Online Program Home
My Program

Sessions Were Renumbered as of May 19.

CC-W = McCormick Place Convention Center, West Building,   CC-N = McCormick Place Convention Center, North Building
H = Hilton Chicago,   UC= Conference Chicago at University Center
* = applied session       ! = JSM meeting theme

Activity Details

288 * ! Tue, 8/2/2016, 8:30 AM - 10:20 AM CC-W184bc
Economic and Business Applications in High-Dimensional and Big Data Contexts — Invited Papers
Business and Economic Statistics Section , Royal Statistical Society
Organizer(s): Tapabrata Maiti, Michigan State University
Chair(s): Tapabrata Maiti, Michigan State University
8:35 AM Variable Selection in Empirical Economics: Potential Pitfalls and Solutions Christian Hansen, The University of Chicago Booth School of Business ; Esther Duflo, MIT ; Victor Chernozhukov, MIT ; Maddie McKelway, MIT
9:00 AM Functional Regression Models for Large Spatial Data with Endogeneity and Unstructured Dependence Arnab Bhattacharjee, Heriot-Watt University ; Tapabrata Maiti, Michigan State University
9:25 AM Autoregression on Multiple, Adaptively Detected Timescales for the Modeling of High-Frequency Returns — Rafal Baranowski, London School of Economics ; Piotr Fryzlewicz, London School of Economics
9:50 AM Inherently High-dimensional Analysis with Indicator Saturation Neil R. Ericsson, Federal Reserve Board
10:15 AM Floor Discussion
Copyright © American Statistical Association