JSM 2011 Online Program

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

Activity Details

475 * Wed, 8/3/2011, 8:30 AM - 10:20 AM CC-A106
Panel Data Methods and Applications — Contributed Papers
Business and Economic Statistics Section
Chair(s): Michael Stanley Smith , University of Melbourne
8:35 AM Nonlinear Detrending in Panel Models to Estimate Macroeconomic Effects on Mortality Zhen Wang, University of Michigan ; Edward L. Ionides, University of Michigan ; Jose A. Tapia Granados, University of Michigan
8:50 AM A Simple Panel Stationarity Test in the Presence of Cross-Sectional Dependence with an Application Kaddour Hadri, Queen's University at Belfast
9:05 AM A Dynamic OLS Estimator for Panel Cointegration With Global Stochastic Trends and Heterogeneous Panel — Qian Lin, Southwest University of Finance and Economics ; Jun Liu, Georgia Southern University
9:20 AM Extending Dynamic Factor Analysis to Panel Data: An Application on Benchmarking Index for Water Utilities Nikolaos Zirogiannis, University of Massachusetts at Amherst ; Yorghos Tripodis, Boston University ; Joe Moffitt, University of Massachusetts at Amherst ; Alexander Danilenko, World Bank
9:35 AM Dynamic Regression Models with Holiday Effects and SARMA Errors for Forecasting Short-Term Electricity Demand in Korea Myung Suk Kim, Sogang University
9:50 AM Spatially Correlated Unbalanced Longitudinal Energy Billing Data Analysis Min Niu, University of Wisconsin at Madison ; Zhengjun Zhang, University of Wisconsin
10:05 AM Modeling Hourly Day-Ahead Electricity Prices: A Functional Data Analysis Approach Asitha Edirisinghe, Missouri University of Science and Technology ; V. A. Samaranayake, Missouri university of Science and Technology

2011 JSM Online Program Home

For information, contact jsm@amstat.org or phone (888) 231-3473.

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