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Sessions Were Renumbered as of May 19.

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

354 Tue, 8/2/2016, 10:30 AM - 12:20 PM CC-W181b
SPEED: Business, Finance, and Economic Statistics — Contributed Speed
Business and Economic Statistics Section
Chair(s): David Matteson, Cornell University
The Poster portions will take place during Session 213221 and Session 213222
10:35 AM Improving the Measure of Correlation in Time Series Goodness-of-Fit Testing Thomas Fisher, Miami University ; Michael Robbins, RAND Corporation
10:40 AM Retrospective Social Discount Rates James P. Howard, II, University of Maryland University College
10:45 AM A New Approach to Dimensional Reduction for Volatility of a Stationary Multivariate Time Series Chung Eun Lee, University of Illinois at Urbana-Champaign ; Xiaofeng Shao, University of Illinois at Urbana-Champaign
10:50 AM Estimating Discrete Nonlinear Effects with a Single Instrumental Variable Leonard Goff, Columbia University
10:55 AM Comparison of Financial Cycles to Other Economic Cycles: Old Methods and New Dimension Joselito Basilio, Bangko Sentral ng Pilipinas
11:00 AM Fitting Data with Generalized Lambda Distribution Yu Tao ; Keying Ye, The University of Texas at San Antonio ; Donald Lien, The University of Texas at San Antonio
11:05 AM Linear Double Autoregressive Time Series Model and Its Conditional Quantile Inference Qianqian Zhu, The University of Hong Kong ; Yao Zheng, The University of Hong Kong ; Guodong Li, The University of Hong Kong
11:10 AM Economic Impact of Presidents and War: Did FDR or WW2 End the Great Depression? Spencer Graves ; Jouni Helske, University of Jyväskylä
11:15 AM Modeling Temperature-Based Financial Derivatives Through Dynamic Linear Models David Engler, Brigham Young University ; Robert Erhardt, Wake Forest University
11:30 AM A Two-Stage Model for Estimating End Uses of Electricity and Natural Gas in U.S. Homes — Edgardo Cureg, U.S. Energy Information Administration ; Shaofen Deng, U.S. Energy Information Administration
11:35 AM A Spatial Statistical Model to Identify Factors Affecting the Lending Process Karen Liseth Gonzalez Fernandez, Universidad Nacional de Colombia ; Juan Carlos Salazar Uribe, Universidad Nacional de Colombia
11:50 AM Measuring Mobile Financial Services: Surveying an Emerging Field Ellen Merry, Federal Reserve Board
11:55 AM Identifiability and Estimation in Non-Gaussian Mixed Frequency Structural VAR Models Alex Tank ; Emily Fox, University of Washington ; Ali Shojaie, University of Washington
12:00 PM Optimal Stratification of Univariate Populations via StratifyR Package Karuna Garan Reddy, University of the South Pacific ; Mohammed G. M. Khan, University of the South Pacific
12:05 PM A Generalized Ordered Response Model Kramer Quist, Brigham Young University ; James McDonald, Brigham Young University ; Carla Johnston, University of California at Berkeley
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