JSM 2011 Online Program

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Activity Details


360 Tue, 8/2/2011, 10:30 AM - 12:20 PM CC-Hall D
Contributed Oral Poster Presentations: Business and Economic Statistics Section — Contributed Poster Presentations
Business and Economic Statistics Section
Chair(s): Benmei Liu, National Cancer Institute
35: The Effect of the Business Cycle on the Performance of Socially Responsible Equity Mutual Funds Andrea Roofe, Florida International University
36: Segmenting the Time Series of Quarterly GDP Using a Hidden Markov Model Yu Chen, University of Illinois at Chicago ; Stanley L. Sclove, University of Illinois at Chicago
37: Sieve Bootstrap Prediction Intervals for Multivariate ARMA Processes with Non-Gaussian Innovations Purna Mukhopadhyay, University of Kansas ; V. A. Samaranayake, Missouri university of Science and Technology
38: Using Repeated Measures to Estimate Elasticities of Demand for Retail Electricity in the State of Michigan Michael Taylor, ITC Holdings Corporation
39: Efficient Quantile Regression for Linear Heterogeneous Models Yoonsuh Jung, The University of Texas MD Anderson Cancer Center ; Yoonkyung Lee, The Ohio State University ; Steven N. MacEachern, The Ohio State University
40: The BLUP's Asymptotic Distribution: A Didactical Note Luis Frank, University of Buenos Aires
41: Seasonal Stochastic Volatility Models Julieta Frank, University of Manitoba ; Melody Ghahramani, University of Winnipeg ; Aerambamoorthy Thavaneswaran, University of Manitoba
42: Measures of the Economic Value of Bankruptcy Probabilities — David Johnstone, University of Sydney ; Stewart Jones, University of Sydney ; Maurice Peat, University of Sydney ; Victor Richmond Jose, Georgetown University
43: M-Stationary (Multiplicative Stationary) Processes: A Revisit Md Jobayer Hossain, Nemours ; Wayne A. Woodward, Southern Methodist University ; Henry L. Gray, Southern Methodist University
44: The Properties and Effectiveness of Filter Trading Rule Ling Xin, University of Hong Kong
45: Binary Prediction to Minimize Total Risk — Kentaro Akashi, Institute of Statistical Mathematics ; Yoshinori Kawasaki, Institute of Statistical Mathematics



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