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CC = Vancouver Convention Centre   F = Fairmont Waterfront Vancouver
* = applied session       ! = JSM meeting theme

Activity Details

33 Sun, 7/29/2018, 2:00 PM - 3:50 PM CC-West 115
Applications in Time Series Analysis — Contributed Papers
Business and Economic Statistics Section
Chair(s): Benjamin Risk, Emory University
2:05 PM Predictive Inference for Locally Stationary Time Series with an Application to Climate Data

Srinjoy Das, UCSD; Dimitris Politis, UCSD
2:20 PM On the Choice of Instruments in Mixed Frequency Spefici cation Tests

Yun Liu, Michigan Technological University; Yeonwoo Rho, Michigan Technological University
2:35 PM Estimation of Change-Point for a Class of Count Time Series Models

Yunwei Cui, Towson University
2:50 PM The Measurement of the Aggregate Economic Performance for the United States via the Composite Economic Index (CEI)
Brian Sloboda, University of Phoenix; Chandrasekhar Putcha, California State University, Fullerton
3:05 PM Modeling Conditional Variance Functions Using Nonparametric Transfer Function Models

Jun Liu
3:20 PM Forecasting U.S. Textile Comparative Advantage Using Autoregressive Integrated Moving Average Models and Time Series Outlier Analysis

Lori Rothenberg, NC State University; Zahra Saki, NC State University; Marguerite Moore, NC State University
3:35 PM Floor Discussion