JSM Activity #310


The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.


Back to main JSM 2002 Program page

Add To My Program  /  View My Program  /  View My Program (condensed)  /  What is My Program?


Meeting rooms are either assigned at:   Hilton New York = "H" or Sheraton New York Hotel and Towers = "S"
Click on Activity Number to view room assignments.




Activity ID:  310
Title
! Time Series Methods for Finance and Macroeconomics I
Date / Time / Room Sponsor Type
08/14/2002
10:30 AM - 12:20 PM
Room: S-New York Ballroom B
Business & Economics Statistics Section*, SSC Contributed
Organizer: n/a
Chair: Edward Melnick, New York University
Discussant:  
Floor Discussion 12:05 PM
Description

Two papers discuss tests for financial data. Other papers deal with forecasting, detection of turning points, and estimation, with several macroeconomic applications.
  300470  By:  Pierre  Duchesne 10:35 AM 08/14/2002
Detecting Duration Clustering and Adequacy of Autoregressive Conditional Duration Models Using Wavelets

  301229  By:  Zeynep I. Kalaylioglu 10:50 AM 08/14/2002
Bayesian Unit Root Tests in Stochastic Volatility Models

  301181  By:  B. D. McCullough 11:05 AM 08/14/2002
Benchmarks for Least Squares ARMA Models

  301460  By:  Denis  Pelletier 11:20 AM 08/14/2002
Linear Estimation of Weak VARMA Models with a Macroeconomic Application

  301015  By:  Eva  Andersson 11:35 AM 08/14/2002
On-line Detection of Turning Points in Business Cycles

  301820  By:  Dimitrios  Thomakos 11:50 AM 08/14/2002
Flexible Semiparametric Forecasting

JSM 2002

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 2002