JSM Activity #123

This is the preliminary program for the 2003 Joint Statistical Meetings in San Francisco, California. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 2-5, 2003); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

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Legend: = Applied Session, = Theme Session, = Presenter
Hotels: H = Hilton San Francisco, R = Reniassance Parc Hotel 55, N = Nikko San Francisco
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123 Applied Session Mon, 8/4/03, 10:30 AM - 12:20 PM H-Union Square 5 & 6
Seasonal Adjustment and Long Memory - Contributed - Papers
Business & Economics Statistics Section
Chair(s): Wendy Rotz, Ernst & Young, LLP
     10:35 AM   A Study of the Comparative Performance of the State Space Model-Based Method and the X-12 Arima Method of Seasonal Adjustment — Raj K. Jain, Bureau of Labor Statistics
     10:50 AM   Seasonal Adjustment of Monetary Aggregates in Croatia: Direct vs. Indirect Approach — Ante Rozga, Ekonomski Fakultet Split
     11:05 AM   A Model-Based Criterion for Choosing Filters in the X-12-ARIMA Seasonal Adjustment Program — Yea-Jane Chu, Academia Sinica; George C. Tiao, University of Chicago; William R. Bell, U.S. Census Bureau
     11:20 AM   Estimating Calendar Month Values from Data with Various Reporting Frequencies — Benoit Quenneville, Statistics Canada; Michael A. Hidiroglou, Statistics Canada
     11:35 AM   A Multivariate Stochastic Volatility Model with Long Memory — Giovanni Petris, University of Arkansas
     11:50 AM   Nonparametric Test for Long Memory against Structural Change — Nan-Jung Hsu, National Tsing Hua University
     12:05 PM   Optimal Fractional Dickey-Fuller Tests for Unit Roots — Ignacio Lobato, Instituto Tecnologico Autonomo De Mexico
 

JSM 2003 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 2003