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419 | Tue, 8/11/2015, 2:00 PM - 3:50 PM | CC-308 | |
Time Series, Regression, Quantiles, and Interval-Valued Data — Contributed Papers | |||
Business and Economic Statistics Section , Government Statistics Section , International Indian Statistical Association | |||
Chair(s): Laura Tupper, Cornell University | |||
2:05 PM | Interval Response Data in Experimental Economics — Daniel Walton, Brigham Young University ; James McDonald, Brigham Young University ; Olga Stoddard, Brigham Young University | ||
2:20 PM | Time Series Analysis for Symbolic Interval-Valued Data — Seyed Yaser Samadi, Southern Illinois University Carbondale ; Lynne Billard, University of Georgia | ||
2:35 PM | A Generalized Regression Specification Using the Skewed Generalized T Distribution — Carter Davis, Brigham Young University ; Daniel Walton, Brigham Young University ; James McDonald, Brigham Young University | ||
2:50 PM | Partially Adaptive Quantile Estimation — James McDonald, Brigham Young University ; David J. Mauler, Brigham Young University | ||
3:05 PM | On Threshold Quantile Regression with Heteroskedasticity: Stock Return-Volume Relations — Cathy W.S. Chen, Feng Chia University ; Mike K.P. So, The Hong Kong University of Science and Technology ; Thomas C. Chiang, Drexel University | ||
3:20 PM | Structural Change Detection for Regression Quantiles Under Time Series Nonstationarity — Weichi Wu ; Zhou Zhou, University of Toronto | ||
3:35 PM | Discrepancy-Based Parameter Estimation for Balancing Efficiency and Robustness in Fitting State-Space Models — Nan Hu, The University of Iowa ; Joseph Cavanaugh, The University of Iowa |
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