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CC = Colorado Convention Center   H = Hyatt Regency Denver at Colorado Convention Center
* = applied session       ! = JSM meeting theme

Activity Details

274 ! Tue, 7/30/2019, 8:30 AM - 10:20 AM CC-201
Macroeconomic Forecasting and Policy in Data Rich Digital Age Environments — Invited Papers
Business and Economic Statistics Section, Section on Risk Analysis, Section on Statistical Learning and Data Science
Organizer(s): Arnab Bhattacharjee, Heriot-Watt University
Chair(s): Liqian Cai, Liberty Mutual
8:35 AM Some High-Diemnesional Techniques for Analyzing Spatial and Other Complex Economic Data
Taps Maiti, Michigan State University
8:55 AM Prediction and Causal Inference Using Linear Regularized Regression with an Application to Commuting in Ireland
Achim Ahrens, Economic and Social Research Institute; Christian B Hansen, University of Chicago Booth School of Business; Mark E Schaffer, Heriot-Watt University
9:15 AM Financial Stress Scenario Development in a Data-Rich Environment - a Practitioner's View
Xin Wang, HSBC/ IHS Markit
9:35 AM Google Trends and the Macroeconomy: a Bayesian Mixed Frequency Approach
Arnab Bhattacharjee, Heriot-Watt University; David Kohns, Heriot-Watt University
9:55 AM Inference in High-Dimensional Models Without Regularization
Ying Zhu, UC San Diego; Kaspar Wuthrich, UC San Diego
10:15 AM Floor Discussion