JSM 2011 Online Program

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Activity Details

521 * ! Wed, 8/3/2011, 10:30 AM - 12:20 PM CC-A105
Econometric Methods and Applications — Contributed Papers
Business and Economic Statistics Section
Chair(s): Rongning Wu, The City University of New York
10:35 AM Inflation Expectations and Risk Premium Luis Fernando Melo, Central Bank of Colombia
10:50 AM Frame Coverage Error Estimation in the 2009 Residential Energy Consumption Survey Edgardo Cureg, Energy Information Administration
11:05 AM A Semiparametric Interest Rate Model Based on Reducible Stochastic Differential Equations and Pseudo Maximum Likelihood Estimation — Ruijun Bu, The University of Liverpool ; Kaddour Hadri, Queen's University at Belfast
11:20 AM A Class of Exact F-Tests for Capital Asset Pricing Models Jiajuan Liang, University of New Haven
11:35 AM Assessing Global Vector Autoregressions for Forecasting Neil R. Ericsson, Federal Reserve Board
11:50 AM Floor Discussion

2011 JSM Online Program Home

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