JSM Preliminary Online Program
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.


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Legend: = Applied Session, = Theme Session, = Presenter
Washington Convention Center = “CC”, Renaissance Washington, DC Hotel = “RH”

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150 Mon, 8/3/09, 10:30 AM - 12:20 PM CC-141
Advances in Time Series Econometrics - Topic Contributed - Papers
Business and Economic Statistics Section, Section on Government Statistics
Organizer(s): Barbara Rossi, Duke University
Chair(s): Robert P. Lieli, The University of Texas at Austin
    10:35 AM   The Moving Blocks Bootstrap for Panel Linear Regression Models with Individual Fixed EffectsSilvia Goncalves, University of Montreal
    10:55 AM   Heteroskedasticity, Autocorrelation, and Spatial Correlation Robust Inference in Linear Panel Models with Fixed EffectsTim Vogelsang, Michigan State University
    11:15 AM   The Propagation of Regional RecessionsMichael Owyang, Federal Reserve Bank of Saint Louis; James Hamilton, University of California, San Diego
    11:35 AM   Local GMM Estimation of Time Series Models with Conditional Moment RestrictionsNikolay Gospodinov, Concordia University; Taisuke Otsu, Yale University
    11:55 AM   Sensitivity of Impulse Responses to Small Low-Frequency Co-Movements: Reconciling the Evidence on the Effects of Technology Shocks — Nikolay Gospodinov, Concordia University; Alex Maynard, University of Guelph; Elena Pesavento, Emory University
     12:15 PM   Floor Discussion
 

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.
Revised September, 2008