JSM 2017 Online Program

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

Activity Details

3 * !	Sun, 7/30/2017, 2:00 PM - 3:50 PM	CC-338
Statistical Methods for Health Economics and Applied Econometrics in Health Policy — Invited Papers
Health Policy Statistics Section , Business and Economic Statistics Section , Biopharmaceutical Section , Conference on Statistical Practice Steering Committee
Organizer(s): Sherri Rose, Harvard Medical School
Chair(s): Haochang Shou, University of Pennsylvania
2:05 PM	Computational Health Economics for Health Care Spending — Sherri Rose, Harvard Medical School ; Savannah Bergquist, Harvard University ; Tim Layton, Harvard Medical School
2:30 PM	Technical Solutions for Practical Problems in Accounting for Medical and Non-Medical Risk in Massachusetts' Medicaid Program — Arlene S. Ash, University of Massachusetts Medical School
2:55 PM	Statistical Methods for Developing Cost-Effective Biomarker Combinations for Disease Diagnosis and Prognosis — Aasthaa Bansal, University of Washington ; Patrick Heagerty, University of Washington ; Lotte Steuten, Fred Hutchinson Cancer Research Center
3:20 PM	Meta-Learners for Estimating Conditional Average Treatment Effects Using Machine Learning — Sören Künzel, UC Berkeley ; Jasjeet Sekhon, UC Berkeley ; Peter Bickel, UC Berkeley ; Bin Yu, University of California, Berkeley
3:45 PM	Floor Discussion

14 * !	Sun, 7/30/2017, 2:00 PM - 3:50 PM	CC-304
Data Science with Semiparametric Bayes — Invited Papers
Section on Bayesian Statistical Science , International Society for Bayesian Analysis (ISBA) , Business and Economic Statistics Section
Organizer(s): Richard Hahn, University of Chicago
Chair(s): Carlos Carvalho, University of Texas at Austin
2:05 PM	Bayesian Causal Forests — Richard Hahn, University of Chicago ; Jared S Murray, Carnegie Mellon University ; Carlos Carvalho, University of Texas at Austin
2:35 PM	Semiparametric Approaches to Bayesian Inference in Binary Instrumental Variable Models — Jared S Murray, Carnegie Mellon University
3:05 PM	Semiparametric Inference for the Means of Heavy-Tailed Distributions — Hedibert Lopes, Insper ; Matt Taddy, University of Chicago Booth School of Business ; Matt Gardner, eBay
3:35 PM	Floor Discussion

30	Sun, 7/30/2017, 2:00 PM - 3:50 PM	CC-344
Bayesian Modeling and Time Series — Contributed Papers
Business and Economic Statistics Section
Chair(s): Brian Sloboda, University of Phoenix, Center for Management and Entrepreneurship (CME)
2:05 PM	Nonparametric Bayesian Survival Models in a Demand Forecasting Application — Ta-Hsin Li, IBM Watson Research Center
2:20 PM	A Bayesian Model for Forecasting Time Series in a Hierarchically Structured Organization — Julie Novak, IBM ; Beatriz Etchegaray, IBM Research
2:35 PM	Predictive Modeling with Composite of Popular Distributions — Min Deng, Towson University ; Mostafa S Aminzadeh, Towson University
2:50 PM	Conditional Maximum Likelihood Estimation for a Class of Observation-Driven Time Series Models for Count Data — Yunwei Cui, Towson University ; Qi Zheng, University of Louisville
3:05 PM	A Least Deviation Estimation Approach for Multivariate Regression — Silvey Shamsi, Ball State University ; Mian Adnan, Ball State University ; Rahmatullah Imon, Ball State University
3:20 PM	Testing High-Dimensional Mean Under Weak Serial Dependence — Runmin Wang, University of Illinois at Urbana-Champaign ; Xiaofeng Shao, University of Illinois, At Urbana-Champaign
3:35 PM	Combining Unit Root Tests with Machine Learning Techniques — Edward Herranz ; James Gentle, George Mason University

49 * !	Sun, 7/30/2017, 4:00 PM - 5:50 PM	CC-331/332
Statistical Inference for Large-Scale Financial Data — Invited Papers
IMS , Business and Economic Statistics Section , Society for Risk Analysis , Statistics in Business Schools Interest Group
Organizer(s): Yingying Li, Hong Kong University of Science and Technology
Chair(s): Yingying Li, Hong Kong University of Science and Technology
4:05 PM	Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model — Jianqing Fan, Princeton University ; Donggyu Kim, Princeton University
4:30 PM	Solve Financial Problems by Quantum Computing — Yazhen Wang, University of Wisconsin Madison
4:55 PM	Inference on Risk Premia Without a Fully Specified Factor Model — Dacheng Xiu, University of Chicago ; Stefano Giglio, University of Chicago
5:20 PM	Testing and Scoring High-dimensional Covariance Matrices When Heteroscedasticity is Present — Xinghua Zheng, HKUST ; Xinxin Yang, HKUST ; Jiaqi Chen, Harbin Institute of Technology ; Hua Li, Chang Chun University
5:45 PM	Floor Discussion

61	Sun, 7/30/2017, 4:00 PM - 5:50 PM	CC-325
New Developments in Complex Time Series Data — Topic Contributed Papers
IMS , Business and Economic Statistics Section , International Chinese Statistical Association
Organizer(s): Han Xiao, Rutgers University
Chair(s): Dong Wang, Princeton University
4:05 PM	A NEW APPROACH to DIMENSION REDUCTION for MULTIVARIATE TIME SERIES — Xiaofeng Shao, University of Illinois, At Urbana-Champaign
4:25 PM	Constrained Factor Model for High-Dimensional Matrix-Variate Time Series — Yi Chen, Rutgers Univ Statistics Dept ; Rong Chen, Rutgers University
4:45 PM	GRADIENT-BASED STRUCTURAL CHANGE DETECTION for NON-STATIONARY TIME SERIES M-ESTIMATION — Zhou Zhou, University of Toronto
5:05 PM	White Noise Test for High-Dimensional Time Series — Han Xiao, Rutgers University
5:25 PM	Baxter's Inequality and Sieve Bootstrap for Random Fields — Jens-Peter Kreiss, TU Braunschweig ; Marco Meyer, TU Braunschweig ; Carsten Jentsch, University of Mannheim
5:45 PM	Floor Discussion

65 * !	Sun, 7/30/2017, 4:00 PM - 5:50 PM	CC-349
Building a New and Essential Statistics Toolbox for Challenges in Finance and Business Analytics — Topic Contributed Papers
Business and Economic Statistics Section , Section for Statistical Programmers and Analysts , Section on Risk Analysis , Statistics in Business Schools Interest Group
Organizer(s): Kai-Sheng Song , Department of Mathematics, University of North Texas
Chair(s): Ta-Hsin Li, IBM Watson Research Center
4:05 PM	On Corporate Bankruptcy Prediction — Yan Yu, University of Cincinnati ; Aidong Ding, Northeastern University ; Shaonan Tian, San Jose State University ; Hui Guo, University of Cincinnati
4:25 PM	Stochastic Tail Index Model for High Frequency Financial Data with Bayesian Analysis — Zhengjun Zhang, University of Wisconsin ; Guangyu Mao, Beijing Jiaotong University
4:45 PM	A Statistical Approach to Corporate Debt Structure — Kai-Sheng Song , Department of Mathematics, University of North Texas
5:05 PM	Firm-Specic Risk-Neutral Distributions: The Role of CDS Spreads — Mohammad Jahan-Parvar, Federal Reserve Board of Governors ; Sirio Aramonte, Federal Reserve Board ; Samuel Rosen , University of North Carolina, Kenan-Flagler Business School ; John Schindler, Federal Reserve Board
5:25 PM	Exploration of Innovating Business with Analytics — Mingfei Li, Bentley University
5:45 PM	Floor Discussion

83	Sun, 7/30/2017, 8:30 PM - 10:30 PM	CC-Halls A&B
Your Invited Poster Evening Entertainment: No Longer Board — Invited Poster Presentations
Astrostatistics Special Interest Group , Biometrics Section , Biopharmaceutical Section , Business and Economic Statistics Section , ENAR , Government Statistics Section , IMS , International Society for Bayesian Analysis (ISBA) , Section for Statistical Programmers and Analysts , Section on Statistical Consulting , Section on Statistical Education , Section on Statistical Learning and Data Science , Section on Statistics and the Environment , Social Statistics Section , Survey Research Methods Section , Section on Statistics in Genomics and Genetics
Chair(s): Jessi Cisewski, Yale University
1:	Overview of SAMSI Program on Statistical, Mathematical and Computational Methods for Astronomy (ASTRO) — Gutti Jogesh Babu, The Pennsylvania State University ; David Jones, SAMSI / Duke
2:	A Multi-Resolution 3D Map of the Intergalactic Medium via the Lyman-Alpha Forest — Collin Eubanks, Carnegie Mellon University ; Jessi Cisewski, Yale University ; Rupert Croft, Carnegie Mellon University ; Doug Nychka, National Center for Atmospheric Research ; Larry Wasserman, Carnegie Mellon
3:	Testing Bayesian Galactic Mass Estimates Using Outputs from Hydrodynamical Simulations — Gwendolyn Eadie, McMaster University ; Benjamin Keller, McMaster University ; William Harris, McMaster University ; Aaron Springford, Queen's University
4:	Quantifying Discovery in Astro/Particle Physics: Frequentist and Bayesian Perspectives — David Van Dyk, Imperial College London ; Sara Algeri, Imperial College London ; Jan Conrad, University of Stockholm
5:	Computer Model Calibration to Enable Disaggregation of Large Parameter Spaces, with Application to Mars Rover Data — David Craig Stenning, SAMSI/Duke University ; Working Group 1 ASTRO Program, SAMSI
6:	The Association Between Copy Number Aberration, DNA Methylation, and Gene Expression — Wei Sun, Fred Hutchinson Cancer Research Center
7:	Rerandomization: a Flexible Framework for Experimental Design — Kari Lock Morgan, Penn State University
8:	IMs for IVs: An Inferential Model Approach to Instrumental Variable Regression — Nicholas Aaron Syring, NCSU ; Ryan Martin, NCSU
9:	Detecting Differential Gene Expression by Single-Cell RNA Sequencing — Mingyao R Li, University of Pennsylvania ; Cheng Jia, University of Pennsylvania ; Nancy Ruonan Zhang, Wharton School , University of Pennsylvania
10:	Statistical Science and Policy at the EPA — Elizabeth Mannshardt, US Environmental Protection Agency
11:	Approximate Message Passing Algorithms for High-Dimensional Regression — Cynthia Rush, Columbia University
12:	Generalized Fiducial Inference for High-Dimensional Data — Jan Hannig, University of North Carolina at Chapel Hill ; Jonathan P Williams, University of North Carolina at Chapel Hill
13:	The Combination of Confirmatory and Contradictory Statistical Evidence at Low Resolution — Ruobin Gong, Harvard University ; Xiao-Li Meng, Harvard University
14:	Approximate Confidence Distribution Computing: An Effective Likelihood-Free Method with Statistical Guarantees — Suzanne Thornton, Rutgers University ; Minge Xie, Rutgers University
15:	R Package TDA for Statistical Inference on Topological Data Analysis — Jisu Kim, Carnegie Mellon University
16:	Teaching a Large, Project-Based Statistical Consulting Class — Emily Griffith, NC State University
17:	Transforming Undergraduate Statistics Education Through Experiential Learning: It's Essential! — Tracy Morris, University of Central Oklahoma ; Cynthia Murray, University of Central Oklahoma ; Tyler Cook, University of Central Oklahoma
18:	The Geometry of Synchronization Problems and Learning Group Actions — Tingran Gao, Duke University ; Jacek Brodzki, University of Southampton ; Sayan Mukherjee, Duke University
19:	Sufficient Markov Decision Processes with Alternating Deep Neural Networks — Longshaokan Wang, North Carolina State University ; Eric Laber, North Carolina State University ; Katie Witkiewitz, University of New Mexico
20:	Optimal Dynamic Treatment Regimes Using Decision Lists — Yichi Zhang, Harvard University ; Eric Laber, North Carolina State University ; Anastasios (Butch) Tsiatis, North Carolina State University ; Marie Davidian, North Carolina State University
21:	Predicting Phenotypes from Microarrays Using Amplified, Initially Marginal, Eigenvector Regression — Lei Ding, Indiana University ; Daniel J. McDonald, Indiana University
22:	Computer Vision Meets Television — Taylor Arnold, University of Richmond ; Lauren Tilton, University of Richmond
23:	Generalized Fiducial Inference for Nonparametric Function Estimation — Randy C.S. Lai, University of Maine
24:	A Phylogenetic Transform Enhances Analysis of Compositional Microbiota Data — Justin David Silverman, Duke University ; Sayan Mukherjee, Duke University ; Lawrence A David, Duke University
25:	Bayesian Multispecies Ecological Models for Paleoclimate Reconstruction Using Inverse Prediction — John Tipton, Colorado State University ; Mevin Hooten, Colorado State University
26:	Fast Maximum Likelihood Inference for Spatial Generalized Linear Mixed Models — Yawen Guan, Penn State University ; Murali Haran, Pennsylvania State University
27:	Fair Prediction with Disparate Impact: a Study of Bias in Recidivism Prediction Instruments — Alexandra Chouldechova, Carnegie Mellon University
28:	I Ran a Nonresponse Follow-Up Survey; Now What Do I Do? — Phillip Kott, RTI

98 !	Mon, 7/31/2017, 8:30 AM - 10:20 AM	CC-336
Statistical Learning for Dependent Data — Invited Papers
Business and Economic Statistics Section , Section on Statistical Learning and Data Science , Section on Nonparametric Statistics
Organizer(s): Xianyang Zhang, Texas A&M University
Chair(s): Mohsen Pourahmadi, Texas A&M University
8:35 AM	Group Orthogonal Greedy Algorithm for Change-Point Estimation of Multivariate Time Series — Chun Yip Yau, Chinese University of Hong Kong
9:00 AM	Autoregressive Model for Matrix Valued Time Series — Rong Chen, Rutgers University ; Dan Yang, Rutgers University ; Han Xiao, Rutgers University
9:25 AM	Estimation of Sparse Vector Autoregressive Moving Averages — David S Matteson, Cornell University ; Ines Wilms, KU Leuven ; Jacob Bien, Cornell University
9:50 AM	Time Series Model Fitting and Regularization Methods — Soumendra N Lahiri, North Carolina State University
10:15 AM	Floor Discussion

106 * !	Mon, 7/31/2017, 8:30 AM - 10:20 AM	CC-346
Empirical Transforms, Saddlepoint Approximations, and Risk Assessment with Some Applications — Topic Contributed Papers
Section on Risk Analysis , Business and Economic Statistics Section , IMS
Organizer(s): Sucharita Ghosh, Swiss Federal Research Institute WSL
Chair(s): Sucharita Ghosh, Swiss Federal Research Institute WSL
8:35 AM	Estimation of the Tail Index Using Semiparametric Regression — Emanuele Taufer, University of Trento ; Mofei Jia, Xi'an Jiaotong-Liverpool University ; Maria Michela Dickson, University of Trento
8:55 AM	On Distributions of Ratios — Simon Broda, University of Amsterdam ; Raymond Kan, University of Toronto
9:15 AM	An Empirical Saddlepoint Approximation Based Method for Smoothing Survival Functions Under Right Censoring — Adao Trindade, Texas Tech University ; Pratheepa Jeganathan , Stanford University ; Noroharivelo Randrianampy, HECMMA ; Robert Paige, Missouri University of Science and Technology
9:35 AM	Portfolio Selection with Active Risk Monitoring — Pawel Polak, Columbia University ; Marc Paolella, University of Zurich
9:55 AM	Discussant: Keith Knight, Professor, Department of Statistical Sciences, University of Toronto
10:15 AM	Floor Discussion

159	Mon, 7/31/2017, 10:30 AM - 12:20 PM	CC-322
SPEED: Sports and Business — Contributed Speed
Section on Statistics in Sports , Business and Economic Statistics Section , Section on Statistical Learning and Data Science
Chair(s): Michael Rutter, Penn State Erie
10:40 AM	Player Tracking for Division I Women's College Hockey — Maxime Bost-Brown ; Michael Schuckers, St. Lawrence University
10:45 AM	Predicting NFL Player Success From Analysts' Diction — Hubert Song, North Carolina State University ; Karl Pazdernik, North Carolina State University
10:50 AM	No Punt Intended — Nicholas Eisemann, California State Univ Chico ; Camille Pensabene, St. John Fisher College ; Dylan Gouthro, Chico State ; Demond Handley, Kansas State University ; MyDoris Soto, California State University-Fullerton
10:55 AM	Quantifying the Causal Effects of Conservative Fourth Down Decision Making in the National Football League — Derrick Yam, Skidmore College ; Michael J. Lopez, Skidmore College
11:05 AM	Predict NBA 2016-2017 Regular Season MVP Winner — Mason Chen, Mason Chen Consulting
11:10 AM	Predict NBA 2016-2017 Regular Season Team Winning% — Timothy Liu ; Mason Chen, Mason Chen Consulting
11:30 AM	Operations Research on NCAA Football Re-Injury Prevention — Nelson Chung, U. S. Census Bureau
11:40 AM	Functional Clustering of Elo Ratings in Professional Soccer Leagues — jinglin feng, Pennsylvania State University ; Andrew Hwang, Pennsylvania State University
11:45 AM	Instrumental Variables Approaches in Hurdle Data — Jacqueline Mauro, Carnegie Mellon University
11:50 AM	Deep Learning Econometrics — Guanhao Feng ; Nicholas Polson, University of Chicago ; Jianeng Xu, University of Chicago
11:55 AM	Unexpected Customer Relationship Leads to Doubling Market Share Through Predictive Analytics and Data Mining — Steven Reagan, L&L Products, Inc.
12:00 PM	How Statistics Is Essential to Business Analytics — Mary Whiteside, University of Texas-Arlington ; Mark Eakin, The University of Texas at Arlington
12:05 PM	Finding the Edge in Baccarat's Dragon and Panda Side Bets — Robert Hannum, University of Denver ; Teresa Dalton, University of California, Irvine
12:10 PM	Floor Discussion

165 *	Mon, 7/31/2017, 10:30 AM - 12:20 PM	CC-349
Statistics for Business and Financial Markets — Contributed Papers
Business and Economic Statistics Section
Chair(s): Meng-Chen Hsieh, Rider University
10:35 AM	Validating a Time Series Model for Supply Chain Inventory Data — Morris Morgan, Hampton University ; Carolyn Bradshaw Morgan, MECK Limited,LLC ; Eric Abram Morgan, St. Michael's Inc. ; Kristin Morgan, University of Connecticut
10:50 AM	Circulant SSA: a New Automated Procedure for Signal Extraction with Applications to Business Cycle — Eva Senra, University of Alcala ; Juan Bógalo, Universidad de Alcalá ; Pilar Poncela, European Commission, Joint Research Centre (JRC)
11:05 AM	Automatic Forecasting of Hourly Electricity Demand with a Computationally Efficient Semiparametric Time Series Model — Jun Liu, Georgia Southern University
11:20 AM	A Temporal Appraisal of Profitability in the Fortune 500: 1955 - 2016 — Leo Upchurch, Tuskegee University (CBIS) ; Fan University Wu, Tuskegee University (CBIS)
11:35 AM	Estimating Chinese Treasury Yield Curves with Bayesian Smoothing Splines — Zhuoqiong He ; Xiaojun Tong, China Securities Index Co., Ltd ; Dongchu Sun, University of Missouri
11:50 AM	Tobacco Consumption in Thailand: a Study of the Nonlinear Relationships Between Tobacco, Alcohol, Gambling, and Demographic Factors — Pannapa Changpetch, Bentley University ; Dominique Haughton, Bentley University
12:05 PM	Regime Switching Asymmetric-GARCH Models for Estimating Financial Risk in the Nigerian Stock Index — Mary Akinyemi, University of Lagos ; Georgi Boshnakov, University of Manchester

225 * !	Mon, 7/31/2017, 2:00 PM - 3:50 PM	CC-330
Using Administrative Data to Improve Surveys — Topic Contributed Papers
Business and Economic Statistics Section
Organizer(s): Bruce MEYER, University of Chicago
Chair(s): Bruce MEYER, University of Chicago
2:05 PM	Errors in Reporting and Imputation of Government Benefits and Their Implications — Nikolas Mittag ; Pablo Celhay, School of Government, P. Universidad Católica de Chile ; Bruce MEYER, University of Chicago
2:25 PM	Investigating the Use of Administrative Records Income Information in the Consumer Expenditure Survey — Quentin Brummet, U.S. Census Bureau ; Laura Erhard, Bureau of Labor Statistics ; Brett McBride, Bureau of Labor Statistics ; John Voorheis, U.S. Census Bureau ; Joshua Mitchell, U.S. Census Bureau
2:45 PM	Utilizing Indirectly Linked Federal Administrative Records for Survey Nonresponse Bias Evaluation and Adjustment — Joseph Sakshaug, The University of Manchester ; Manfred Antoni, Institute for Employment Research
3:05 PM	Discussant: Michael Davern, NORC at the University of Chicago
3:25 PM	Discussant: David Johnson, University of Michigan
3:45 PM	Floor Discussion

250	Mon, 7/31/2017, 2:00 PM - 2:45 PM	CC-Halls A&B
SPEED: Sports and Business — Contributed Poster Presentations
Section on Statistics in Sports , Business and Economic Statistics Section , Section on Statistics in Marketing , Section on Statistical Learning and Data Science
Chair(s): Jessi Cisewski, Yale University
2:	Player Tracking for Division I Women's College Hockey — Maxime Bost-Brown ; Michael Schuckers, St. Lawrence University
3:	Predicting NFL Player Success From Analysts' Diction — Hubert Song, North Carolina State University ; Karl Pazdernik, North Carolina State University
4:	No Punt Intended — Nicholas Eisemann, California State Univ Chico ; Camille Pensabene, St. John Fisher College ; Dylan Gouthro, Chico State ; Demond Handley, Kansas State University ; MyDoris Soto, California State University-Fullerton
5:	Quantifying the Causal Effects of Conservative Fourth Down Decision Making in the National Football League — Derrick Yam, Skidmore College ; Michael J. Lopez, Skidmore College
7:	Predict NBA 2016-2017 Regular Season MVP Winner — Mason Chen, Mason Chen Consulting
8:	Predict NBA 2016-2017 Regular Season Team Winning% — Timothy Liu ; Mason Chen, Mason Chen Consulting
11:	Operations Research on NCAA Football Re-Injury Prevention — Nelson Chung, U. S. Census Bureau
13:	Functional Clustering of Elo Ratings for Competitive Balance Analysis in Professional Soccer Leagues — jinglin feng, Pennsylvania State University ; Andrew Hwang, Pennsylvania State University
14:	Instrumental Variables Approaches in Hurdle Data — Jacqueline Mauro, Carnegie Mellon University
15:	Deep Learning Econometrics — Guanhao Feng ; Nicholas Polson, University of Chicago ; Jianeng Xu, University of Chicago
16:	Unexpected Customer Relationship Leads to Doubling Market Share Through Predictive Analytics and Data Mining — Steven Reagan, L&L Products, Inc.
17:	How Statistics Is Essential to Business Analytics — Mary Whiteside, University of Texas-Arlington ; Mark Eakin, The University of Texas at Arlington
18:	Finding the Edge in Baccarat's Dragon and Panda Side Bets — Robert Hannum, University of Denver ; Teresa Dalton, University of California, Irvine
The Speed portion will take place during Session 214525

214787	Mon, 7/31/2017, 6:00 PM - 7:30 PM	CC-335
Business and Economic Statistics Section Executive Committee Meeting (Closed) — Other Cmte/Business
Business and Economic Statistics Section
Chair(s): Ron Jarmin, US Census Bureau

270 *	Tue, 8/1/2017, 8:30 AM - 10:20 AM	CC-339
Intersection of Econometrics and Biometrics in Making Policy and Treatment Determinations — Invited Papers
Business and Economic Statistics Section , Biometrics Section , ENAR
Organizer(s): Eva Petkova, New York University School of Medicine
Chair(s): Thaddeus Tarpey, Wright State University
8:35 AM	On Estimating Regression-Based Causal Effects Using Sufficient Dimension Reduction — Wei Luo, Baruch College ; Yeying Zhu, University of Waterloo ; Debashis Ghosh, Colorado School of Public Health
9:00 AM	Generated Effect Modifiers in Linear and Nonparametric Models — Eva Petkova, New York University School of Medicine ; Thaddeus Tarpey, Wright State University ; Hyung Park, Columbia University ; Zhe Su, New York University School of Medicine ; R. Todd Ogden, Department of Biostatistics, Columbia University
9:25 AM	Learning heterogeneity in causal inference using sufficient dimension reduction — Wenbo Wu, University of Oregon ; Wei Luo, Baruch College ; Yeying Zhu, University of Waterloo
9:50 AM	Sparse semi-parametric generated effect modifiers — Hyung Park, Columbia University ; Eva Petkova, New York University School of Medicine ; Thaddeus Tarpey, Wright State University ; R. Todd Ogden, Department of Biostatistics, Columbia University
10:15 AM	Floor Discussion

271 *	Tue, 8/1/2017, 8:30 AM - 10:20 AM	CC-317
Methodological Challenges for Handling Unmeasured Confounders in Causal Inference with Social Science Data — Invited Papers
Social Statistics Section , Business and Economic Statistics Section , Section on Statistics in Epidemiology
Organizer(s): Hyunseung Kang, Economics, Stanford Graduate School of Business, Stanford University
Chair(s): Hyunseung Kang, Economics, Stanford Graduate School of Business, Stanford University
8:35 AM	Inference in an Instrumental Variables Model with Heterogeneous Treatment Effects and Many Instruments — Michal Kolesar, Princeton University ; Kirill Evdokimov, Princeton University
9:00 AM	When Should We Use Linear Fixed Effects Regression Models for Causal Inference with Longitudinal Data? — Kosuke Imai, Princeton University ; In Song Kim, MIT
9:25 AM	Recovering Causal Effects from an Experimental Benchmark Using Multilevel Matching — Luke Keele, Georgetown University ; Samuel Pimentel, Wharton
9:50 AM	"Methodological Challenges for Handling Unmeasured Confounders in Causal Inference with Social Science Data — Reagan M Rose, Harvard University ; Luke Miratrix, Harvard University ; Aaron Kaufman, Harvard University ; Jason Anastasopoulos, University of Georgia

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

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

360	Tue, 8/1/2017, 12:30 PM - 1:50 PM	CC-301/302
Economic Outlook Luncheon (Added Fee) — Roundtables Speaker with Lunch
Business and Economic Statistics Section
Organizer(s): David S Matteson, Cornell University
TL08:	The View of the Economy Through the Lens of Financial Accounts: Improving Economic Measurement at the JPMorgan Chase Institute — Chris Wheat, JPMorgan Chase Institute

402 *	Tue, 8/1/2017, 2:00 PM - 3:50 PM	CC-320
Variance, Change Points, and Outliers — Contributed Papers
Business and Economic Statistics Section
Chair(s): Robert Reynolds
2:05 PM	A Thresholding-Based Prewhitened Long-Run Variance Estimator and Its Dependence-Oracle Property — Ting Zhang, Boston University
2:20 PM	Multivariate Stochastic Volatility Modeling via the Spectral Decomposition — Victor Solo, University of New South Wales
2:35 PM	Addressing 'Consistent but Fragile:' New Tools for Robust Covariance Matrix Estimation and Outlier Identification — Randal Verbrugge, Federal Reserve Bank of Cleveland ; Christian Garciga, Federal Reserve Bank of Cleveland
2:50 PM	Estimation of Correlation Matrix with Block Structure — Xialu Liu, San Diego State University
3:05 PM	Asymptotic Distribution Free Change-Point Detection for Modern Data — Lynna Chu, University of California, Davis ; Hao Chen, University of California, Davis
3:20 PM	Variance Change Point Detection and Its Variations for Robustness — Kyungduk Ko, Boise State University
3:35 PM	Adaptive Detection of Variance Change Point — Santosh Srivastava, IBM Research, New Delhi India ; Ritwik Chaudhuri, IBM India Pvt. ltd. ; Ankur Narang, IBM Research New Delhi India ; Maya Gupta, Google Research ; Sudhanshu Singh, IBM India Pvt. ltd.

214788	Tue, 8/1/2017, 6:00 PM - 7:30 PM	H-Key Ballroom 9
Business and Economic Statistics Section Meeting — Other Cmte/Business
Business and Economic Statistics Section
Chair(s): Ron Jarmin, US Census Bureau

214789	Tue, 8/1/2017, 7:30 PM - 9:00 PM	H-Key Ballroom 9
Business and Economic Statistics Reception — Other Cmte/Business
Business and Economic Statistics Section
Chair(s): Ron Jarmin, US Census Bureau

448 * !	Wed, 8/2/2017, 8:30 AM - 10:20 AM	CC-336
The Essential Role of Statistics in Modeling Complex Data in Business and Economics — Invited Papers
Section on Statistics in Marketing , Business and Economic Statistics Section , International Chinese Statistical Association , Statistics in Business Schools Interest Group
Organizer(s): Wenjiang Fu, University of Houston
Chair(s): Xiaotong T Shen, University of Minnesota
8:35 AM	Spectral Methods Meet EM: a Provably Optimal Algorithm for Crowdsourcing — Xi Chen, NYU
9:00 AM	Modeling Smart WiFi Tracking Data and Customer Purchase Conversion — Jason Duan, University of Texas at Austin
9:25 AM	Trend of the US Family Income and Assets - a Bumpy Ride Around the Millennium — Wenjiang Fu, University of Houston
9:50 AM	Betting on Low Volatility — Zhaogang Song, Johns Hopkins University ; Lai Xu, Syracuse Univeristy ; Nicola Fusari, Johns Hopkins University
10:15 AM	Floor Discussion

453 * !	Wed, 8/2/2017, 8:30 AM - 10:20 AM	CC-330
Recent Developments in Seasonal Adjustment — Topic Contributed Papers
Business and Economic Statistics Section
Organizer(s): Gian Luigi Mazzi, Gopa Luxembourg
Chair(s): Tucker McElroy, U. S. Census Bureau
8:35 AM	Automatic Detection of Seasonality and Seasonal Adjustment Using Wavelets — Rebecca Killick, Lancaster University ; Ben Norwood, Lancaster University
8:55 AM	Seasonal Adjustment of Daily Data with JDemetra+ — Dominique Ladiray, INSEE
9:15 AM	A Comparative Analysis of Alternative Approaches for the Seasonal Adjustment of Daily and Weekly Data — Gian Luigi Mazzi, Gopa Luxembourg ; Dominique Ladiray, INSEE ; Jean Palate, National Bank of Belgium ; Tommaso Proietti, University of Rome II
9:35 AM	Assessing the Informational Content of Seasonality Tests by Random Forests of Conditional Inference Trees — Daniel Ollech, Deutsche Bundesbank ; Karsten Webel, Deutsche Bundesbank
9:55 AM	Issues Related to the Modeling and Adustment of High Frequency Time Series — Brian Monsell, U.S. Census Bureau ; Tucker McElroy, U. S. Census Bureau
10:15 AM	Floor Discussion

507 *	Wed, 8/2/2017, 10:30 AM - 12:20 PM	CC-328
Economic Forecasts and Macro Modeling — Contributed Papers
Business and Economic Statistics Section
Chair(s): Sarah Pack, Federal Reserve Board
10:35 AM	A Composite Economic Index for the United States' Economy: What Does This Index Tell Us? — Brian Sloboda, University of Phoenix, Center for Management and Entrepreneurship (CME) ; Chandrasekhar Putcha, California State University at Fullerton
10:50 AM	Constructing Diffusion Index Forecasts in Nonstationary Data Environments: The Role of Common Stochastic Trends — Mohitosh Kejriwal, Purdue University ; Haiqing Zhao, Purdue University
11:05 AM	Business Cycle Synchronization: A Bayesian Model of Survey Forecasts — Kajal Lahiri, SUNY - Albany ; Herbert Zhao, Towson University
11:20 AM	Cointegration of Health Expenditure and GDP with Smooth Breaks — Dong-Yop Oh, The University of Texas Rio Grande Valley ; Hyejin Lee, University of Texas Rio Grande Valley
11:35 AM	Continuous House Price Tiers — Douglas McManus, Freddie Mac
11:50 AM	Statistical Analysis of Economic Development in the Kingdom of Saudi Arabia (KSA) — Ashraf Ahmed, Morgan State University-Institute for Urban Research ; Amal Alshehri, Morgan State University
12:05 PM	Floor Discussion

520	Wed, 8/2/2017, 10:30 AM - 12:20 PM	CC-Halls A&B
Contributed Poster Presentations: Business and Economic Statistics Section — Contributed Poster Presentations
Business and Economic Statistics Section
Chair(s): Jessi Cisewski, Yale University
16:	Volatility Forecasting with Empirical Similarity: Japanese Stock Market Case — Yoshinori Kawasaki, Institute of Statistical Mathematics ; Takayuki Morimoto, Kwansei Gakuin University
17:	A GARCH Type Poisson Model for Time Series of Counts with Cyclically Varying Zero Inflation — Isuru Ratnayake, Missouri University of Science and Technology ; V A Samaranayake, Missouri University of Science and Technology
18:	An Investigation of Conditional Heteroscedasticity Structural Change in S&P 500 Returns — Jinyu Du ; V A Samaranayake, Missouri University of Science and Technology
19:	Empirical Likelihood Methods on Functional Time Series Data — Guangxing Wang, University of California, Davis ; Wolfgang Polonik, University of California, Davis
20:	A Comparison of IRT Models for Internet Ratings — Chiu-Hsing Weng, National Chengchi Univ
22:	A Comparison of PCE and CPI: Methodological Differences in US Inflation Calculation and Their Implications — Noah Johnson, Bureau of Labor Statistics

550 * !	Wed, 8/2/2017, 2:00 PM - 3:50 PM	CC-344
Differential Privacy in Statistical Agencies: Present and Future — Invited Papers
Government Statistics Section , Business and Economic Statistics Section
Organizer(s): Lars Vilhuber, Cornell University
Chair(s): Aleksandra Slavkovic, Pennsylvania State University
2:05 PM	Experiences with Differentially Private Geocoded Administrative Data — Jörg Drechsler, Institute for Employment Research ; Jordi Soria-Comas, Universitat Rovira i Virgili
2:30 PM	Differential Private Sign and Significance for Regression Coefficients — Andres Felipe Barrientos, Duke University ; Jerry Reiter, Department of Statistical Science, Duke University ; Ashwin Machanavajjhala, Duke University ; Yan Chen, Duke University
2:55 PM	Formal Privacy Methods Come to the U.S. Census Bureau's Flagship Products — John M Abowd, U.S. Census Bureau
3:20 PM	Discussant: Joshua Snoke, Pennsylvania State University
3:45 PM	Floor Discussion

558 * !	Wed, 8/2/2017, 2:00 PM - 3:50 PM	CC-329
Recent Developments in Statistics of Economic Data in High-Dimensional Contexts — Invited Papers
Business and Economic Statistics Section , JBES-Journal of Business & Economic Statistics , Social Statistics Section , Section on Statistical Learning and Data Science
Organizer(s): Arnab Bhattacharjee, Heriot-Watt University
Chair(s): Soutir Bandyopadhyay, Lehigh Univeristy
2:05 PM	A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices — Natalia Bailey, Monash University ; Hashem Pesaran, University of Southern California and Trinity College, Cambridge ; Vanessa Smith, University of York
2:35 PM	Post-Model Selection Estimation for Regression Models with Spatial Autoregressive Errors — Tapabrata Maiti, Michigan State University ; Liqian Cai, Liberty Mutual
3:05 PM	Structural Economic Models with Large Number of Potential Explanatory Variables and Inclusion/Exclusion Restrictions — Arnab Bhattacharjee, Heriot-Watt University ; Geoffrey Hewings, University of Illinois
3:35 PM	Floor Discussion

575 !	Wed, 8/2/2017, 2:00 PM - 3:50 PM	CC-318
Modernizing the Statistics Curriculum for Non-Statistics Majors to Meet the Demands of Data Science and Analytics — Topic Contributed Panel
Statistics in Business Schools Interest Group , Section on Statistical Education , Business and Economic Statistics Section
Organizer(s): Amy Phelps, Duquesne University
Chair(s): Robert Carver, Stonehill College
2:05 PM	Modernizing the Statistics Curriculum for Non-Statistics Majors to Meet the Demands of Data Science and Analytics
Panelists:	Dick DeVeaux, Williams College Robert Stine, University of Pennsylvania Gareth James, University of Southern California James Cochran, University of Alabama Kellie Keeling, Daniels College of Business, University of Denver
3:40 PM	Floor Discussion

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)

604 * !	Thu, 8/3/2017, 8:30 AM - 10:20 AM	CC-317
Recent Advances in High-Frequency and High-Dimensional Time Series — Topic Contributed Papers
Business and Economic Statistics Section , Section on Risk Analysis , International Indian Statistical Association
Organizer(s): Scott H. Holan, University of Missouri
Chair(s): Jiaxun Chen, University of Missouri-Columbia
8:35 AM	Modeling Financial Durations Using Estimating Functions — Nalini Ravishanker, University of Connecticut ; Yaohua Zhang, University of Connecticut ; Jian Zou, Worcester Polytechnic Institute ; Aerambamoorthy Thavaneswaran, University of Manitoba
8:55 AM	Efficient Portfolio Allocation with Sparse Volatility Estimation for High-Frequency Financial Data — Jian Zou, Worcester Polytechnic Institute
9:35 AM	Sparse Mean-Variance Portfolios: a Penalized Utility Approach — David Walker Puelz, University of Texas
9:55 AM	Multivariate Models of Realized Beta and Stochastic Volatility — Katherine Ensor, Rice University
10:15 AM	Floor Discussion

621 *	Thu, 8/3/2017, 8:30 AM - 10:20 AM	CC-319
Portfolio Choice, Stock Returns, Bankrupcty, and Default — Contributed Papers
Business and Economic Statistics Section
Chair(s): Kevin Moore, Federal Reserve Board
8:50 AM	Estimating Country Indexes Returns Based on Earnings Forecasts — Daiane Dos Santos, PUC - Rio de Janeiro ; Ricardo Weiss, R Weiss Consultoria
9:05 AM	Additive Logistic Model with Stochastic Macro-Economic Covariates for Corporate Bankruptcy Prediction — Xiaorui Zhu, University of Cincinnati, Lindner College of Business ; Yan Yu, University of Cincinnati ; Shaonan Tian, San Jose State University
9:20 AM	Bayesian Estimation of the Default Rate Distributions with Non-Gaussian Single Factor Models — Takayuki Shiohama, Tokyo University of Science
9:35 AM	Corporate Bankruptcy Prediction: a Penalized Semiparametric Index Hazard Model Approach — Shaobo Li, University of Cincinnati ; Shaonan Tian, San Jose State University ; Yan Yu, University of Cincinnati
9:50 AM	Valid Tests of Stock Return Predictability — Yang Guangyi, Guanghua School of Management, Peking University ; Wang Mingjin, Guanghua School of Management, Peking University
10:05 AM	Variable Selection for Portfolio Choice — Jin Liu, Peking University

632 *	Thu, 8/3/2017, 10:30 AM - 12:20 PM	CC-339
Using Big Data to Improve Official Economic Statistics — Invited Papers
Business and Economic Statistics Section , Government Statistics Section , Survey Research Methods Section , Statistics in Business Schools Interest Group
Organizer(s): Carma R Hogue, U.S. Census Bureau
Chair(s): Carma R Hogue, U.S. Census Bureau
10:35 AM	Using Passive Data Collection, System-to-System Data Collection, and Machine Learning to Improve Economic Surveys — Brian Arthur Dumbacher, U.S. Census Bureau ; Demetria Hanna, U.S. Census Bureau
10:55 AM	Using Big Data to Enhance US Census Bureau Economic Data Products — Rebecca Hutchinson, US Census Bureau ; Scott Scheleur, US Census Bureau
11:15 AM	Improving Regional Personal Consumption Expenditure Estimates Using Credit Card Transaction Data — Abe Dunn, Bureau of Economic Analysis ; Ledia Guci, Bureau of Economic Analysis ; Mahsa Gholizadeh, Bureau of Economic Analysis ; Bryn Whitmire, Bureau of Economic Analysis
11:35 AM	Discussant: Frauke Kreuter, University of Maryland
11:55 AM	Discussant: Wendy Dunn, Federal Reserve Board
12:15 PM	Floor Discussion

JSM 2017 Online Program

Activity Details

ASA Meetings Department

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