Legend:
CC = Baltimore Convention Center,
H = Hilton Baltimore
* = applied session ! = JSM meeting theme
281 * !
Tue, 8/1/2017,
8:30 AM -
10:20 AM
CC-342
Advances in Time Series Methodology — Topic Contributed Papers
Business and Economic Statistics Section
Organizer(s): James Livsey, U.S. Census Bureau
Chair(s): James Livsey, U.S. Census Bureau
8:35 AM
Optimising Inflation Forecasts Based on Web-Scraped Price Data
—
Ben Powell, University of Bristol
8:55 AM
A Comparison of New Developments of the Henderson Filters for Real Time Trend-Cycle Analysis
—
Estella Dagum, University of Bologna ; Silvia Bianconcini, University of Bologna
9:15 AM
Comparing Mean Squared Errors in X-13ARIMA-SEATS Using Components Models
—
Osbert Pang, U.S. Census Bureau ; Brian Monsell, U.S. Census Bureau ; William Bell, U.S. Census Bureau
9:35 AM
Bayesian Estimation of Optimal Differencing Operator in Cointegrated Systems
—
Anindya Roy, University of Maryland at Baltimore County ; Tucker McElroy, U. S. Census Bureau
9:55 AM
Generalized Autoregressive Quasi-Score Models
—
Chaitra Nagaraja, Fordham University ; Aerambamoorthy Thavaneswaran, University of Manitoba ; Alexander Paseka, University of Manitoba
10:15 AM
Floor Discussion
