JSM 2011 Online Program

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*248 !**	Mon, 8/1/2011, 2:00 PM - 3:50 PM	CC-A111
Model Selection and Forecasting — Contributed Papers
Business and Economic Statistics Section
Chair(s): Alejandro Veen, IBM Research
2:05 PM	Multi-Step Forecast Model Selection and Combination — Bruce E. Hansen, University of Wisconsin
2:20 PM	Subset ARMA Model Selection via Regularization — Kun Chen, University of Iowa ; Kung-Sik Chan, University of Iowa
2:35 PM	Boosting as a Forecasting Method Using Large Data Sets: Evidence for the USA, the Euro Area, and Germany — Teresa Buchen, Ifo Institute for Economic Research ; Klaus Wohlrabe, Ifo institute for Economic Research
2:50 PM	Obtaining Prediction Intervals for FARIMA Processes Using the Sieve Bootstrap — Maduka N. Rupasinghe, Missouri University of Science and Technology ; Purna Mukhopadhyay, University of Kansas ; V. A. Samaranayake, Missouri university of Science and Technology
3:05 PM	Forecasting Time-to-Event Durations in Multi-Step Processes Using Nonparametric Dynamic Survival Analysis — Nan Shao, IBM Research ; Alejandro Veen, IBM Research
3:20 PM	A New Efficiency Rate for OLS and GLS Estimators in Time-Series Regressions — Jaechoul Lee, Boise State University ; Robert B. Lund, Clemson University
3:35 PM	Floor Discussion

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