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This is the preliminary program for the 2009 Joint Statistical
Meetings in Washington, DC.
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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 2009 Program page |
= Applied Session,
= Theme Session,
= Presenter| 212 | Mon, 8/3/09, 2:00 PM - 3:50 PM | CC-158A |
| New Approaches in Econometrics - Contributed - Papers | ||
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Business and Economic Statistics Section |
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| Chair(s): Tatevik Sekhposyan, The University of North Carolina at Chapel Hill | ||
| 2:05 PM |
Tests for Causality Between Two Infinite-Order Vector Autoregressive Series —  Chafik Bouhaddioui, United Arab Emirates University; Jean-Marie Dufour, McGill University
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| 2:20 PM |
Efficient Nonparametric IV Estimation of Local Average Treatment Effects Using the Estimated Propensity Score and a Test for Unconfoundedness — Robert P. Lieli, The University of Texas at Austin; Stephen Donald, The University of Texas at Austin; Hsu Yu-Chin, The University of Texas at Austin
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| 2:35 PM |
Score Test--Based on GEL in the Presence of Weakly Identified Nuisance Parameters — Saraswata Chaudhuri, The University of North Carolina at Chapel Hill
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| 2:50 PM |
Wald Tests for Detecting Multiple Structural Changes in Persistence — Mohitosh Kejriwal, Purdue University; Pierre Perron, Boston University; Jing Zhou, BlackRock, Inc.
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| 3:05 PM |
Dynamic Factors in Periodic Time-Varying Regression Models — Marius Ooms, Vrije Universiteit Amsterdam; Virginie Dordonnat, Electricité de France; Siem Jan Koopman, Vrije Universiteit Amsterdam
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| 3:20 PM |
Detecting and Testing Change Points in Nonparametric Models Based on Series Estimation Methods — Yingxing Li, Cornell University; Haiqiang Chen, Cornell University
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| 3:35 PM | Floor Discussion | |
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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. |