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Sessions Were Renumbered as of May 19.

Legend:
CC-W = McCormick Place Convention Center, West Building,   CC-N = McCormick Place Convention Center, North Building
H = Hilton Chicago,   UC= Conference Chicago at University Center
* = applied session       ! = JSM meeting theme

Activity Details

408 Tue, 8/2/2016, 2:00 PM - 3:50 PM CC-W185bc
Recent Developments in Factor Models and Stochastic Regressions of Multivariate Time Series — Invited Papers
International Chinese Statistical Association
Organizer(s): Hsin-Cheng Huang, Institute of Statistical Science, Academia Sinica
Chair(s): Zhiliang Ying, Columbia University
2:05 PM Common Seasonality in Multivariate Time Series Daniel Peña, Universidad Carlos III de Madrid ; Fabio H. Nieto, Universidad Nacional de Colombia ; Dagoberto Saboyá, Universidad Nacional de Colombia
2:30 PM Dynamic Factor Models and Reduced Rank Regression in High-dimensional Time Series Tze Leung Lai, Stanford University ; Ka Wai Tsang, The Chinese University of Hong Kong ; Hongsong Yuan, Shanghai University of Finance and Economics
2:55 PM Threshold Dynamic Factor Models Rong Chen, Rutgers University
3:20 PM Discussant: Ruey S. Tsay, The University of Chicago
3:40 PM Floor Discussion
 
 
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