JSM 2011 Online Program

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Activity Details


477 Wed, 8/3/2011, 8:30 AM - 10:20 AM CC-B217
Factor Models and Instrumental Variables — Contributed Papers
Business and Economic Statistics Section
Chair(s): Xiaofeng Shao, University of Illinois at Urbana-Champaign
8:35 AM Sparse Variable PCA with a Vector L_O Penalty Victor Solo, University of New South Wales
8:50 AM Dynamic Common Factors in the Presence of Seasonality Fabio Humberto Nieto, Universidad Nacional de Colombia ; Daniel Peña, Universidad Carlos III de Madrid ; Dagoberto Saboyá, Universidad Externado de Colombia
9:05 AM Euromind: Main Features, Achievements, and Future Challenges Gian Luigi Mazzi, EUROSTAT ; Cecilia Frale, Italian Ministry of the Economy and Finance ; Massimiliano Marcellino, European University Institute ; Tommaso Proietti, Universitá di Roma Tor Vergata
9:20 AM Measuring the Uncertainty of Misspecified Unobserved Components — Andrew Harvey, University of Cambridge ; Alejandro Federico Rodriguez, Universidad de Concepción ; Esther Ruiz, Universidad Carlos III de Madrid
9:35 AM Information Criteria for Selecting Instrumental Variables in Conditional Moment Restriction Models Gunce Eryuruk, ITAM ; Bruce E. Hansen, University of Wisconsin
9:50 AM The Consistent Method of Moments Estimator in Weak Instrument Cases Ignacio Lobato, Instituto Tecnológico Autónomo de México ; Eduardo García Gómez-Tagle, ITAM
10:05 AM Floor Discussion



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