JSM Activity #18

Back to main JSM 2001 Program page


Activity ID:  18
Title Room
Time Series, Long Memory and Unit Roots H-Jackson
Date / Time Sponsor Type
08/05/2001    2:00 PM  -  3:50 PM Business & Economics Statistics Section* Topic Contributed
Organizer: Bruce Hansen, University of Wisconsin, Madison
Chair: Ignacio Lobato, Instituto Tecnologico Autonomo de Mexico
Discussant:  
Floor Discussion 3:25 PM
  300658  By:  Ka Man 2:05 PM 08/05/2001
Limiting Structures of Temporal Aggregates of Fractionally Differenced Processes

  301230  By:  Ignacio Lobato 2:25 PM 08/05/2001
Testing for Nonlinear Autoregression

  301564  By:  Kamil Tahmiscioglu 2:45 PM 08/05/2001
A Bayesian Analysis of Dynamic Random Effects Models

  301599  By:  Giuliana Battisti 3:05 PM 08/05/2001
Common Factor Analysis in Time Series: Structural Versus Classical Approach

JSM 2001

For information, contact meetings@amstat.org or phone (703) 684-1221.

If you have questions about the Continuing Education program, please contact the Education Department.

Revised March 2001