Legend:
CC = Baltimore Convention Center,
H = Hilton Baltimore
* = applied session ! = JSM meeting theme
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338 *
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Tue, 8/1/2017,
10:30 AM -
12:20 PM
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CC-342
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Time Series and Forecasting — Contributed Papers
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Business and Economic Statistics Section
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Chair(s): Jesse Bricker, Federal Reserve Board
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10:35 AM
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Autoregressive Regime Switching Models for Dynamic Networks
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James Livsey, U.S. Census Bureau ; James D. Wilson, University of San Francisco
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10:50 AM
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Sparse Multi-Class Vector AutoRegressive Models
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Ines Wilms, KU Leuven ; Christophe Croux, KU Leuven ; Luca Barbaglia, KU Leuven
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11:05 AM
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Time Series Prediction and Predictor Selection in High-Dimensional Quantile Autoregressive Regression
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Dawit Zerom, California State University at Fullerton
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11:20 AM
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On Testing Goodness-of-Fit of AR(P) Model Through the Serial Dependence of the Residual Process
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Phyllis Wan, Columbia University ; Richard A. Davis, Columbia University ; Muneya Matsui, Nanzan University ; Thomas Mikosch, University of Copenhagen
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11:35 AM
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The Gini Autocovariance Function Applied to Heavy Tailed Linear Time Series
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Marcel Carcea, Western New England University ; Robert Serfling, University of Texas at Dallas
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11:50 AM
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Testing for Causality Between Two Time Series Using a Parametric Bootstrap
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Thomas Fisher, Miami University ; Zequn Sun, Medical University of South Carolina
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12:05 PM
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Floor Discussion
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