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Activity Details

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)
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