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

Activity Details

410 ! Tue, 8/3/2010, 2:00 PM - 3:50 PM CC-201 (West)
Unit Roots and Cointegration — Contributed Papers
Business and Economic Statistics Section
Chair(s): Neil R. Ericsson, Federal Reserve Board
2:05 PM Functional Coefficient Autoregressive Models for Nonlinear Time Series — Alireza Tahai, Mississippi State University ; Mehrzad Netadj, Mississippi State University
2:20 PM A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence Kaddour Hadri, Queen's University Belfast
2:35 PM Asymptotically Similar Unit Root Tests in the Presence of Autocorrelated Errors Michalis Stamatogiannis, University of Groningen
2:50 PM Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation Mohitosh Kejriwal, Purdue University ; Claude Lopez, University of Cincinnati
3:05 PM Phase and Coherency in a Neighborhood of Zero Frequency for Bivariate Long Memory Series Rebecca J. Sela, New York University ; Clifford M. Hurvich, New York University
3:20 PM Floor Discussion

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