This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Activity Details

298 Tue, 8/3/2010, 8:30 AM - 10:20 AM CC-213 (West)
Forecasting and Model Comparison — Contributed Papers
Business and Economic Statistics Section
Chair(s): Ali Shojaie, University of Michigan
8:35 AM Limit Theory for Comparing Overfit Models Out-of-Sample Gray Calhoun, Iowa State University
8:50 AM Autocontour-Based Evaluation of Out-of-Sample Density Forecasts Emre Yoldas, Bentley University ; Gloria Gonzalez-Rivera, University of California, Riverside
9:05 AM Statistical Modeling and Inference with Uncertainty in Part of Historical Data Jerry Shan, Hewlett-Packard
9:20 AM Complexity and Model Selection in Macroeconomic Forecasting with DSGE Models Daniel McDonald, Carnegie Mellon University
9:35 AM Measuring Output Gap Uncertainty Shaun Vahey, ANU ; James Mitchell, NIESR ; Anthony Garratt, Birkbeck College
9:50 AM Robust Inference in Predictive Regressions Paulo M.M. Rodrigues, Banco de Portugal ; Antonio Rubia, University of Alicante
10:05 AM Modeling the Dynamics of Corporate Credit Ratings: Creating a Predictive Ratings Model Meghan Rachel Kent, North Carolina State University ; Terri Anna Johnson, North Carolina State University ; Nicole Bader, North Carolina State University ; Jenna Rice, North Carolina State University

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