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CC = Baltimore Convention Center,    H = Hilton Baltimore
* = applied session       ! = JSM meeting theme

Activity Details

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
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