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

Activity Details


30
Sun, 7/29/2018, 2:00 PM - 3:50 PM CC-West 209
SPEED: Statistics and Econometrics — Contributed Speed
Business and Economic Statistics Section, Quality and Productivity Section, Section on Statistical Graphics, Transportation Statistics Interest Group, Section on Statistics in Marketing, Business Analytics/Statistics Education Interest Group
Chair(s): Denis Talbot, Universite Laval
Poster Presentations for this session.
2:05 PM Advantageous Statistical Tools for Stock Market Investing
Kenneth Davis
2:20 PM Benchmarking Monthly Seasonally Adjusted Series to Quarterly Adjustments
Brian Monsell, U.S. Census Bureau; Tucker S McElroy, U.S. Census Bureau
2:25 PM Sample Size Requirements for Estimating L-Moments
Timothy Anderson, Air Force Institute of Technology; Christine M Schubert, Air Force Institute of Technology; Fairul Mohd-Zaid, Air Force Research Lab
2:30 PM THE INEQUALITY PROCESS' (IP's) FOOTPRINT in STOCK MARKET
Presentation
John Angle, The Inequality Process Institute LLC
2:35 PM Repeated-Measures ANCOVA for an Antibiotic-Free Experiment in Swine
Presentation
Danielle Wilson-Wells, DNA Genetics; Tom A. Rathje, DNA Genetics; Caitlyn E Bruns, DNA Genetics
2:45 PM Factor GARCH-Ito Models for High-Frequency Data with Application to Large Volatility Matrix Prediction
Presentation
Donggyu Kim, KAIST; Jianqing Fan, Princeton University
2:50 PM Is Faster Always Better? Results from Joint Time-Use-Expenditure and Mode Choice Model
Presentation
Simona Jokubauskaite, Institute of Applied Statistics and Computing, BOKU Vienna; Reinhard Hoessinger, Institute for Transport Studies, BOKU Vienna; Florian Aschauer, Institute for Transport Studies, BOKU Vienna; Regine Gerike, Institute of Transport Planning and Road Traffic, TU Dresden; Sergio Jara-Diaz, University of Chile; Stefanie Peer, Institute for Multi-Level Governance and Development, WU Vienna; Basil Schmid, Institute for Transport Planning and Systems, ETH Zurich; Kay W. Axhausen, Institute for Transport Planning and Systems, ETH Zurich; Friedrich Leisch, Institute of Applied Statistics and Computing, BOKU Vienna
3:00 PM Monte Carlo Tree Search and AlphaZero: Past, Present, and Future
Presentation
Michael Fu, Smith School of Business
3:05 PM Bootstrap and Asymptotic Inference with Multiway Clustering
Matthew Webb, Carleton University; James Gordon MacKinnon, Queen's University; Morten Ø Nielsen, Queen's University and CREATES
3:10 PM Cash Versus Card: Payment Discontinuities and the Burden of Holding Coins
Presentation
Huynh Kim, Bank of Canada; Heng Chen, Bank of Canada; Oz Shy, Unaffiliated
3:15 PM Enhancing Communication in Data Visualization
Presentation
Mojca Bavdaz, University of Ljubljana; Irena Bolko, University of Ljubljana, Social Science Data Archives
3:20 PM The Analysis of Means in the Presence of Covariate (ANOMC)
Tahir Mahmood, City University of Hong Kong; Min Xie, City University of Hong Kong; Muhammad Riaz, King Fahd University of Petroleum and Minerals
3:25 PM Model Averaging in a Multiplicative Heteroscedastic Model
Presentation
Alan Wan, City Univ of Hong Kong; Xinyu Zhang, Chinese Academy of Sciences; Yanyuan Ma, Penn State University
3:30 PM The Art of Ensemble Modeling with SPSS Modeler
Zhen Zhang, C Spire; Lei Zhang, Mississippi State Dept. of Health; James Veillette, C Spire; Timothy Tate, C Spire
3:35 PM Two-Sample Test for Covariance Operators with Incompletely Observed Functional Data
Presentation
Lihan Yan, FDA; Tao Zhang, Guangxi University of Science and Technology; Zhaohai Li, George Washington University
3:40 PM Perspectives, Performance Measurement, and Multivariate Analysis of Grades in Teaching Statistics
William Seaver, Univ. of Tennessee at Knoxville; Missy Morris, Univ. of Tennessee at Knoxville; Thomas Edmiston, Univ. of Tennessee at Knoxville
3:45 PM Applications of Non-Standard Disclosure-Avoidance Methods in Clinical Trials Data
Barbara Do, RTI International; Pooja Iyer, RTI International
 
 

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
Presentation
Srinjoy Das, UCSD; Dimitris Politis, UCSD
2:20 PM On the Choice of Instruments in Mixed Frequency Spefici cation Tests
Presentation
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
Presentation
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
Presentation
Jun Liu
3:20 PM Forecasting U.S. Textile Comparative Advantage Using Autoregressive Integrated Moving Average Models and Time Series Outlier Analysis
Presentation
Lori Rothenberg, NC State University; Zahra Saki, NC State University; Marguerite Moore, NC State University
3:35 PM Floor Discussion
 
 

64 !
Sun, 7/29/2018, 4:00 PM - 5:50 PM CC-West 117
BandE Student Paper Awards — Topic Contributed Papers
Business and Economic Statistics Section
Organizer(s): David Matteson, Cornell University
Chair(s): Sumanta Basu, Cornell University
4:05 PM Partial Distance Correlation Screening for High-Dimensional Time Series
Kashif Yousuf, Columbia University; Yang Feng, Columbia University
4:25 PM Nonparametric Estimation of Sufficient Forecasting Using High-Dimensional Predictors
Presentation
Xiufan Yu, Penn State University; Jiawei Yao, Citadel LLC; Lingzhou Xue, Penn State University and National Institute of Statistical Sciences
4:45 PM Dynamic Shrinkage Processes
Presentation
Daniel R Kowal, Rice University; David Matteson, Cornell University; David Ruppert, Cornell University
5:05 PM The Convex Mixture Transition Distribution: Granger Causality Networks for Categorical Time Series
Alex Tank; Emily Fox, University of Washington; Ali Shojaie, University of Washington
5:25 PM Discussant: Peter Zadrozny, BLS
5:45 PM Floor Discussion
 
 

70
Sun, 7/29/2018, 4:00 PM - 5:50 PM CC-West 116
Nonlinearites and Information — Contributed Papers
Business and Economic Statistics Section
Chair(s): Somak Dutta, Iowa State University
4:05 PM Estimation of Dynamic Conditional Correlation Matrices by a Nonlinear Common Factor Model
Craig Rolling, Saint Louis University; Yongli Zhang, Independent Researcher; Yuhong Yang, University of Minnesota
4:20 PM Bootstrap Procedures for Detecting Multiple Persistence Shifts in a Heteroskedastic Time Series
Mohitosh Kejriwal, Purdue University; Xuewen Yu, Purdue University
4:35 PM A Time Series Analysis of Global Temperature Anomaly
Presentation
Seong-Tae Kim, NC A&T State Univ; Man Sik Park, Sungshin Women's University; Jaime Henderson, NC A&T State University
4:50 PM Time Series Analysis Based on Gini: a Test for Reversibility
Presentation
Amit Shelef, Sapir Academic College; Edna Schechtman, Ben Gurion Univ
5:05 PM A Spectral-Based Kolmogorov-Smirnov Method for Detecting the Information Loss of Temporal Aggregation
Bu Hyoung Lee, Loyola University Maryland
5:35 PM Examining the Performance of Seasonality Diagnostics for Detecting Residual Seasonality
Presentation
Osbert Pang, U.S. Census Bureau; Brian Monsell, U.S. Census Bureau; William Bell, U.S. Census Bureau
 
 

86
Sun, 7/29/2018, 5:05 PM - 5:50 PM CC-West Hall B
SPEED: Statistics and Econometrics — Contributed Poster Presentations
Business and Economic Statistics Section, Quality and Productivity Section, Section on Statistical Graphics, Transportation Statistics Interest Group, Section on Statistics in Marketing, Business Analytics/Statistics Education Interest Group
Chair(s): Paul McNicholas, McMaster University
Oral Presentations for this session.
21: Advantageous Statistical Tools for Stock Market Investing
Kenneth Davis
24: Benchmarking Monthly Seasonally Adjusted Series to Quarterly Adjustments
Brian Monsell, U.S. Census Bureau; Tucker S McElroy, U.S. Census Bureau
25: Sample Size Requirements for Estimating L-Moments
Timothy Anderson, Air Force Institute of Technology; Christine M Schubert, Air Force Institute of Technology; Fairul Mohd-Zaid, Air Force Research Lab
26: THE INEQUALITY PROCESS' (IP's) FOOTPRINT in STOCK MARKET
John Angle, The Inequality Process Institute LLC
27: Repeated-Measures ANCOVA for an Antibiotic-Free Experiment in Swine
Danielle Wilson-Wells, DNA Genetics; Tom A. Rathje, DNA Genetics; Caitlyn E Bruns, DNA Genetics
29: Factor GARCH-Ito Models for High-Frequency Data with Application to Large Volatility Matrix Prediction
Donggyu Kim, KAIST; Jianqing Fan, Princeton University
30: Is Faster Always Better? Results from Joint Time-Use-Expenditure and Mode Choice Model
Simona Jokubauskaite, Institute of Applied Statistics and Computing, BOKU Vienna; Reinhard Hoessinger, Institute for Transport Studies, BOKU Vienna; Florian Aschauer, Institute for Transport Studies, BOKU Vienna; Regine Gerike, Institute of Transport Planning and Road Traffic, TU Dresden; Sergio Jara-Diaz, University of Chile; Stefanie Peer, Institute for Multi-Level Governance and Development, WU Vienna; Basil Schmid, Institute for Transport Planning and Systems, ETH Zurich; Kay W. Axhausen, Institute for Transport Planning and Systems, ETH Zurich; Friedrich Leisch, Institute of Applied Statistics and Computing, BOKU Vienna
31: Monte Carlo Tree Search and AlphaZero: Past, Present, and Future
Michael Fu, Smith School of Business
32: Bootstrap and Asymptotic Inference with Multiway Clustering
Matthew Webb, Carleton University; James Gordon MacKinnon, Queen's University; Morten Ø Nielsen, Queen's University and CREATES
33: Cash Versus Card: Payment Discontinuities and the Burden of Holding Coins
Huynh Kim, Bank of Canada; Heng Chen, Bank of Canada; Oz Shy, Unaffiliated
34: Enhancing Communication in Data Visualization
Mojca Bavdaz, University of Ljubljana; Irena Bolko, University of Ljubljana, Social Science Data Archives
35: The Analysis of Means in the Presence of Covariate (ANOMC)
Tahir Mahmood, City University of Hong Kong; Min Xie, City University of Hong Kong; Muhammad Riaz, King Fahd University of Petroleum and Minerals
36: Model Averaging in a Multiplicative Heteroscedastic Model
Alan Wan, City Univ of Hong Kong; Xinyu Zhang, Chinese Academy of Sciences; Yanyuan Ma, Penn State University
37: The Art of Ensemble Modeling with SPSS Modeler
Zhen Zhang, C Spire; Lei Zhang, Mississippi State Dept. of Health; James Veillette, C Spire; Timothy Tate, C Spire
38: Two-Sample Test for Covariance Operators with Incompletely Observed Functional Data
Lihan Yan, FDA; Tao Zhang, Guangxi University of Science and Technology; Zhaohai Li, George Washington University
39: Perspectives, Performance Measurement, and Multivariate Analysis of Grades in Teaching Statistics
William Seaver, Univ. of Tennessee at Knoxville; Missy Morris, Univ. of Tennessee at Knoxville; Thomas Edmiston, Univ. of Tennessee at Knoxville
40: Applications of Non-Standard Disclosure-Avoidance Methods in Clinical Trials Data
Barbara Do, RTI International; Pooja Iyer, RTI International
Oral Presentations for this session.
 
 

109 *
Mon, 7/30/2018, 8:30 AM - 10:20 AM CC-West 304/305
Time Series and Forecasting — Topic Contributed Papers
Business and Economic Statistics Section, International Statistical Institute
Organizer(s): Sumanta Basu, Cornell University
Chair(s): David Matteson, Cornell University
8:35 AM Goodness of Fit Statistics Based on Quantile Periodogram for Time Series with Nonlinear Dynamic Volatility
Ta-Hsin Li, IBM T. J. Watson Research Center
8:55 AM Monotonic Effects of Characteristics on Returns
Presentation
Jared Fisher, University of Texas McCombs School of Business; Carlos Carvalho, University of Texas
9:15 AM New Methods for Threshold Variable Identification and Estimation in Threshold Dynamic Factor Models
Presentation
Xialu Liu, San Diego State University; Rong Chen, Rutgers University
9:35 AM New Approach to Dimention Reduction for Volatility of Stationary Multivariate Time Series"
Presentation
Chung Eun Lee, University of Tennessee, Knoxville; Xiaofeng Shao, University of Illinois at Urbana-Champaign
9:55 AM Regularized Estimation of High-Dimensional Spectral Density
Sumanta Basu, Cornell University
10:15 AM Floor Discussion
 
 

151 * !
Mon, 7/30/2018, 10:30 AM - 12:20 PM CC-West 224
#LeadwithStatistics in the Social Sciences — Topic Contributed Papers
Section on Bayesian Statistical Science, Social Statistics Section, Business and Economic Statistics Section
Organizer(s): Tyler McCormick and Adrian Raftery, University of Washington
Chair(s): Bailey Fosdick, Colorado State University
10:35 AM Model Selection, Contingency Tables and Human Mobility
Presentation
Adrian Dobra, University of Washington
10:55 AM Covariate Selection for Generalizing Experimental Results
Presentation
Erin Hartman, UCLA; Naoki Egami, Princeton University
11:15 AM Estimating Unmet Need for Contraceptive Methods in the World's Poorest Countries
Presentation
Leontine Alkema, University of Massachusetts Amherst; Niamh Cahill, University College Dublin; Chuchu Wei, University of Massachusetts Amherst
11:35 AM Sharing of Network Data: Differentially Private Synthetic Networks
Presentation
Aleksandra Slavkovic, Pennsylvania State University; Vishesh Karwa, Ohio State University; Pavel Krivitsky, University of Wollongong
11:55 AM Discussant: Adrian Raftery, University of Washington
12:15 PM Floor Discussion
 
 

169
Mon, 7/30/2018, 10:30 AM - 12:20 PM CC-East 19
Macroeconomic Dynamics — Contributed Papers
Business and Economic Statistics Section
Chair(s): Eunice Kim, Microsoft
10:35 AM Asymmetric Behavior of Current Account Sustainability
Presentation
Luis Melo, Banco De La Republica; Daniel Ordoñez, Universidad Nacional; Oscar Valencia, Banco de la Republica (Central Banck of Colombia)
10:50 AM The Wisdom of Committees
Neil R Ericsson, Federal Reserve Board; David F Hendry, University of Oxford; S. Yanki Kalfa, SAIS; Jaime Marquez, SAIS
11:05 AM THE SIGNIFICANCE of FOREIGN DIRECT INVESTMENT INFLOW on ECONOMIC GROWTH in the KINGDOM SAUDI ARABIA
Presentation
Ashraf Ahmed, Morgan State University-Institute for Urban Research; Basim Adnan Matyuri, Morgan State University
11:20 AM Moral Hazard Effects of Bank Resolution Policies: Inferences from a Bayesian Nonparametric Study
Presentation
Padma Sharma, UC Irvine
11:35 AM Income Inequality Grew Faster from 1970-2016 Than Reflected by the Standard Measures
Presentation
Joseph Gastwirth, George Washington University
11:50 AM Misclassification in Binary Choice Models with Sample Selection
Presentation
Maria Felice Arezzo, Sapienza University of Rome; Giuseppina Guagnano, Sapienza University of Rome
12:05 PM Floor Discussion
 
 

221 * !
Mon, 7/30/2018, 2:00 PM - 3:50 PM CC-East 19
Analysis of Big Dynamically Dependent Data — Invited Papers
Business and Economic Statistics Section, International Chinese Statistical Association, Section on Statistics in Marketing
Organizer(s): Ruey S Tsay, University of Chicago, Booth School of Business
Chair(s): Daniel R Kowal, Rice University
2:05 PM A Factor Augmented Vector Autoregressive Model Under High-Dimensional Scaling
Presentation
George Michailidis, University of Florida; Jiahe Lin, University of Michigan
2:30 PM Statistical Inference for High-Dimensional Time Series
Ruey S Tsay, University of Chicago, Booth School of Business
2:55 PM Dynamic Shrinkage Processes
David Matteson, Cornell University; Daniel R Kowal, Rice University; David Ruppert, Cornell University
3:45 PM Floor Discussion
 
 

216480
Mon, 7/30/2018, 6:00 PM - 7:00 PM CC-West 302
Business and Economic Statistics Section Executive Committee Meeting — Other Cmte/Business
Business and Economic Statistics Section
Chair(s): Ataman Ozyildirim, ASA
 
 

280 !
Tue, 7/31/2018, 8:30 AM - 10:20 AM CC-East 19
Leading the Stream: Novel Methods for Streaming Data — Invited Papers
Business and Economic Statistics Section, Section on Statistical Learning and Data Science, Royal Statistical Society
Organizer(s): Idris Eckley, Lancaster University
Chair(s): Hernando Ombao, King Abdullah University of Science and Technology
8:35 AM Automated Bayesian Inference for Large-Scale Datastreams
Presentation
Trevor Campbell, Massachusetts Institute of Technology; Tamara Broderick, Massachusetts Institute of Technology
9:00 AM Sequential Change-Point Detection Based on Nearest Neighbors
Hao Chen, University of California, Davis
9:25 AM Multiscale Models for Continuous Time Interaction Data
Tyler McCormick, University of Washington; Wesley Lee, University of Washington; Rumi Chunara, New York University
9:50 AM Efficient Detection of Anomalies Within Streaming Data
Alexander Fisch, Lancaster University; Idris Eckley, Lancaster University; Paul Fearnhead, Lancaster University
10:15 AM Floor Discussion
 
 

330 * !
Tue, 7/31/2018, 10:30 AM - 12:20 PM CC-East 19
Bayesian Analysis of Latent Variable Models in Economics — Topic Contributed Papers
Business and Economic Statistics Section, Section on Bayesian Statistical Science, International Society for Bayesian Analysis (ISBA)
Organizer(s): Angela Vossmeyer, Claremont McKenna College
Chair(s): Angela Vossmeyer, Claremont McKenna College
10:35 AM Testing Axioms of Stochastic Discrete Choice Using Population Choice Probabilities
Presentation
William McCausland, Universite De Montreal; Anthony Marley, University of Victoria; Clintin Davis-Stober, University of Missouri
10:55 AM Integrated Analysis of the Life-Cycle Interactions Between Health and Socioeconomic Status
Ivan Jeliazkov, University of California - Irvine; Angela Vossmeyer, Claremont McKenna College
11:15 AM Learning-Based Inflation Expectations in an Unobserved Components Model
Srikanth Ramamurthy, Loyola University Maryland
11:35 AM Flexible Bayesian Quantile Regression in Ordinal Models
Mohammad Arshad Rahman, Indian Institute of Technology Kanpur; Shubham Karnawat, Credit Suisse
11:55 AM Floor Discussion
 
 

Register 369
Tue, 7/31/2018, 12:30 PM - 1:50 PM CC-West 201
Economic Outlook Luncheon (Added Fee) — Roundtables Speaker with Lunch
Business and Economic Statistics Section
Organizer(s): Marina Gindelsky, Bureau of Economic Analysis
TL10: Through the Looking Glass - Has the Economy Turned Upside Down?
Constance L. Hunter, KPMG LLP
 
 

382
Tue, 7/31/2018, 2:00 PM - 3:50 PM CC-West 120
Novel Statistical Methodology for Insurance and Risk Management — Invited Papers
Section on Risk Analysis, Business and Economic Statistics Section, SSC
Organizer(s): Jean-Francois Begin, Simon Fraser University
Chair(s): Jean-Francois Begin, Simon Fraser University
2:05 PM Maximum Likelihood Estimation of First-Passage Structural Credit Risk Models Correcting for the Survivorship Bias
Presentation
Mathieu Boudreault, Université du Québec à Montréal; Diego Amaya, Wilfrid Laurier University; Don L. McLeish, University of Waterloo
2:35 PM Climate Projections, Teleconnections and Estimating Risks for Index-Based Insurance
Presentation
Robert James Erhardt, Wake Forest University; Zhuoli Jin, Wake Forest University; Leland Kent, Wake Forest University
3:05 PM Predicting High-Cost Members in the HCCI Database
Presentation
Brian Hartman, Brigham Young University; Rebecca Owen, HCA Solutions; Zoe Gibbs, Brigham Young University
3:35 PM Floor Discussion
 
 

411
Tue, 7/31/2018, 2:00 PM - 3:50 PM CC-West 116
Copula Model and Maximum Likelihood Estimation — Contributed Papers
Business and Economic Statistics Section
Chair(s): Taps Maiti, Michigan State University
2:05 PM Copula Information Criterion for Two-Stage Maximum Likelihood
Vinnie Ko, University of Oslo; Nils Lid Hjort, University of Oslo
2:20 PM Modeling Count Data via Copulas: Comparison of Kendall's Tau and Spearman's Rho
Presentation
Hadi Safari Katesari, Southern Illinois ?University, Carbondale; Samira Zaroudi, Science and Research Branch, Islamic Azad University; Reza Safari Katesari, Payame Noor University; S. Yaser Samadi, Southern Illinois University
2:35 PM Heterogeneous Tail Generalized COMFORT Modeling via Cholesky Decomposition
Presentation
Pawel Polak, Columbia University
2:50 PM Multi-Level Time Series Clustering for Asset Selection in Allocation Problems
Michael Kotarinos; Christos Tsokos, University of South Florida; Kin Doo Young, Arkansas State University
3:05 PM Asymptotic Theory of Maximum Likelihood Estimator for Jump-Diffusion Model
Yongxin Ye, Peking University
3:20 PM Floor Discussion
 
 

426
Tue, 7/31/2018, 2:00 PM - 3:50 PM CC-West Hall B
Contributed Poster Presentations:Business and Economic Statistics Section — Contributed Poster Presentations
Business and Economic Statistics Section
Chair(s): Paul McNicholas, McMaster University
39: Has the Day of the Week Effect on Volatility Structure of the SandP 500 and Its Sectors Changed Over the 2007-2009 Recession?
Marcel Trick; V A Samaranayake, Missouri S&T
40: Automated Trading and Market Liquidity
Neda Arzandeh, University of Manitoba; Julieta Frank, University of Manitoba
41: Longterm forecasting under limited data
Lijuan Xu, Google
42: Modelling the autoregressive behavior of the European electricity day-ahead markets
Rune Hjorth Nielsen, Aalborg University; Ines Wilms, KU Leuven; David Matteson, Cornell University
 
 

216481
Tue, 7/31/2018, 6:00 PM - 7:00 PM CC-West 303
Business and Economic Statistics Section Meeting — Other Cmte/Business
Business and Economic Statistics Section
Chair(s): Ataman Ozyildirim, ASA
 
 

216487
Tue, 7/31/2018, 7:00 PM - 9:00 PM CC-West 303
Business and Economic Statistics Section Reception — Other Cmte/Business
Business and Economic Statistics Section
Chair(s): Ataman Ozyildirim, ASA
 
 

450
Wed, 8/1/2018, 8:30 AM - 10:20 AM CC-West 203
Inference with Clustered Data: Lessons from Multiple Disciplines — Invited Papers
Survey Research Methods Section, Business and Economic Statistics Section, Biometrics Section, SSC
Organizer(s): Stas Kolenikov, Abt Associates
Chair(s): David R Judkins, Abt Associates
8:35 AM Modeling Covariance Structure for Longitudinal Data
Presentation
Annie Qu, University of Illinois at Urbana-Champaign
9:00 AM How Clustered Standard Errors Are Changing Applied Econometrics
Presentation
James Gordon MacKinnon, Queen's University
9:25 AM Pseudo-Population Bootstrap Procedures for Multi-Stage Sampling Designs
Sixia Chen, University of Oklahoma; David Haziza, Université de Montréal
9:50 AM Discussant: Stas Kolenikov, Abt Associates
10:15 AM Floor Discussion
 
 

463 * !
Wed, 8/1/2018, 8:30 AM - 10:20 AM CC-West 206/207
Novel Uses of Text Analysis in Government Agencies — Topic Contributed Papers
Government Statistics Section, Business and Economic Statistics Section, Section on Statistical Learning and Data Science
Organizer(s): Wendy L Martinez, Bureau of Labor Statistics
Chair(s): Terrance Savitsky, Bureau of Labor Statistics
8:35 AM Identifying Misclassifications in Consumer Expenditure Data
Presentation
Clayton Knappenberger, U.S. Bureau of Labor Statistics
8:55 AM Automatically Generating News Release Statements from Structured Data
Brandon Kopp, Bureau of Labor Statistics
9:15 AM The CFR Miner: Natural Language Processing of the Code of Federal Regulations Using R Studio and Shiny
Presentation
Richard Schwinn, U.S. Small Business Administration
9:35 AM Towards Automated Boilerplate Detection
Presentation
Marco Enriquez, US Securities & Exchange Comm
9:55 AM Discussant: E. James Harner, West Virginia University
10:15 AM Floor Discussion
 
 

480
Wed, 8/1/2018, 8:30 AM - 10:20 AM CC-West 221
Model Testing and Prediction — Contributed Papers
Business and Economic Statistics Section
Chair(s): Craig Rolling, Saint Louis University
8:35 AM Estimation of Economic Models with Non-Euclidean Data
Suyong Song, University of Iowa; Stephen Baek, University of Iowa
8:50 AM Component-wise Discrete Asymmetric AdaBoost for High-dimensional Binary Quantile Regression
Tae-Hwy Lee, Univ of California, Riverside; Jianghao Chu, University of California, Riverside; Aman Ullah, University of California, Riverside
9:05 AM Large-Scale Statistical Forecasting at Target Corporation
Presentation
Phillip Yelland, Target Corporation
9:20 AM Quantile Regression for AB Testing
Presentation
Luke Smith, Amazon
9:35 AM Partially Specified Spatial Autoregressive Model with Artificial Neural Network
Presentation
Wenqian Wang, Northwestern University; Beth Andrews, Northwestern University
9:50 AM Statistical Analysis of Housing Prices in Georgia
Mitra Devkota
 
 

492 * !
Wed, 8/1/2018, 10:30 AM - 12:20 PM CC-West 222
Recent Advances in Modeling Complex Dependent Data — Invited Papers
Business and Economic Statistics Section, IMS, Society for Risk Analysis, SSC
Organizer(s): Scott H. Holan, University of Missouri/U.S. Census Bureau
Chair(s): Scott H. Holan, University of Missouri/U.S. Census Bureau
10:35 AM Count Time Series Models Based on Expectation Thinning Operators
Presentation
Harry Joe, University of British Columbia
11:05 AM Spatio-Temporal Modeling of Heavy-Tailed Data via Non-Gaussian Latent Processes
Presentation
Gabriel Huerta, University of New Mexico; Kellin Rumsey, University of New Mexico
11:35 AM Hierarchical Models with Conditionally Conjugate Full-Conditional Distributions for Dependent Data from the Natural Exponential Family
Presentation
Jonathan R Bradley, Florida State University; Scott H. Holan, University of Missouri/U.S. Census Bureau; Christopher K. Wikle, University of Missouri
12:05 PM Floor Discussion
 
 

576 *
Wed, 8/1/2018, 2:00 PM - 3:50 PM CC-East 16
Advanced Methodological Contributions in Time Series and Forecasting — Topic Contributed Papers
Business and Economic Statistics Section
Organizer(s): Beatriz Etchegaray Garcia, IBM Research
Chair(s): Ines Wilms, KU Leuven
2:05 PM Forecasting Consumer Interests from Search Query Data Using Large-Scale, Semiparametric Probabilistic Prediction Algorithms
Georg Goerg
2:25 PM Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting
Knut Are Aastveit, Norges Bank; Kenichiro Mcalinn, Booth School of Business, University of Chicago; Jouchi Nakajima, Bank for International Settlements; Mike West, Duke University
2:45 PM Analytical Likelihood Derivatives for State Space Forecasting Models
Presentation
Jonathan R. M. Hosking, Amazon; Ramesh Natarajan, Amazon
3:05 PM Robust Time Series Using Linked Exponential Smoothing Cells
Aleksandr Aravkin, University of Washington, Seattle; Avner Abrami, IBM TJ Watson Research Center; Younghun Kim, Utopus Insights
3:25 PM Floor Discussion
 
 

605 * !
Thu, 8/2/2018, 8:30 AM - 10:20 AM CC-West 116
Prospects for Combining Survey and Administrative Data for Income Measurement — Invited Papers
Business and Economic Statistics Section, Government Statistics Section, Survey Research Methods Section
Organizer(s): Bruce D Meyer, University of Chicago
Chair(s): Quentin Brummet, U.S. Census Bureau
8:35 AM Administrative Data Linkage and Microsimulation: Challenges and Opportunities
Presentation
Laura Lynn Wheaton, The Urban Institute
8:55 AM Linking Survey and Administrative Data to Measure Family and Household Income, Inequality and Mobility
Presentation
Derek Wu, University of Chicago; Bruce D Meyer, University of Chicago; Carla Medalia, U.S. Census Bureau
9:15 AM Linking Administrative and Survey Data to Revolutionize 21st Century Poverty and Inequality Measurement
David Johnson, University of Michigan
9:35 AM Prospects for Combining Survey and Administrative Data for Income Measurement
Presentation 1 Presentation 2
Trudi Jane Renwick, U.S. Census Bureau; Liana Fox, U.S. Census Bureau; Ashley Edwards, U.S. Census Bureau; Jonathan Rothbaum, U.S. Census Bureau
9:55 AM Discussant: John Czajka, Mathematica Policy Research
10:15 AM Floor Discussion
 
 

660 *
Thu, 8/2/2018, 10:30 AM - 12:20 PM CC-East 17
Shrinkage Methods for Analyzing Complex Business Data — Topic Contributed Papers
Business and Economic Statistics Section
Organizer(s): Ines Wilms, Cornell University
Chair(s): David Matteson, Cornell University
10:35 AM High-Dimensional Variable Selection When Features Are Sparse
Jacob Bien, University of Southern California; Xiaohan Yan, Cornell University
10:55 AM Using Shrinkage to Detect Changes in Variance in Complex Business Data
Rebecca Killick, Lancaster University; Jamie-Leigh Chapman, Lancaster University; Idris Eckley, Lancaster University
11:15 AM Fresh Ideas for Tuning Parameter Calibration
Presentation
Johannes Lederer, Ruhr-University Bochum
11:35 AM Sparse Multi-Class Vector AutoRegressive Models
Presentation
Ines Wilms, KU Leuven; Christophe Croux, EDHEC Business School; Luca Barbaglia, KU Leuven
11:55 AM Floor Discussion
 
 

663 * !
Thu, 8/2/2018, 10:30 AM - 12:20 PM CC-East 19
Topics in Large-Scale Online Experimentation — Topic Contributed Papers
Section on Statistical Consulting, Business and Economic Statistics Section, Quality and Productivity Section
Organizer(s): W. Duncan Wadsworth, Microsoft
Chair(s): W. Duncan Wadsworth, Microsoft
10:35 AM Novelty/Primacy Effect Detection in Randomized Online Controlled Experiments
Presentation
Somit Gupta, Microsoft; Jiannan Lu, Microsoft; Alex Deng, Microsoft Corporation
10:55 AM Large-Scale Online Experimentation with Quantile Metrics
Presentation
Min Liu, LinkedIn Corp.; Xiaohui Sun, LinkedIn; Maneesh Varshney, LinkedIn Corp.; Ya Xu, LinkedIn
11:15 AM Advances in Measuring User Learning
Niall Cardin, Google Inc.; Henning Hohnhold, Waymo
11:35 AM A Decision-Theoretic Approach to A/B Testing
David Goldberg, eBay; James Johndrow, Stanford University
11:55 AM Mitigating Test-Control Interference in Marketplace Experimentation
Presentation
Duncan Gilchrist, Uber Technologies
12:15 PM Floor Discussion