kaddour Hadri, Queen's University Belfast | |
2:35 PM | Asymptotically Similar Unit Root Tests in the Presence of Autocorrelated Errors — Michalis Stamatogiannis, University of Groningen | |
2:50 PM | Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation — Mohitosh Kejriwal, Purdue University ; Claude Lopez, University of Cincinnati | |
3:05 PM | Phase and Coherency in a Neighborhood of Zero Frequency for Bivariate Long Memory Series — Rebecca J. Sela, New York University ; Clifford M. Hurvich, New York University | |
3:20 PM | Floor Discussion |
2010 JSM Online Program Home
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