JSM 2012 Online Program
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Online Program HomeActivity Details
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269 * ! | Tue, 7/31/2012, 8:30 AM - 10:20 AM | CC-Room 30D | |
High-Dimensional Time Series Models — Invited Papers | |||
JBES-Journal of Business & Economic Statistics , Business and Economic Statistics Section , International Indian Statistical Association | |||
Organizer(s): Oscar Jorda, University of California at Davis/Federal Reserve Bank of San Francisco | |||
Chair(s): Oscar Jorda, University of California at Davis/Federal Reserve Bank of San Francisco | |||
8:35 AM | Modeling Dependence in High Dimensions with Factor Copulas — Andrew Patton, Duke University ; Dong Hwan Oh, Duke University | ||
9:00 AM | Robust and Sparse Factor Modeling — Christophe Croux, K. U. Leuven ; Peter Exterkate, CREATES - Aarhus University | ||
9:25 AM | The Three-Pass Regression Filter: A New Approach to Forecasting Using Many Predictors — Seth Pruitt, Federal Reserve Board ; Bryan Kelly, Chicago Booth | ||
9:50 AM | Estimation of Treatment Effects with High-Dimensional Controls — Alexandre Belloni, Duke University ; Victor Chernozhukov, Massachusetts Institute of Technology ; Christian Hansen, The University of Chicago | ||
10:15 AM | Floor Discussion |
2012 JSM Online Program Home
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