This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Activity Details
| 214 | Mon, 8/2/2010, 2:00 PM - 3:50 PM | CC-212 (West) |
| Bayesian Methods in Time-Series Econometrics — Invited Papers | ||
| Business and Economic Statistics Section , Section on Bayesian Statistical Science | ||
| Organizer(s): Scott Holan, University of Missouri | ||
| Chair(s): Scott Holan, University of Missouri | ||
| 2:05 PM | Optimal Filtering of Jump Diffusions: Extracting Latent States from Asset Prices — Jonathan Stroud, The George Washington University ; Michael Johannes, Columbia University ; Nicholas Polson, The University of Chicago | |
| 2:30 PM | Dynamic Stock Selection Strategies: A Structured Factor Model Framework — Hedibert Freitas Lopes, The University of Chicago Booth School of Business ; Carlos Marinho Carvalho, The University of Chicago Booth School of Business ; Omar Aguilar, Financial Engines | |
| 2:55 PM | Complete and Incomplete Bayesian Models for Financial Time Series — John Geweke, University of Technology, Sydney | |
| 3:20 PM | Estimation of the Term Structure from a DSGE Model — Siddhartha Chib, Washington University in St. Louis | |
| 3:45 PM | Floor Discussion | |
2010 JSM Online Program Home
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