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
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
