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507 Thu, 8/6/2020, 10:00 AM - 2:00 PM Virtual
Business, Time Series, and Spatial Analysis Methods — Contributed Papers
Business and Economic Statistics Section
Chair(s): Liangrui Sun, University of Nebraska - Lincoln
Nonparametric Smoothing of Time Series
James A Shine, US Army Corps of Engineers (retired); James E Gentle, George Mason University (retired)
American Stock Market in the Long Run
Andrey Sarantsev, University of Nevada in Reno
Heterogeneity in Firms: A Proxy Variable Approach for Quantile Production Functions
Justin Doty, University of Iowa; Suyong Song, University of Iowa
Firm Effect or Peer Effect: Evidence from Denmark
Jianhong Xin, University of Pennsylvania
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
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
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