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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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| 364 | Wed, 8/6/08, 8:30 AM - 10:20 AM | CC-210 |
| Econometric Time Series - Contributed - Papers | ||
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Business and Economics Statistics Section |
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| Chair(s): Priya Kulkarni, Genentech, Inc. | ||
| 8:35 AM |
Test of Cointegration Using Long Run Canonical Correlations: Part II —  Kalidas Jana, The University of Texas at Brownsville
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| 8:50 AM |
A Decomposition Approach to Revisions in Aggregated Time Series Estimates — Duncan J. Elliott, The Office for National Statistics, UK; Craig H. McLaren, The Office for National Statistics, UK; Julian Chow, The Office for National Statistics, UK
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| 9:05 AM |
Forecasting Methods for GDP with Measurable Risks — Les Yen, University of Phoenix/NVA; Eric Cramer, University of Phoenix
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| 9:20 AM |
From California to Connecticut: Examining House Price Models for the USA — Chaitra Nagaraja, The Wharton School, University of Pennsylvania; Lawrence Brown, University of Pennsylvania
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| 9:35 AM |
Estimation and Inference in Unstable Models Estimated via Nonlinear Least Squares — Otilia Boldea, Tilburg University; Alastair Hall, University of Manchester/North Carolina State University
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| 9:50 AM | 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. |