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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

365 Tue, 8/2/2016, 10:30 AM - 12:20 PM CC-W178b
Time Series Regression Modeling — Contributed Papers
Business and Economic Statistics Section
Chair(s): Steven Paben, Bureau of Labor Statistics
10:35 AM Modeling Durations in High-Frequency Data Using Estimating Functions Yaohua Zhang, University of Connecticut ; Jian Zou, Worcester Polytechnic Institute ; Nalini Ravishanker, University of Connecticut ; Aerambamoorthy Thavaneswaran, University of Manitoba
10:50 AM ATM: Autoregressive Tail-Index Model for Financial Time Series Zifeng Zhao, University of Wisconsin - Madison ; Zhengjun Zhang, University of Wisconsin - Madison ; Rong Chen, Rutgers University
11:05 AM Asymptotics for Estimators Dating the Origination and Termination of Explosive Behavior in a Time Series Mohitosh Kejriwal, Purdue University ; Pierre Perron, Boston University
11:20 AM Testing Separability of Functional Time Series Panayiotis Constantinou, Penn State University ; Piotr Kokoszka, Colorado State University ; Matthew Reimherr, Penn State University
11:35 AM LM Cointegration Tests Allowing for an Unknown Number of Breaks: Implications for the Forward Rate Unbiasedness Hypothesis — Dong-Yop Oh, The University of Texas Rio Grande Valley ; Hyejin Lee, The University of Texas Rio Grande Valley
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