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Activity Details


489 * Wed, 8/7/2013, 8:30 AM - 10:20 AM CC-524b
New Modeling Approaches for Time Series Analysis — Contributed Papers
Business and Economic Statistics Section , Korean International Statistical Society
Chair(s): Silvia Goncalves, Universite de Montreal
8:35 AM On Mixture Double Autoregressive Models Zhao Liu, The University of Hong Kong ; Guodong Li, The University of Hong Kong
8:50 AM A Unit Root Test Based on the Modified Least Squares Estimator Wararit Panichkitkosolkul, Thammasat University
9:05 AM Unit Root Testing Using Modified Wild Bootstrap Methods Jean-Pierre Urbain, Maastricht University ; Stephan Smeekes, Maastricht University
9:20 AM A Sieve Bootstrap-Based Test for Multiple Unit Roots Xiao Zhong, Missouri S&T ; V A Samaranayake, Missouri University of Science and Technology
9:35 AM On Estimating Multiple-Regime Threshold Autoregressive Models Chun-Yip Yau, Chinese University of Hong Kong
9:50 AM Consistency of Long Autoregressive Model Parameter Estimates Sreenivas Konda, University of Waterloo
10:05 AM Temporal Aggregation Effects on a Mean-Change in Time Series Bu Hyoung Lee, Temple University ; William W. S. Wei, Temple University



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