This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Activity Details
| 240 | Mon, 8/2/2010, 2:00 PM - 3:50 PM | CC-210 (West) |
| Trends, Seasonality, and Time Series — Contributed Papers | ||
| Business and Economic Statistics Section | ||
| Chair(s): Andrew F. Siegel, University of Washington | ||
| 2:05 PM | Using X-12-ARIMA to Seasonally Adjust Business Employment Dynamics Data — Eric Simants, Bureau of Labor Statistics ; David Talan, Bureau of Labor Statistics | |
| 2:20 PM | The Hodrick-Prescott Filter: A Special Case of Penalized Spline Smoothing — A. Alexandre Trindade, Texas Tech University ; Robert Paige, Missouri University of Science and Technology | |
| 2:35 PM | Extracting U.S. Credit Cycle Using Dynamic Linear Model — Jie Chen, Bank of America ; Agus Sudjianto, Bank of America | |
| 2:50 PM | Estimation in ARCH Models with Missing Data: Applications to Latin-American Capital Markets — Natalia Bahamonde, Pontificia Universidad Católica de Valparaiso | |
| 3:05 PM | The Asymptotic Behavior of ARMA Estimators in Multi-dimensional Spline-backfitted Transfer Function Models — Jun Liu, Georgia Southern University | |
| 3:20 PM | Finiteness Matters in Inference for New Keynesian Phillips Curve — Hrishikesh (Rick) D. Vinod, Fordham University | |
| 3:35 PM | Floor Discussion | |
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.