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

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