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507
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Thu, 8/6/2020,
10:00 AM -
2:00 PM
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Virtual
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Business, Time Series, and Spatial Analysis Methods — Contributed Papers
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Business and Economic Statistics Section
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Chair(s): Liangrui Sun, University of Nebraska - Lincoln
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Nonparametric Smoothing of Time Series
James A Shine, US Army Corps of Engineers (retired); James E Gentle, George Mason University (retired)
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American Stock Market in the Long Run
Andrey Sarantsev, University of Nevada in Reno
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Heterogeneity in Firms: A Proxy Variable Approach for Quantile Production Functions
Justin Doty, University of Iowa; Suyong Song, University of Iowa
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Firm Effect or Peer Effect: Evidence from Denmark
Jianhong Xin, University of Pennsylvania
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New Stratification and Allocation Procedure for Stratified Simple Random Sampling Without Replacement, with Application to Business Surveys
Naomi Baum, Israel Central Bureau of Statistics; Danny Pfeffermann, Israel Central Bureau of Statistics, Hebrew University of Jerusalem, Univ. of Southampton
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Spatial Automatic Subgroup Analysis for Areal Data with Repeated Measures
Xin Wang, Miami University; Zhengyuan Zhu, Iowa State University; Hao Helen Zhang, University of Arizona
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Statistical Methods for Bounded Time Series Data
Michael Bishop, University of Iowa; Jeffrey D. Dawson, University of Iowa College of Public Health, Department of Biostatistics
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