JSM Activity #250

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Activity ID:  250
Title Room
Topics in Time Series Analysis H-Fayette
Date / Time Sponsor Type
08/08/2001    8:30 AM  -  10:20 AM Business & Economics Statistics Section* Contributed
Organizer: n/a
Chair: James Hamilton, University of California, San Diego
Discussant:  
Floor Discussion 10:15 AM
  301066  By:  Sahm Kim 8:35 AM 08/08/2001
Bootstrapping for ARCH Models

  301691  By:  Donald Martin 8:50 AM 08/08/2001
Spectral Properties of Linear Concurrent and Symmetric Seasonal Adjustment Filters of Seats and X-11/12-ARIMA for Short and Moderate-length Time Series

  301660  By:  Catherine Hood 9:05 AM 08/08/2001
Comparing Direct and Indirect Seasonal Adjustments of Aggregate Series

  301659  By:  Kathleen McDonald-Johnson 9:20 AM 08/08/2001
Outlier Selection for RegARIMA Models

  301658  By:  Golam Farooque 9:35 AM 08/08/2001
Comparing the Automatic ARIMA Model Selection Procedures of TRAMO and X-12-ARIMA 0.3

  300458  By:  John  Haddad 9:50 AM 08/08/2001
On the Moments of the Maximum Likelihood Estimator for the First-Order Autoregressive Process Coefficient

  301670  By:  David Findley 10:05 AM 08/08/2001
Model Selection via Out-of-sample Forecast Error Comparisons

JSM 2001

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Revised March 2001