JSM 2011 Online Program
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Activity Details
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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 |
2011 JSM Online Program Home
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