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
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
