JSM 2012 Online Program

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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

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