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Activity Details

38 Sun, 7/29/2012, 2:00 PM - 3:50 PM CC-Room 23B
Multivariate Time Series, Dimension Reduction, and Miscellaneous Topics — Contributed Papers
Business and Economic Statistics Section , Section on Statistical Learning and Data Mining
Chair(s): James McDonald, Brigham Young University
2:05 PM Coherence Estimation and Dimension Reduction in Multivariate Nonstationary Time Series Timothy Park, Lancaster University ; Idris Eckley, Lancaster University ; Hernando Ombao, University of California at Irvine
2:20 PM Dimension Reduction on Multivariate Time Series Data — Prabir Burman, University of California at Davis ; Wolfgang Polonik, University of California at Davis ; Yinhong Weng
2:35 PM Design of a Coincident Index Using Dynamic Common Factors Wilmer Martinez, Central Bank ; Fabio H. Nieto, Universidad Nacional de Colombia ; Pilar Poncela, Universidad Autónoma de Madrid
2:50 PM Factor Model for Forecasting with Multi-Collinearity and Nonlinear Dependence Joseph Egbulefu, Rice University
3:05 PM Bayesian Multivariate Inference for a Non-Standard Fuzzy Regression Discontinuity Design Fan Li, Duke University ; Fabrizia Mealli, University of Florence ; Alessandra Mattei, University of Florence ; Fei Liu, IBM T. J. Watson Research Center
3:20 PM A New Method for Interval Forecasting of Autoregressive Time Series with a Root Near 1 Staffan Fredricsson
3:35 PM Floor Discussion

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