Sessions Were Renumbered as of May 19.
Legend:
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
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
