JSM 2011 Online Program

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Activity Details

248 * ! Mon, 8/1/2011, 2:00 PM - 3:50 PM CC-A111
Model Selection and Forecasting — Contributed Papers
Business and Economic Statistics Section
Chair(s): Alejandro Veen, IBM Research
2:05 PM Multi-Step Forecast Model Selection and Combination Bruce E. Hansen, University of Wisconsin
2:20 PM Subset ARMA Model Selection via Regularization Kun Chen, University of Iowa ; Kung-Sik Chan, University of Iowa
2:35 PM Boosting as a Forecasting Method Using Large Data Sets: Evidence for the USA, the Euro Area, and Germany Teresa Buchen, Ifo Institute for Economic Research ; Klaus Wohlrabe, Ifo institute for Economic Research
2:50 PM Obtaining Prediction Intervals for FARIMA Processes Using the Sieve Bootstrap Maduka N. Rupasinghe, Missouri University of Science and Technology ; Purna Mukhopadhyay, University of Kansas ; V. A. Samaranayake, Missouri university of Science and Technology
3:05 PM Forecasting Time-to-Event Durations in Multi-Step Processes Using Nonparametric Dynamic Survival Analysis Nan Shao, IBM Research ; Alejandro Veen, IBM Research
3:20 PM A New Efficiency Rate for OLS and GLS Estimators in Time-Series Regressions Jaechoul Lee, Boise State University ; Robert B. Lund, Clemson University
3:35 PM Floor Discussion

2011 JSM Online Program Home

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