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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
344
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Tue, 8/4/09, 2:00 PM - 3:50 PM | CC-149A |
| Statistical Methods for Forecasting - Invited - Papers | ||
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Business and Economic Statistics Section |
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| Organizer(s): Tae-Hwy Lee, University of California, Riverside | ||
| Chair(s): Graham Elliott, University of California, San Diego | ||
| 2:05 PM |
Bagging Constrained Forecasts with Application to Forecasting Equity Premium — Eric Hillebrand, Louisiana State University;  Tae-Hwy Lee, University of California, Riverside; Marcelo C. Medeiros, Pontifical Catholic University Rio
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| 2:30 PM |
MIDAS Instruments — Jonathan H. Wright, Johns Hopkins University; Eric Ghysels, The University of North Carolina at Chapel Hill
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| 2:55 PM |
Factor Model Forecasts of Exchange Rates — Kenneth West, University of Wisconsin-Madison
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| 3:20 PM |
Forecasting Inflation with Gradual Regime Shifts and Exogenous Information — Kistin Hubrich, European Central Bank; Timo Teraesvirta, Aarhus University; Andrés González, Central Bank of Colombia
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| 3:45 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. |