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.


Back to main JSM 2006 Program page




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

Add To My Program
468 Wed, 8/9/06, 2:00 PM - 3:50 PM CC-203
Confidence Intervals and Hypothesis Testing - Contributed - Papers
Business and Economics Statistics Section
Chair(s): Edward Melnick, New York University
     2:05 PM   New Tests for Joint Hypothesis of a Unit Root When There Is a Break in the Innovation VarianceAmit Sen, Xavier University
     2:20 PM   Easily Implemented Confidence Intervals and Hypothesis Tests for Sharpe Ratios under General ConditionsJ.D. Opdyke, DataMineIt
     2:35 PM   Parameters Estimation and Bias Corrections for Diffusion ProcessesChengyong Tang, Iowa State University; Song X. Chen, Iowa State University
     2:50 PM   Causality Tests in Cointegrated Systems and Temporal Aggregation of Multivariate Autoregressive Moving Average ProcessesCeylan Yozgatligil, Temple University; William W. S. Wei, Temple University
     3:05 PM   LAD Estimation of ARFIMA-GARCH ModelsWai K. Li, The University of Hong Kong; Guodong Li, The University of Hong Kong
     3:20 PM   A Note on the Inequality Constraints for the GARCH ModelsHenghsiu Tsai, Academia Sinica; Kung-Sik Chan, The University of Iowa
     3:35 PM   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