JSM 2005 - Toronto

JSM Activity #231

This is the preliminary program for the 2005 Joint Statistical Meetings in Minneapolis, Minnesota. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 7-10, 2005); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

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and not necessarily those of the ASA or its board, officers, or staff.

The Program has labeled the meeting rooms with "letters" preceding the name of the room, designating in which facility the room is located:

Minneapolis Convention Center = “MCC” Hilton Minneapolis Hotel = “H” Hyatt Regency Minneapolis = “HY”

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231 Tue, 8/9/05, 8:30 AM - 10:20 AM MCC-102 D
Econometric Time Series Models - Contributed - Papers
Business and Economics Statistics Section
Chair(s): Yanqin Fan, Vanderbilt University
     8:35 AM   Optimality of GLS Estimates of Misspecified Regression Mean Functions of RegARIMA Time-series Models — David Findley, U.S. Census Bureau
     8:50 AM   Short- and Long-run Causality Measures — Abderrahim Taamouti, University of Montreal; Jean-Marie Dufour, University of Montreal
     9:20 AM   Simplified Order Selection and Efficient Linear Estimation for VARMA Models — Tarek Jouini, University of Montreal
     9:35 AM   Time Reversibility of Stationary Regular Finite-state Markov Chains — William McCausland, University of Montreal
     9:50 AM   Random Coefficient Transfer Function Model — Hyunyoung Choi, University of Illinois, Urbana Champaign; Jeff Douglas, University of Illinois, Urbana Champaign; Bonnie Ray, IBM
     10:05 AM   Using Quantile Regression for Prediction Purposes — Subhash C. Narula, Virginia Commonwealth University; John F. Wellington, Indiana University-Purdue University, Fort Wayne
 

JSM 2005 For information, contact jsm@amstat.org or phone (888) 231-3473. If you have questions about the Continuing Education program, please contact the Education Department.
Revised March 2005