Legend: 
= Applied Session,
= Theme Session,
= Presenter, Sheraton Seattle Hotel & Towers = “S”
Washington State Convention & Trade Center = “CC”, Grand Hyatt Seattle = “H”
|
|
|
|
|
514
|
Thu, 8/10/06, 8:30 AM - 10:20 AM
|
CC-601
|
|
Regression, Time Series, and Adjustments - Contributed - Papers
|
Business and Economics Statistics Section
|
|
Chair(s): Christian K. Hansen, Eastern Washington University
|
|
8:35 AM
|
Using Firm Optimization To Evaluate and Estimate Returns to Scale —  Yuriy Gorodnichenko, University of Michigan
|
|
8:50 AM
|
How Far to Asymptopia? Errors and Regressors with Realistically Asymmetric Distributions Generate Unreliable t-Statistics in Large Finite Samples — Robert McClelland, Bureau of Labor Statistics; Elliot Williams, Bureau of Labor Statistics
|
|
9:05 AM
|
Effectiveness of Two-Stage Least Squares in Correcting Endogeneity Bias: a Monte Carlo Study — V. A. R. Samaranayake, University of Missouri-Rolla; Xujun Wang, University of Missouri-Rolla
|
|
9:20 AM
|
Tuning Parameter Selectors for SCAD — Hansheng Wang, Peking University; Runze Li, The Pennsylvania State University; Chih-Ling Tsai, University of California, Davis
|
|
9:35 AM
|
A Stepwise SPA Test for Data Snooping and Its Application on Fund Performance Evaluation — Yu-Chin Hsu, The University of Texas at Austin; Po-Hsuan Hsu, Columbia University
|
|
9:50 AM
|
An Alternative Framework for Univariate and Multivariate Seasonal Adjustment — Stéphane Gregoir, CREST/INSEE
|
|
10:05 AM
|
Nonlinear Properties of Conditional Returns under Scale Mixtures — Venkata Jandhyala, Washington State University; Stergios B. Fotopoulos, Washington State University
|
| |
