Legend:
CC = Baltimore Convention Center,
H = Hilton Baltimore
* = applied session ! = JSM meeting theme
580 *
Wed, 8/2/2017,
2:00 PM -
3:50 PM
CC-328
Time Series and Factor Models — Contributed Papers
Business and Economic Statistics Section
Chair(s): Richard Windle, Board of Governors of the Federal Reserve System
2:05 PM
In-Curve Updating of Predictions for Functional Time Series
—
Shuhao Jiao, Department of Statistics, UC Davis ; Alexander Aue, University of California, Davis
2:20 PM
Efficient Estimation and Inference in Factor Models with Nonstationary Common And/Or Idiosyncratic Components
—
Haiqing Zhao, Purdue University ; Mohitosh Kejriwal, Purdue University
2:35 PM
Dynamic Factor Model for Functional Time Series
—
Israel Martínez Hernández ; Jesús Gonzalo, Universidad Carlos III de Madrid ; Graciela González Farías, Centro de Investigación en Matemáticas, CIMAT
2:50 PM
Knowing Factors or Factor Loadings, or Neither? Evaluating Estimators of Large Covariance Matrices with Noisy and Asynchronous Data
—
Kun Lu, Princeton University ; Chaoxing Dai, Booth School of Business University of Chicago ; Dacheng Xiu, University of Chicago
3:05 PM
Outlier Review during Concurrent Seasonal Adjustment of CES State and Area Series
—
Jonathan Creem, US Bureau of Labor Statistics
3:20 PM
Relative and Trend Revision Methods for Benchmarking Two Sets of Time Series
—
Lynn Imel
3:35 PM
Foreign Exchange Intervention Revisited: a New Way of Estimating Censored Models
—
Luis Melo, Banco de la Republica (Central Banck of Colombia) ; Mauricio Villamizar, Banco de la Republica (Central Bank of Colombia) ; Daniel Ordoñez, Banco de la Republica (Central Banck of Colombia)