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Activity Details

346 ! Wed, 8/5/2020, 10:00 AM - 2:00 PM Virtual
Time Series: Stationarity, Non-Stationarity, Cointegration, ARCH Models, and GARCH Models — Contributed Papers
Business and Economic Statistics Section
Chair(s): Brian Sloboda, University of Phoenix
On Order Selection for ARFIMA and GARCH Processes
Hsueh-Han Huang, National Tsing Hua University; Ngai Hang Chan, Chinese University of Hong Kong; Ching-Kang Ing, National Tsing Hua University; Kun Chen, Southwestern University of Finance and Economics
Impact of Export and Import on Economic Growth: Time Series Evidence from India
Mitra Devkota, University of North Georgia
Adaptive Inference for a Semiparametric GARCH Model
Feiyu Jiang, Tsinghua University; Ke Zhu, The University of Hong Kong; Dong Li, Tsinghua University
Autoregressive Conditional Heteroscedastic Hidden Markov Model
Yi Zhang, Missouri Univeristy of Science and Technology; V A A. Samaranayake, Missouri University of Science and Technology
A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models
Xuewen Yu, Purdue University; Mohitosh Kejriwal, Purdue University; Pierre Perron, Boston University