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Activity Details

601 * Wed, 8/7/2013, 2:00 PM - 3:50 PM CC-516e
Advances in Time Series — Contributed Papers
Business and Economic Statistics Section
Chair(s): Peter Bloomfield, NCSU
2:05 PM Predictor Selection for Non-Negative Autoregressive Processes Chiao-Yi Yang, Institute of Statistical Science Academia Sinica ; Ching-Kang Ing, Institute of Statistical Science Academia Sinica, Taiwan
2:20 PM Characterizing Common Seasonality in Multivariate Time Series Fabio Nieto, Universidad Nacional De Colombia ; Daniel Peña, Universidad Carlos III de Madrid ; Dagoberto Saboyá, Universidad Nacional de Colombia
2:35 PM On Smooth Tests of Goodness-of-Fit for Vector ARMA Time Series Models Joseph Francois Tagne Tatsinkou, Universite de Montreal ; Pierre Duchesne, Universite de Montreal ; Pierre Lafaye de Micheaux, Universite de Montreal
2:50 PM Markov-Switching Mixed Frequency VAR Models Pierre Guérin, Bank of Canada ; Claudia Foroni, Norges Bank ; Massimiliano Marcellino, European University Institute
3:05 PM Some Thoughts on the Estimation of the Autocorrelation Function Wayne Woodward, Southern Methodist University
3:20 PM Classification of 'Short' Time Series via the Epsilon-Complexity of Continuous Functions Alexandra Piryatinska, San Francisco State University ; Boris Darkhovsky, Institute for Systems Analysis, Russian Academy of Sciences
3:35 PM An Advanced Approach for Forecasting Export-Import Time Series Models Silvey Shamsi, Jahangirnagar University ; Mian Adnan, Jahangirnagar University ; M Shamsuddin, Dhaka

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