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Activity Details


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



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