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

Activity Details

240 Mon, 8/2/2010, 2:00 PM - 3:50 PM CC-210 (West)
Trends, Seasonality, and Time Series — Contributed Papers
Business and Economic Statistics Section
Chair(s): Andrew F. Siegel, University of Washington
2:05 PM Using X-12-ARIMA to Seasonally Adjust Business Employment Dynamics Data Eric Simants, Bureau of Labor Statistics ; David Talan, Bureau of Labor Statistics
2:20 PM The Hodrick-Prescott Filter: A Special Case of Penalized Spline Smoothing A. Alexandre Trindade, Texas Tech University ; Robert Paige, Missouri University of Science and Technology
2:35 PM Extracting U.S. Credit Cycle Using Dynamic Linear Model Jie Chen, Bank of America ; Agus Sudjianto, Bank of America
2:50 PM Estimation in ARCH Models with Missing Data: Applications to Latin-American Capital Markets Natalia Bahamonde, Pontificia Universidad Católica de Valparaiso
3:05 PM The Asymptotic Behavior of ARMA Estimators in Multi-dimensional Spline-backfitted Transfer Function Models Jun Liu, Georgia Southern University
3:20 PM Finiteness Matters in Inference for New Keynesian Phillips Curve Hrishikesh (Rick) D. Vinod, Fordham University
3:35 PM Floor Discussion

2010 JSM Online Program Home

For information, contact or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.