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

Activity Details

346 ! Tue, 8/3/2010, 10:30 AM - 12:20 PM CC-214 (West)
Econometric Theory — Contributed Papers
Business and Economic Statistics Section
Chair(s): Graham Elliott, University of California, San Diego
10:35 AM Optimal Estimation and Testing in Econometrics — Werner Ploberger, Washington University in St. Louis
10:50 AM Principal Components Analysis for Multivariate Point Processes — Victor Solo, University of New South Wales ; Ahmed Pasha, University of New South Wales
11:05 AM Generalized Method of Moments with Tail Trimming — Jonathan B. Hill, The University of North Carolina at Chapel Hill ; Eric Renault, The University of North Carolina at Chapel Hill
11:20 AM Inference About Clustering and Parametric Assumptions in Variance Covariance Estimation — Mikko Packalen, University of Waterloo ; Tony Wirjanto, University of Waterloo
11:35 AM Equivalent Sample Sizes in Time Series Regressions — Jaechoul Lee, Boise State University ; Robert Lund, Clemson University
11:50 AM Properties of a Block Bootstrap Under Long-Range Dependence — Young Min Kim, Iowa State University
12:05 PM Nonparametric Test of Conditional Quantile Independence with an Application to Banks' Systemic Risk — Milan Nedeljkovic, University of Warwick



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