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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

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
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