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Legend: Boston Convention & Exhibition Center = CC, Westin Boston Waterfront = W, Seaport Boston Hotel = S
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Activity Details

32 * Sun, 8/3/2014, 2:00 PM - 3:50 PM CC-105
Modeling Single and Multiple Time Series — Contributed Papers
Business and Economic Statistics Section
Chair(s): Bei Chen, IBM Research   
2:05 PM Sieve Bootstrap-Based Prediction Intervals for Autoregressive Processes with GARCH Innovations Malaka Thilakaratne, Missouri University of Science & Technology ; Maduka Rupasignhe, Ashland University ; V. A. Samaranayake, Missouri University of Science & Technology
2:20 PM Temporal Aggregation Effects on a Structural Mean-Change of Time Series Bu Hyoung Lee, Temple University ; William W.S. Wei, Temple University
2:35 PM Empirical Likelihood Confidence Intervals for Nonlinear Nonstationary Model Ryota Yabe, Hitotsubashi University
2:50 PM Cross-Correlation Matrices for Tests of Independence and Causality Between Two Multivariate Time Series Michael Robbins, RAND Corporation
3:05 PM More Powerful Threshold Cointegration Tests Dong-Yop Oh, University of Texas Pan American ; Hyejin Lee, University of Alabama ; Junsoo Lee, University of Alabama
3:20 PM Time Series Models for High-Frequency Integer-Valued Data Spencer Hays, Virginia Commonwealth University
3:35 PM Floor Discussion

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