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This is the preliminary program for the 2008 Joint Statistical
Meetings in Denver, Colorado.
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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 2008 Program page |
= Applied Session,
= Theme Session,
= Presenter|
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| 129 | Mon, 8/4/08, 10:30 AM - 12:20 PM | CC-105 |
| Time Series II: Model Optimization and Evaluation - Topic Contributed - Papers | ||
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Business and Economics Statistics Section |
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| Organizer(s): Tucker S. McElroy, U.S. Census Bureau | ||
| Chair(s): Scott Holan, University of Missouri-Columbia | ||
| 10:35 AM |
A Modification to Khandakar and Hyndman's ARIMA Model Selection Algorithm Using an Empirical Information Criterion —  Brian C. Monsell, U.S. Census Bureau
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| 10:55 AM |
How Frequency of Measurement Affects Petroleum Product Price Pass-Through Models — Carol J. Blumberg, Energy Information Administration
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| 11:15 AM |
Theoretical and Real Trading-Day Frequencies — Dominique Ladiray, INSEE
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| 11:35 AM |
The Influences of Bridging Days, School Holidays, and Weather on German Time Series — Robert Kirchner, Deutsche Bundesbank
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| 11:55 AM |
Further Results on Seasonal Time Series — David A. Dickey, North Carolina State University
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| 12:15 PM | Floor Discussion | |
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JSM 2008
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. |