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
Activity Details
41
Sun, 7/31/2016,
2:00 PM -
3:50 PM
CC-W180
Unit Roots, Change Points, Goodness-of-Fit, and Other Time Series Modeling Issues — Contributed Papers
Business and Economic Statistics Section
Chair(s): Bernard Dillard, Fashion Institute of Technology
2:05 PM
Unit Roots in Time Series with Changepoints
—
Edward Herranz, George Mason University ; James E. Gentle, George Mason University ; George Wang, George Mason University
2:20 PM
A Self-Normalized Approach to a Unit Root Testing
—
Yeonwoo Rho, Michigan Technological University
2:35 PM
A Robust Goodness-of-Fit Test for Generalized Autoregressive Conditional Heteroscedastic Models
—
Yao Zheng, The University of Hong Kong ; Wai Keung Li, The University of Hong Kong ; Guodong Li, The University of Hong Kong
2:50 PM
Bootstrap-Based Tests for Seasonal Unit Roots in Autoregressive Processes with GARCH (1, 1) Innovations
—
Xiao Zhong, Missouri University of Science and Technology ; V A Samaranayake, Missouri University of Science and Technology
3:20 PM
An Approach of Fitting Regression Line Not Based on Least Square Estimates
—
Silvey Shamsi, Ball State University ; Mian Adnan, Ball State University ; Rahmatullah Imon, Ball State University
3:35 PM
Floor Discussion
