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CC = Baltimore Convention Center,    H = Hilton Baltimore
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Activity Details

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