|
|
|
This is the preliminary program for the 2009 Joint Statistical
Meetings in Washington, DC.
|
|
|
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 2009 Program page |
= Applied Session,
= Theme Session,
= Presenter| 122 | Mon, 8/3/09, 8:30 AM - 10:20 AM | CC-203B |
| Unit Roots and Cointegration - Contributed - Papers | ||
|
Business and Economic Statistics Section |
||
| Chair(s): Ka S. Man, Western Illinois University | ||
| 8:35 AM |
A Characterization of the Dickey-Fuller Distribution With Some Extensions to the Multivariate Case —  Roy Cerqueti, University of Macerata; Claudio Lupi, University of Molise; Mauro Costantini, University of Vienna
|
|
| 8:50 AM |
A Frequency Domain Approach for Testing for Second-Order Stationarity — Yogesh Dwivedi, Texas A&M University
|
|
| 9:05 AM |
Bootstrap Tests of Stationarity — Tara M. Sinclair, The George Washington University; James Morley, Washington University in St. Louis
|
|
| 9:20 AM |
Cointegration Vector Estimation by DOLS for a Three-Dimensional Panel — Luis Melo, Central Bank of Colombia; John Leon, Inter American Development Bank; Dagoberto Saboya, Central Bank of Colombia
|
|
| 9:35 AM |
Bootstrap Unit Root Tests by a Simple Approach — Guodong Li, The University of Hong Kong
|
|
|
JSM 2009
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. |