Legend:
CC = Vancouver Convention Centre
F = Fairmont Waterfront Vancouver
* = applied session ! = JSM meeting theme
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33
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Sun, 7/29/2018,
2:00 PM -
3:50 PM
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CC-West 115
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Applications in Time Series Analysis — Contributed Papers
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Business and Economic Statistics Section
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Chair(s): Benjamin Risk, Emory University
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2:05 PM
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Predictive Inference for Locally Stationary Time Series with an Application to Climate Data
Srinjoy Das, UCSD; Dimitris Politis, UCSD
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2:20 PM
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On the Choice of Instruments in Mixed Frequency Speficication Tests
Yun Liu, Michigan Technological University; Yeonwoo Rho, Michigan Technological University
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2:35 PM
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Estimation of Change-Point for a Class of Count Time Series Models
Yunwei Cui, Towson University
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2:50 PM
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The Measurement of the Aggregate Economic Performance for the United States via the Composite Economic Index (CEI)
Brian Sloboda, University of Phoenix; Chandrasekhar Putcha, California State University, Fullerton
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3:05 PM
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Modeling Conditional Variance Functions Using Nonparametric Transfer Function Models
Jun Liu
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3:20 PM
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Forecasting U.S. Textile Comparative Advantage Using Autoregressive Integrated Moving Average Models and Time Series Outlier Analysis
Lori Rothenberg, NC State University; Zahra Saki, NC State University; Marguerite Moore, NC State University
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3:35 PM
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Floor Discussion
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