JSM 2012 Online Program

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273	Tue, 7/31/2012, 8:30 AM - 10:20 AM	CC- Room 33B
Resampling and Related Methods in Time Series and Econometrics — Invited Papers
Business and Economic Statistics Section , SSC , Section on Statistical Computing , International Indian Statistical Association , Section on Government Statistics
Organizer(s): Xiaofeng Shao, University of Illinois at Urbana-Champaign
Chair(s): Yinxiao Huang, University of Illinois at Urbana-Champaign
8:35 AM	Subsampling Inference for the Autocovariances of Heavy-Tailed Long-Memory Time Series — Tucker McElroy, U.S. Census Bureau
9:05 AM	Bootstrapping Factor-Augmented Regression Models — Silvia Goncalves, Universite de Montreal ; Perron Benoit, Universite de Montreal
9:35 AM	A New Version of Blockwise Empirical Likelihood for Time Series — Soumen Lahiri, Texas A&M University ; Dan Nordman, Iowa State University
10:05 AM	Floor Discussion

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