Legend: Boston Convention & Exhibition Center = CC, Westin Boston Waterfront = W, Seaport Boston Hotel = S
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
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| 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 | ||
2014 JSM Online Program Home
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