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This is the preliminary program for the 2006 Joint Statistical
Meetings in Seattle, Washington.
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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 2006 Program page |
= Applied Session,
= Theme Session,
= Presenter, Sheraton Seattle Hotel & Towers = “S”
497
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Thu, 8/10/06, 8:30 AM - 10:20 AM | CC-606 |
| Bayesian Methods and Computation in Finance - Topic Contributed - Papers | ||
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Section on Bayesian Statistical Science |
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| Organizer(s): Shawn Ni, University of Missouri-Columbia | ||
| Chair(s): Susan Alber, University of California, Los Angeles | ||
| 8:35 AM |
A Full Information Bayesian Approach to the Evaluation and Estimation of DSGE Models —  John Landon-Lane, Rutgers University
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| 8:55 AM |
Bayesian Selection of Multivariate Stochastic Volatility Models — Antonello Loddo, University of Missouri-Columbia
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| 9:15 AM |
Bayesian Smoothing in Generalized Additive Models — Shawn Ni, University of Missouri-Columbia; Dongchu Sun, Virginia Polytechnic Institute and State University/University of Missouri-Columbia
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| 9:35 AM |
Leveling the Playing Field: Prior Choice and DSGE Model Comparisons — Marco Del Negro, Federal Reserve Bank of Atlanta
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| 9:55 AM | Floor Discussion | |
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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. |