This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Activity Details
346 ! | Tue, 8/3/2010, 10:30 AM - 12:20 PM | CC-214 (West) |
Econometric Theory — Contributed Papers | ||
Business and Economic Statistics Section | ||
Chair(s): Graham Elliott, University of California, San Diego | ||
10:35 AM | Optimal Estimation and Testing in Econometrics — Werner Ploberger, Washington University in St. Louis | |
10:50 AM | Principal Components Analysis for Multivariate Point Processes — Victor Solo, University of New South Wales ; Ahmed Pasha, University of New South Wales | |
11:05 AM | Generalized Method of Moments with Tail Trimming — Jonathan B. Hill, The University of North Carolina at Chapel Hill ; Eric Renault, The University of North Carolina at Chapel Hill | |
11:20 AM | Inference About Clustering and Parametric Assumptions in Variance Covariance Estimation — Mikko Packalen, University of Waterloo ; Tony Wirjanto, University of Waterloo | |
11:35 AM | Equivalent Sample Sizes in Time Series Regressions — Jaechoul Lee, Boise State University ; Robert Lund, Clemson University | |
11:50 AM | Properties of a Block Bootstrap Under Long-Range Dependence — Young Min Kim, Iowa State University | |
12:05 PM | Nonparametric Test of Conditional Quantile Independence with an Application to Banks' Systemic Risk — Milan Nedeljkovic, University of Warwick |
2010 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.