JSM Preliminary Online Program
This is the preliminary program for the 2006 Joint Statistical Meetings in Seattle, Washington.

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

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Legend: = Applied Session, = Theme Session, = Presenter, Sheraton Seattle Hotel & Towers = “S”
Washington State Convention & Trade Center = “CC”, Grand Hyatt Seattle = “H”

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379 Applied Session Wed, 8/9/06, 8:30 AM - 10:20 AM CC-608
Robust Solutions - Contributed - Papers
Business and Economics Statistics Section
Chair(s): Michael Sverchkov, Bureau of Labor Statistics/BAE Systems IT
     8:35 AM   On Robust Forecasting in Dynamic Vector Time Series Models — Pierre Duchesne, Université de Montréal; Christian Gagné, Université de Montréal
     8:50 AM   A Test of the Modality of the Variance Function in Modulated Autoregressive Models — Gabe Chandler, Connecticut College
     9:05 AM   Multiple Imputation of Right-Censored Data: an Application to Wage Data and Understanding the Changing Wage Gap by Gender in Germany — Hermann Gartner, Institute for Employment Research
     9:20 AM   A New Approach to Univariate Unit Root Tests Robust to Structural Change — Seong-Tae Kim, North Carolina State University
     9:35 AM   Testing for Threshold Moving Average with Conditional Heteroscedasticity — Guodong Li, The University of Hong Kong; Wai K. Li, The University of Hong Kong
     9:50 AM   Competitiveness Analysis of the Italian Firms: Use of Robust Classification Methods — Matilde Bini, University of Florence; Luigi Biggeri, Italian National Statistical Institute
     10:05 AM   Floor Discussion
 

JSM 2006 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 April, 2006