JSM 2016 Online Program

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

CE_06C	Sat, 7/30/2016, 8:30 AM - 5:00 PM	CC-W475b
Statistical Analysis of Financial Data with R (ADDED FEE) — Professional Development Continuing Education Course
ASA , Business and Economic Statistics Section
Instructor(s): David Ruppert, Cornell University , David Matteson, Cornell University
8:30 AM	Statistical Analysis of Financial Data with R (ADDED FEE) — David Matteson, Cornell University ; David Ruppert, Cornell University

25 *	Sun, 7/31/2016, 2:00 PM - 3:50 PM	CC-W181b
Employer List Linking: Methods, Implementation, and Usage of Probabilistic Matches for Enhancing Workforce Statistics — Topic Contributed Papers
Business and Economic Statistics Section
Organizer(s): Mark J. Kutzbach, U.S. Census Bureau
Chair(s): Lars Vilhuber, Cornell University
2:05 PM	Robustness of Employer List Linking to Methodological Variation — Mark J. Kutzbach, U.S. Census Bureau ; Graton Gathright, U.S. Census Bureau ; Andrew Green, U.S. Census Bureau/Cornell University ; Kristin McCue, U.S. Census Bureau ; Holly Monti, U.S. Census Bureau ; Ann Rodgers, University of Michigan ; Lars Vilhuber, Cornell University ; Nada Wasi, University of Michigan ; Christopher Wignall, Amazon.com
2:25 PM	Two Perspectives on Commuting and Workplace: A Microdata Comparison of Home-to-Work Flows Across Linked Survey and Administrative Files — Andrew Green, Cornell University/U.S. Census Bureau ; Mark J. Kutzbach, U.S. Census Bureau ; Lars Vilhuber, Cornell University
2:45 PM	Developing Job Linkages for the Health and Retirement Study — Kristin McCue, U.S. Census Bureau ; John M. Abowd, U.S. Census Bureau/Cornell University ; Margaret Levenstein, University of Michigan ; Matthew Shapiro, University of Michigan ; Ann Rodgers, University of Michigan ; Nada Wasi, University of Michigan ; Dhiren Patki, University of Michigan
3:05 PM	Comparing Survey and Administrative Earnings: An Application of Employer-List Linking — Lori Reeder ; Holly Monti, U.S. Census Bureau
3:25 PM	Discussant: Manfred Antoni, Institute for Employment Research
3:45 PM	Floor Discussion

41	Sun, 7/31/2016, 2:00 PM - 3:50 PM	CC-W180
Unit Roots, Change Points, Goodness-of-Fit, and Other Time Series Modeling Issues — Contributed Papers
Business and Economic Statistics Section
Chair(s): Bernard Dillard, Fashion Institute of Technology
2:05 PM	Unit Roots in Time Series with Changepoints — Edward Herranz, George Mason University ; James E. Gentle, George Mason University ; George Wang, George Mason University
2:20 PM	A Self-Normalized Approach to a Unit Root Testing — Yeonwoo Rho, Michigan Technological University
2:35 PM	A Robust Goodness-of-Fit Test for Generalized Autoregressive Conditional Heteroscedastic Models — Yao Zheng, The University of Hong Kong ; Wai Keung Li, The University of Hong Kong ; Guodong Li, The University of Hong Kong
2:50 PM	Bootstrap-Based Tests for Seasonal Unit Roots in Autoregressive Processes with GARCH (1, 1) Innovations — Xiao Zhong, Missouri University of Science and Technology ; V A Samaranayake, Missouri University of Science and Technology
3:20 PM	An Approach of Fitting Regression Line Not Based on Least Square Estimates — Silvey Shamsi, Ball State University ; Mian Adnan, Ball State University ; Rahmatullah Imon, Ball State University
3:35 PM	Floor Discussion

80 *	Sun, 7/31/2016, 4:00 PM - 5:50 PM	CC-W186c
Panel and Distributional Data Analysis — Contributed Papers
Business and Economic Statistics Section
Chair(s): Kevin Moore, Board of Governors of the Federal Reserve System
4:05 PM	Specification Tests for Dynamic Binary Response Models with State Dependence — Alexandru M. Lefter, Mount Royal University ; Brian P. McCall, University of Michigan
4:20 PM	Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models — James Eric Pustejovsky, The University of Texas at Austin ; Elizabeth Tipton, Columbia University
4:35 PM	The Kumaraswamy Skew G Distributions — Rui Li, University of Manchester
4:50 PM	A Simple, Graphical Procedure for Comparing Multiple Treatment Effects — Matthew Webb, Carleton University ; Brennan Scott Thompson, Ryerson University
5:05 PM	Semiparametric GEE Model in Financial Market — Liu Yang, Florida State University
5:20 PM	Principal Axes Analyses of Distributional Data — Sun Makosso-Kallyth, McMaster University ; Brahim Brahim, Big Data Visualizations Inc.
5:35 PM	Floor Discussion

88	Sun, 7/31/2016, 6:00 PM - 8:00 PM	CC-Hall F1 West
The Extraordinary Power of Data — Invited Poster Presentations
Section on Statistical Learning and Data Science , Section on Statistical Graphics , Section on Statistics in Imaging , Business and Economic Statistics Section , Biometrics Section , ENAR , Section for Statistical Programmers and Analysts , Scientific and Public Affairs Advisory Committee , Section on Bayesian Statistical Science , Section on Statistics in Epidemiology , Section on Statistics in Marketing , Social Statistics Section , Statistics in Business Schools Interest Group
Chair(s): Tyler McCormick, University of Washington
1:	Communicate Better with R, R Markdown, and Shiny — Garrett Grolemund, RStudio
2:	Spectral Filtering for Spatial-Temporal Dynamics — Tian Zheng, Columbia University ; Lu Meng, Columbia University
3:	A Mixed-Effects Modeling Approach to Study the Impact of Pesticides on Farmworkers' Brain Networks Using RS-fMRI Data — Mohsen Bahrami, Virginia Tech ; Paul Laurienti, Wake Forest School of Medicine ; Thomas Arcury, Wake Forest School of Medicine ; Sean Simpson, Wake Forest School of Medicine
4:	Cascaded High-Dimensional Histograms: A Generative Approach to Density Estimation — Siong Thye Goh, MIT ; Cynthia Rudin, Duke University
5:	TV Advertising's Impact on Online Searches — Yonathan Schwarzkopf, Google ; Ying Liu, Google ; Makoto Uchida, Google ; Elissa Lee, Google ; Jim Koehler, Google
6:	Modeling Connectivity in High-Dimensional Time Series Data via Factor Analysis — Hernando Ombao, University of California at Irvine ; Yuxiao Wang, University of California at Irvine ; Chee-Ming Ting, Universiti Teknologi Malaysia
7:	Analysis of Longitudinal Multi-Sequence MRI in Multiple Sclerosis — Elizabeth M. Sweeney, Johns Hopkins Bloomberg School of Public Health ; Russell Shinohara, University of Pennsylvania ; John Muschelli, The Johns Hopkins University ; Daniel Reich , National Institute of Neurological Disorders and Stroke ; Ciprian Crainiceanu, The Johns Hopkins University ; Jonathan Gellar, Mathematica Policy Research ; Philip Reiss, New York University/University of Haifa ; Ani Eloyan, Brown University
8:	Law, Order, and Algorithms — Sharad Goel, Stanford University
9:	Defining and Estimating Reliability in Hierarchical Logistic Regression Models for Health Care Provider Profiling — Jessica Hwang, RAND Corporation ; John Adams, Kaiser Permanente ; Susan M. Paddock, RAND Corporation
10:	Probabilistic Cause-of-Death Assignment Using Verbal Autopsies — Tyler McCormick, University of Washington ; Sam Clark, University of Washington ; Zehang Li, University of Washington
11:	We Are What We Ask: Mapping the Ecosystem of Software Development Using Stack Overflow Data — David G. Robinson, Stack Overflow
12:	Data Science at Stitch Fix — Hilary Parker, Stitch Fix
13:	Text Mining on Domain Names — Kenneth E. Shirley, Amazon
14:	Fighting Fraud with Statistics! — Alyssa Frazee, Stripe
15:	Forecasting Seasonal Epidemics with Ensemble Methods and Collective Human Judgment — Logan Conrad Brooks, Carnegie Mellon University ; Sangwon Hyun, Carnegie Mellon University ; Ryan Tibshirani, Carnegie Mellon University
16:	Geometric Methods for Network Comparison and Multilevel Modeling — Anna Smith, The Ohio State University ; Catherine Calder, The Ohio State University
17:	Mixed-Effects Models for Resampled Network Statistics Improve Statistical Power to Find Differences in Functional Brain Connectivity — Manjari Narayan, Rice University ; Genevera Allen, Rice University
18:	Estimating the Causal Impact of Recommendation Systems from Observational Data — Amit Sharma, Microsoft Research ; Jake Hofman, Microsoft Research ; Duncan Watts, Microsoft Research
19:	The Future of the Journal Biostatistics — Dimitris Rizopoulos, Erasmus University Medical Center ; Jeffrey Leek, Johns Hopkins Bloomberg School of Public Health
20:	Sample Size Calculations for Micro-Randomized Trials in MHealth — Peng Liao, University of Michigan ; Ji Sun, University of Michigan ; Susan A. Murphy, University of Michigan

99	Mon, 8/1/2016, 8:30 AM - 10:20 AM	CC-W192c
Recent Advances in Discrete-Valued Time Series — Invited Papers
Business and Economic Statistics Section , IMS
Organizer(s): Scott H. Holan, University of Missouri
Chair(s): Scott H. Holan, University of Missouri
8:35 AM	On Bivariate Time Series of Counts — Richard A. Davis, Columbia University ; Heng Liu, Google ; Camilla Mondrup Andreassen, University of Aarhus
9:00 AM	Modeling and Inference for Multivariate Count Time Series — Konstantinos Fokianos, University of Cyprus ; Paul Doukhan, University Cergy-Pontoise ; Bard Stove, University of Bergen ; Dag Tjostheim, University of Bergen
9:25 AM	Some New Ways of Modeling Integer Count Time Series — Robert Lund, Clemson University
9:50 AM	Fast Approximate Bayesian Analysis of Multivariate Count Time Series in a Marketing Application — Nalini Ravishanker, University of Connecticut ; Volodyymyr Serhiyenko, University of Connecticut ; Rajkumar Venkatesan, University of Virginia
10:15 AM	Floor Discussion

164 * !	Mon, 8/1/2016, 10:30 AM - 12:20 PM	CC-W192a
Innovative Uses of Linked Administrative and Survey Data — Topic Contributed Papers
Survey Research Methods Section , Business and Economic Statistics Section , Statistics Without Borders
Organizer(s): Bruce Meyer, The University of Chicago
Chair(s): Brad Edwards, Westat
10:35 AM	What Leads to Errors in Surveys? Evidence from Multiple Government Programs — Pablo Celhay, The University of Chicago ; Bruce Meyer, The University of Chicago ; Nikolas Mittag
10:55 AM	A Method of Correcting for Misreporting Applied to the Food Stamp Program — Nikolas Mittag
11:15 AM	Measuring Levels and Trends in Earnings Inequality with Nonresponse, Imputations, and Topcoding — Christopher Bollinger, University of Kentucky
11:35 AM	Incomes of the Population 65+: A New Look with Linked Survey-Administrative Data — Adam Bee, U.S. Census Bureau ; Joshua W. Mitchell, U.S. Census Bureau
11:55 AM	The Wealth of Wealthholders — Minjoon Lee, University of Michigan ; John Ameriks, The Vanguard Group ; Andrew Caplin, New York University ; Matthew Shapiro, University of Michigan ; Christopher Tonetti, Stanford University
12:15 PM	Floor Discussion

180	Mon, 8/1/2016, 10:30 AM - 12:20 PM	CC-W195
High-Frequency and Other Financial Econometric Topics — Contributed Papers
Business and Economic Statistics Section
Chair(s): Xiaohui Chang, Oregon State University
10:35 AM	Quantile Regression for Location-Scale Time Series Models with Conditional Heteroscedasticity — Jungsik Noh, The University of Texas Southwestern Medical Center ; Sangyeol Lee, Seoul National University
10:50 AM	Order-Averaged Cholesky-GARCH Models: Comparison of Asset Ordination Methods — Xiaoning Kang, Virginia Tech ; Xinwei Deng, Virginia Tech ; Kam Tsui, University of Wisconsin - Madison ; Mohsen Pourahmadi, Texas A&M University
11:05 AM	On the Inference of the Spikes for the High-Dimensional Covariance Matrix Based on High-Frequency Data — Keren Shen ; JIANFENG YAO, The University of Hong Kong ; Wai Keung Li, The University of Hong Kong
11:20 AM	Modified QMLEs for Location and Zero-Augmented Multiplicative Error Models: Order of (1,1) — Qian Li, University of Kansas Medical Center
11:35 AM	Network System Identification for Point Processes — Victor Solo, University of New South Wales
11:50 AM	Spline Estimation of a Semiparametric GARCH Model — Rong Liu, University of Toledo ; Lijian Yang, Soochow University
12:05 PM	Intermittency of Superpositions of Ornstein-Uhlenbeck (OU)--Type Processes — Irena Tesnjak, Michigan State University ; Danijel Grahovac, J.J. Strossmayer University of Osijek ; Alla Sikorskii, Michigan State University ; Nikolai Leonenko, Cardiff University

187	Mon, 8/1/2016, 10:30 AM - 12:20 PM	CC-Hall F1 West
Contributed Poster Presentations: Business and Economic Statistics Section — Contributed Poster Presentations
Business and Economic Statistics Section , Statistics in Business Schools Interest Group
Chair(s): Genevera Allen, Rice University
6:	Time Series Models for Ocean Wave Data — Ellis Shaffer, University of Connecticut ; Nalini Ravishanker, University of Connecticut ; James James O'Donnell, University of Connecticut
7:	A Mathematical Optimization Approach to Balancing Time Series: Statistics Canada's GSeriesTSBalancing — Michel Ferland, Statistics Canada ; Susie Fortier, Statistics Canada ; Joana Bérubé, Statistics Canada
8:	Market Microstructure in Agricultural Futures Markets — Julieta Frank
10:	A Study of Unit Root Test Using Nonparametric Method — Ji Eun Moon, Yonsei University College of Medicine ; Cheolyong Park, Keimyung University
11:	A Translation Approach for Unstructured Online Reviews — Taikgun Song
12:	Analytic Approaches to Labor Force Adjustment in the Face of Import Competition — Jacqueline Mauro, Carnegie Mellon University
13:	Fed Raises Key Interest Rate: What Does the Past Data Tell About the Future? An Empirical Study — Rajneesh Rajneesh, SAS Institute
14:	How to Tell the Truth with Statistics Using Graphs: Three Plots Showing That Daily Change in the DOW (at Closing) Is Random — John Stedl

233 *	Mon, 8/1/2016, 2:00 PM - 3:50 PM	CC-W184d
Statistics for Business Process Improvement — Topic Contributed Papers
Business and Economic Statistics Section , Section on Statistics in Marketing
Organizer(s): Beatriz E. Etchegaray Garcia, IBM Research
Chair(s): Beatriz E. Etchegaray Garcia, IBM Research
2:05 PM	Optimizing the Customer Experience Using Statistical Methods — Cheryl Flynn ; David Poole, AT&T Labs Research ; DeDe Paul, AT&T Labs Research
2:25 PM	Quantifying Tail Risk in Health Insurance Pools with Extreme Value Theory — Grant Weller, Savvysherpa
2:45 PM	Hierarchical Time Series Forecasting — Julie Novak, IBM ; Beatriz E. Etchegaray Garcia, IBM Research ; Yasuo Amemiya, IBM Research
3:05 PM	Floor Discussion

256	Mon, 8/1/2016, 2:00 PM - 3:50 PM	CC-W184a
Forecasting and ARMA Modeling — Contributed Papers
Business and Economic Statistics Section , Statistics in Business Schools Interest Group
Chair(s): Brian Monsell, U.S. Census Bureau
2:20 PM	Time Series Model Selection via Adpative Sparse Estimation — Seong-Tae Kim, North Carolina A&T State University ; Kendra Kirby, North Carolina A&T State University
2:35 PM	Forecasting Using Sparse Cointegration — Ines Wilms ; Christophe Croux, KU Leuven
2:50 PM	Time Series Models of Supply Chain Inventory Data — Morris Morgan, Hampton University ; Carolyn Bradshaw Morgan, Hampton University ; Eric Abram Morgan, St. Michael's ; Kristin Denise Morgan, University of Kentucky
3:05 PM	Optimal Reconciliation of Constrained and Unconstrained Apparel Demand Forecasts Using a Hierarchical Time Series Approach — Ginger Holt, Walmart Labs
3:20 PM	Post-Model Selection Estimation for Regression Models with Spatial Autoregressive Error — Liqian Cai, Michigan State University ; Tapabrata Maiti, Michigan State University
3:35 PM	Information Sharing in Supply Chains — Vladimir Kovtun, Yeshiva University Sy Syms School of Business ; Avi Giloni, Sy Syms School of Business ; Clifford Hurvich, New York University Stern School of Business

213515	Mon, 8/1/2016, 6:00 PM - 7:30 PM	H-PDR5
Business and Economic Statistics Section Executive Committee Meeting — Other Cmte/Business
Business and Economic Statistics Section
Chair(s): Ana Aizcorbe

288 * !	Tue, 8/2/2016, 8:30 AM - 10:20 AM	CC-W184bc
Economic and Business Applications in High-Dimensional and Big Data Contexts — Invited Papers
Business and Economic Statistics Section , Royal Statistical Society
Organizer(s): Tapabrata Maiti, Michigan State University
Chair(s): Tapabrata Maiti, Michigan State University
8:35 AM	Variable Selection in Empirical Economics: Potential Pitfalls and Solutions — Christian Hansen, The University of Chicago Booth School of Business ; Esther Duflo, MIT ; Victor Chernozhukov, MIT ; Maddie McKelway, MIT
9:00 AM	Functional Regression Models for Large Spatial Data with Endogeneity and Unstructured Dependence — Arnab Bhattacharjee, Heriot-Watt University ; Tapabrata Maiti, Michigan State University
9:25 AM	Autoregression on Multiple, Adaptively Detected Timescales for the Modeling of High-Frequency Returns — Rafal Baranowski, London School of Economics ; Piotr Fryzlewicz, London School of Economics
9:50 AM	Inherently High-dimensional Analysis with Indicator Saturation — Neil R. Ericsson, Federal Reserve Board
10:15 AM	Floor Discussion

301 * !	Tue, 8/2/2016, 8:30 AM - 10:20 AM	CC-W184d
Statistical Challenges in Big Data, Finance, and Business Analytics — Topic Contributed Papers
Business and Economic Statistics Section , Section on Statistics in Marketing , Statistics in Business Schools Interest Group
Organizer(s): Kai-Sheng Song , University of North Texas
Chair(s): Ta-Hsin Li, IBM T. J. Watson Research Center
8:35 AM	Statistical Challenges in Big Data Analysis of the Hotel Industry — Kai-Sheng Song , University of North Texas
8:55 AM	Unsupervised Anomaly Detection in Time Series with Application in Electricity Demand Forecasting — Bei Chen, IBM Research ; Mathieu Sinn, IBM Research ; Ulrike Fischer , IBM Research
9:15 AM	Marketing Market Value at Risk — Zhengjun Zhang, University of Wisconsin - Madison ; Zhicheng Wang, Peking University ; Yu Chen, University of Science and Technology of China
9:35 AM	Least Tail-Trimmed Absolute Deviation Estimation for Autoregressions with Infinite/Finite Variance — Rongning Wu, Baruch College
9:55 AM	Floor Discussion

345 *	Tue, 8/2/2016, 10:30 AM - 12:20 PM	CC-W176b
Time Series Seasonal Adjustment: Weekly Valued and Weather Adjustments — Topic Contributed Papers
Business and Economic Statistics Section
Organizer(s): James A. Livsey, U.S. Census Bureau
Chair(s): James D. Wilson, University of San Francisco
10:35 AM	The Use of Weather Data in the Analysis of Official Statistics Time Series — Jennifer Davies, Office for National Statistics
10:55 AM	Accommodating Weather Effects in Seasonal Adjustment — Osbert Pang, U.S. Census Bureau ; Brian Monsell, U.S. Census Bureau ; William Bell, U.S. Census Bureau ; James A. Livsey, U.S. Census Bureau
11:15 AM	An Examination of Weekly Seasonal Adjustment — Brian Monsell, U.S. Census Bureau ; Tucker McElroy, U.S. Census Bureau
11:35 AM	Variance Estimation for Weekly Seasonally Adjusted National UI Claims Series — Thomas Evans, Bureau of Labor Statistics ; Michael Sverchkov, Bureau of Labor Statistics
11:55 AM	A New Set of Asymmetric Filters for Real Time Trend-Cycle Estimation — Estella Dagum, University of Bologna ; Silvia Bianconcini, University of Bologna
12:15 PM	Floor Discussion

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
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

365	Tue, 8/2/2016, 10:30 AM - 12:20 PM	CC-W178b
Time Series Regression Modeling — Contributed Papers
Business and Economic Statistics Section
Chair(s): Steven Paben, Bureau of Labor Statistics
10:35 AM	Modeling Durations in High-Frequency Data Using Estimating Functions — Yaohua Zhang, University of Connecticut ; Jian Zou, Worcester Polytechnic Institute ; Nalini Ravishanker, University of Connecticut ; Aerambamoorthy Thavaneswaran, University of Manitoba
10:50 AM	ATM: Autoregressive Tail-Index Model for Financial Time Series — Zifeng Zhao, University of Wisconsin - Madison ; Zhengjun Zhang, University of Wisconsin - Madison ; Rong Chen, Rutgers University
11:05 AM	Asymptotics for Estimators Dating the Origination and Termination of Explosive Behavior in a Time Series — Mohitosh Kejriwal, Purdue University ; Pierre Perron, Boston University
11:20 AM	Testing Separability of Functional Time Series — Panayiotis Constantinou, Penn State University ; Piotr Kokoszka, Colorado State University ; Matthew Reimherr, Penn State University
11:35 AM	LM Cointegration Tests Allowing for an Unknown Number of Breaks: Implications for the Forward Rate Unbiasedness Hypothesis — Dong-Yop Oh, The University of Texas Rio Grande Valley ; Hyejin Lee, The University of Texas Rio Grande Valley

386	Tue, 8/2/2016, 12:30 PM - 1:50 PM	CC-W476
Economic Outlook Luncheon (Added Fee) — Roundtables Speaker with Lunch
Business and Economic Statistics Section
Organizer(s): Ana Aizcorbe
TL10:	Implications of Slowing U.S. Growth for the Near-Term Outlook — Robert Gordon, Northwestern University

437	Tue, 8/2/2016, 2:00 PM - 3:50 PM	CC-W175b
Inflation, Price Indexes, and Labor Statistics — Contributed Papers
Business and Economic Statistics Section , Scientific and Public Affairs Advisory Committee
Chair(s): Jesse Bricker, Board of Governors of the Federal Reserve System
2:05 PM	Review of the 2018 Consumer Price Index Geographic Revision — Steven Paben, Bureau of Labor Statistics
2:20 PM	Sample Size Optimization of the Consumer Price Index: An Implementation Using R — Harold Gomes, Bureau of Labor Statistics ; William Johnson, Bureau of Labor Statistics
2:35 PM	Breaking Down the Differences Between the CPI-U and C-CPI-U: Weights vs. Formula and by Items and Areas — Gregory Kurtzon, Bureau of Labor Statistics
2:50 PM	Measuring Inflation for Seasonal Items with High Product Turnover and Sticky-Upward Prices — Anya Stockburger, Bureau of Labor Statistics
3:05 PM	An Alternative Approach to USDA NASS Subcomponent Price Indexes — Kuan Chen, USDA/NASS ; Mark Gorsak, USDA/NASS
3:20 PM	Inputs to Industry Price Indexes Constructed from U.S. PPI and IPP Data — Jonathan Weinhagen, Bureau of Labor Statistics
3:35 PM	Predicting Industry Output with Statistical Learning Methods — Peter Meyer, Bureau of Labor Statistics ; Wendy Martinez, Bureau of Labor Statistics

450	Tue, 8/2/2016, 2:00 PM - 2:45 PM	CC-Hall F1 West
SPEED: Business, Finance, and Economic Statistics, Part 2A — Contributed Poster Presentations
Business and Economic Statistics Section , Statistics in Business Schools Interest Group
Chair(s): Genevera Allen, Rice University
21:	Improving the Measure of Correlation in Time Series Goodness-of-Fit Testing — Thomas Fisher, Miami University ; Michael Robbins, RAND Corporation
22:	Retrospective Social Discount Rates — James P. Howard, II, University of Maryland University College
23:	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
24:	Estimating Discrete Nonlinear Effects with a Single Instrumental Variable — Leonard Goff, Columbia University
25:	Comparison of Financial Cycles to Other Economic Cycles: Old Methods and New Dimension — Joselito Basilio, Bangko Sentral ng Pilipinas
26:	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
27:	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
28:	Economic Impact of Presidents and War: Did FDR or WW2 End the Great Depression? — Spencer Graves ; Jouni Helske, University of Jyväskylä
29:	Modeling Temperature-Based Financial Derivatives Through Dynamic Linear Models — David Engler, Brigham Young University ; Robert Erhardt, Wake Forest University
The oral portion will take place during Session 213152

453	Tue, 8/2/2016, 3:05 PM - 3:50 PM	CC-Hall F1 West
SPEED: Business, Finance, and Economic Statistics, Part 2B — Contributed Poster Presentations
Business and Economic Statistics Section , Statistics in Business Schools Interest Group
Chair(s): Genevera Allen, Rice University
21:	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
22:	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
25:	Measuring Mobile Financial Services: Surveying an Emerging Field — Ellen Merry, Federal Reserve Board
26:	Identifiability and Estimation in Non-Gaussian Mixed Frequency Structural VAR Models — Alex Tank ; Emily Fox, University of Washington ; Ali Shojaie, University of Washington
27:	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
28:	A Generalized Ordered Response Model — Kramer Quist, Brigham Young University ; James McDonald, Brigham Young University ; Carla Johnston, University of California at Berkeley
The oral portion will take place during Session 213152

213514	Tue, 8/2/2016, 6:00 PM - 7:30 PM	H-PDR6
Business and Economic Statistics Section Meeting — Other Cmte/Business
Business and Economic Statistics Section
Chair(s): Ana Aizcorbe

482 * !	Wed, 8/3/2016, 8:30 AM - 10:20 AM	CC-W184d
Time Series Modeling: Seasonality, Multivariate, and Testing — Topic Contributed Papers
Business and Economic Statistics Section , IMS
Organizer(s): James A. Livsey, U.S. Census Bureau
Chair(s): Robert Lund, Clemson University
8:35 AM	Identification, Estimation, and Applications of a Bivariate Long-Range Dependent Time Series Model with General Phase — Stefanos Kechagias, SAS Institute ; Vladas Pipiras, The University of North Carolina at Chapel Hill
8:55 AM	Sparse Seasonal and Periodic Vector Autoregressive Modeling — Vladas Pipiras, The University of North Carolina at Chapel Hill ; Changryong Baek, Sungkyunkwan University ; Richard A. Davis, Columbia University
9:15 AM	The Effects of Seasonal Heteroskedasticity on Trend Estimation and Seasonal Adjustment for Time Series — Thomas Trimbur, U.S. Census Bureau ; William Bell, U.S. Census Bureau
9:35 AM	Residual Diagnostics for Automated Model Selection — James A. Livsey, U.S. Census Bureau ; Tucker McElroy, U.S. Census Bureau ; Anindya Roy, U.S. Census Bureau
9:55 AM	Test Based on Frobenius Norm Distance of Spectral Matrices for Presence of Structural Components — Anindya Roy, U.S. Census Bureau ; Tucker McElroy, U.S. Census Bureau
10:15 AM	Floor Discussion

504	Wed, 8/3/2016, 8:30 AM - 10:20 AM	CC-W184a
Risk, Prediction, and Financial Econometrics — Contributed Papers
Business and Economic Statistics Section , Section on Physical and Engineering Sciences , Section on Risk Analysis
Chair(s): Lei Jin, Texas A&M University - Corpus Christi
8:35 AM	Confidence Intervals for Unknown Means of Both Skewed and Long-Range Dependent Populations — Kyungduk Ko, Boise State University
8:50 AM	Extracting Risk-Neutral Distributions Using CDS Spreads and Option Prices — Mohammad Jahan-Parvar, Federal Reserve Board ; Sirio Aramonte, Federal Reserve Board ; Sam Rosen, The University of North Carolina at Chapel Hill ; John Schindler, Federal Reserve Board
9:05 AM	Dynamic Modeling of Factor Risks in Multi-strategy Hedge Fund Investment Portfolios — Weiren Chang, JP Morgan
9:20 AM	Exchange Traded Funds with Variable Leverage — Valmira Hoxhaj, Oakland University ; Ravindra Khattree, Oakland University
9:35 AM	Asymptotic Expansion of One-Factor Merton Models with Non-Gaussian and Serially Correlated Innovations — Takayuki Shiohama, Tokyo University of Science
9:50 AM	Variable Selection for Corporate Bankruptcy Prediction: A Generalized Single-Index Approach — Shaobo Li, University of Cincinnati ; Yan Yu, University of Cincinnati
10:05 AM	Zero-Inflated Models vs. Hurdle Models in Modeling Auto Insurance Claims in an Emerging Market: A Case Study of Nigeria — Mary Akinyemi, University of Lagos ; Bisola Adijat Rufai, University of Lagos

550	Wed, 8/3/2016, 10:30 AM - 12:20 PM	CC-W194b
Risk Estimation — Contributed Papers
Business and Economic Statistics Section , Section on Risk Analysis , Statistics in Business Schools Interest Group
Chair(s): Daniel McDonald, Indiana University
10:35 AM	What Is the Best Model to Predict Real Failure of Hedge Funds? — Jose Faias, Catolica Lisbon SBE ; Leila Amorim, UFBA
10:50 AM	Goodness-of-Fit Assessment of Generalized Linear Models with Binary Response When Overdispersion Presents — Jin Xia, GE Global Research ; Radu Neagu, GE Global Research
11:05 AM	Assessing Value at Risk in Mortgage Credit — Robert Kevin Winkler, George Mason University ; James E. Gentle, George Mason University
11:20 AM	Cluster Analysis of Financial Institution Fraud: The Role of Civil Money Penalties — Sharon Pedersen
11:35 AM	Macroeconomic Factors and Banks' Operational Risk Losses: Is There Any Connection? — Vladimir Ladyzhets, Santander Bank/University of Connecticut
11:50 AM	Modeling Insurance Claims Using Skewed and Mixture Probability Distributions — Mohammad Aziz, University of Wisconsin - Eau Claire ; Aaron Leinwander, Security Health Plan
12:05 PM	Floor Discussion

588 * !	Wed, 8/3/2016, 2:00 PM - 3:50 PM	CC-W183b
Estimation of Heterogeneous Treatment Effects — Invited Papers
Business and Economic Statistics Section , Section on Statistics in Marketing
Organizer(s): Craig A. Rolling, University of Oregon
Chair(s): Craig A. Rolling, University of Oregon
2:05 PM	Estimation and Inference of Treatment Effect Heterogeneity in Randomized Experiments — Max H. Farrell, The University of Chicago Booth School of Business
2:30 PM	Estimation and Inference of Heterogeneous Treatment Effects Using Random Forests — Susan Athey, Stanford University ; Stefan Wager, Stanford University
2:55 PM	Making Sense of Digital Experiments with Bayesian Nonparametrics — Matt Taddy, Chicago Booth
3:20 PM	Sufficient Dimension Reduction for Treatment Effect Estimation — Wenbo Wu, University of Oregon ; Craig A. Rolling, University of Oregon
3:45 PM	Floor Discussion

642 * !	Thu, 8/4/2016, 8:30 AM - 10:20 AM	CC-W176b
Advances in Seasonal Adjustment and Time Series Analysis — Topic Contributed Papers
Business and Economic Statistics Section
Organizer(s): Gian Luigi Mazzi, European Commission - Eurostat
Chair(s): Rob Cage, Bureau of Labor Statistics
8:35 AM	Seasonal Adjustment of Short Time-Series: A Comparative Study — Enrico Infante, Eurostat ; Gian Luigi Mazzi, European Commission - Eurostat
8:55 AM	Weather Adjustment of Economic Output — Sven Schreiber, IMK, Hans Boeckler Foundation ; Erik Haustein, University of Kiel
9:15 AM	A Class of Periodic Trend Models for Economic Time Series — Gian Luigi Mazzi, European Commission - Eurostat ; Tommaso Proietti, Universita di Roma Tor Vergata ; Martyna Marczak, University of Hohenheim
9:35 AM	Quality Reporting for Seasonal Adjustment with JDemetra+ — Dominique Ladiray, INSEE
9:55 AM	CAMPLET: Seasonal Adjustment Without Revisions — Jan Jacobs, University of Groningen ; Barend Abeln, Retired
10:15 AM	Floor Discussion

663 *	Thu, 8/4/2016, 8:30 AM - 10:20 AM	CC-W176a
Bayesian Modeling with Economic Data — Contributed Papers
Business and Economic Statistics Section , International Society for Bayesian Analysis (ISBA) , Section on Bayesian Statistical Science
Chair(s): Julie Novak, IBM
8:35 AM	A Bayesian Approach to Multivariate Signal Extraction — Christopher Hassett, University of Missouri ; Scott H. Holan, University of Missouri ; Tucker McElroy, U.S. Census Bureau
8:50 AM	Bayesian Dynamic Linear Models for Strategic Asset Allocation — Jared Fisher, The University of Texas McCombs School of Business ; Carlos Carvalho, The University of Texas ; Davide Pettenuzzo, Brandeis University
9:05 AM	Region-Wise Variable Selection with Bayesian Group Lasso — Sayan Chakraborty, Michigan State University ; Tapabrata Maiti, Michigan State University
9:20 AM	Bayesian Estimate of PIN Model — Yu HUAN, Peking University ; Junni ZHANG, Peking University ; Mingjin WANG, Peking University
9:50 AM	A New Stochastic Regime-Switching Model with Time-Varying Regression Coefficients and Error Variances — Xiaojin Dong, SUNY Stony Brook
10:05 AM	Floor Discussion

676 * !	Thu, 8/4/2016, 10:30 AM - 12:20 PM	CC-W196c
Statistics in Finance — Invited Papers
Business and Economic Statistics Section , IMS
Organizer(s): Rituparna Sen, Indian Statistical Institute
Chair(s): Wenbo Wu, University of Oregon
10:35 AM	High-Dimensionality Effects on the Efficient Frontier — Rituparna Sen, Indian Statistical Institute
11:00 AM	Modeling Structured Correlation Matrices in Finance — Mohsen Pourahmadi, Texas A&M University
11:25 AM	Bayesian Modeling of High-Frequency Crude Oil Prices — Jonathan Stroud, Georgetown University ; Michael Johannes, Columbia University ; Norman Seeger, VU University
12:15 PM	Floor Discussion

706	Thu, 8/4/2016, 10:30 AM - 12:20 PM	CC-W195
Miscellaneous Topics in Business and Economics — Contributed Papers
Business and Economic Statistics Section
Chair(s): Jocelyne Arnott, HSBC Bank
10:35 AM	Ranking Economics Journals — Johan Lyhagen, Uppsala University ; Thommy Perlinger, Uppsala University
10:50 AM	Academic Salary Compression Across Disciplines and Over Time — James McDonald, Brigham Young University ; Jeff T. Sorensen, University of California at Berkeley
11:20 AM	Forecast Inflation from Individual Components: The Colombian Case — Wilmer Oswaldo Martinez, Banco de la República de Colombia ; Eliana Gonzalez, Banco de la República de Colombia
11:35 AM	Weather Impacts Over the Colombian Food Inflation — Luis Melo, Banco de la República de Colombia ; Daniel Parra, Banco de la República de Colombia ; Stev Abril, Banco de la República de Colombia
11:50 AM	Choosing a Dynamic Common Factor as a Coincident Index — Fabio H. Nieto, Universidad Nacional de Colombia ; Wilmer Oswaldo Martinez, Banco de la República de Colombia ; Pilar Poncela, Universidad Autonoma de Madrid
12:05 PM	Floor Discussion

JSM 2016 Online Program

Activity Details

ASA Meetings Department

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