Legend: Palais des congrès de Montréal = CC, Le Westin Montréal = W, Intercontinental Montréal = I
A * preceding a session name means that the session is an applied session.
A ! preceding a session name means that the session reflects the JSM meeting theme.
A * preceding a session name means that the session is an applied session.
A ! preceding a session name means that the session reflects the JSM meeting theme.
Activity Details
|
Tweet | ||
616 | Thu, 8/8/2013, 8:30 AM - 10:20 AM | CC-520d | |
Robust Inference in Time Series Analysis and Econometrics — Invited Papers | |||
Business and Economic Statistics Section , SSC , Scientific and Public Affairs Advisory Committee , Korean International Statistical Society | |||
Organizer(s): Xiaofeng Shao, University of Illinois at Urbana-Champaign | |||
Chair(s): Xiaofeng Shao, University of Illinois at Urbana-Champaign | |||
8:35 AM | Asymptotic F Test in a GMM Framework with Cross Sectional Dependence — Yixiao Sun, UC San Diego ; Min Seong Kim, Ryerson University | ||
8:55 AM | Heteroscedasticity and Autocorrelation Robust Structural Change Detection — Zhou Zhou, University of Toronto | ||
9:15 AM | Bootstrap Prediction Intervals for Factor Models — Silvia Goncalves, Universite de Montreal | ||
9:35 AM | Cluster Covariance Matrix Estimation for Quantile Regression Models — Andreas Hagemann, University of Notre Dame | ||
9:55 AM | Subvector Inference in Local Regression — Ke-Li Xu, Texas A&M University | ||
10:15 AM | Floor Discussion |
2013 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.
The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Copyright © American Statistical Association.