Name: 2020 Joint Statistical Meetings
Start: 2020-08-02T07:00:00+00:00
End: 2020-08-06

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* = applied session ! = JSM meeting theme

Activity Details

23 * !	Mon, 8/3/2020, 10:00 AM - 11:50 AM	Virtual
What Are High-Quality Statistics Worth? — Invited Panel
Business and Economic Statistics Section, Government Statistics Section, Social Statistics Section
Organizer(s): John Eltinge, Census Bureau
Chair(s): David Wessel, Hutchins Center, Brookings Institution
10:05 AM	What Are High-Quality Statistics Worth?
Panelists:	John Eltinge, Census Bureau John Fernald, Federal Reserve Bank of San Francisco and INSEAD Erica Groshen, Cornell University and former Commissioner of the Bureau of Labor Statistics Maurine Haver, Haver Analytics Jack Kleinhenz, Kleinhenz & Associates, LTD and National Retailers Association
11:40 AM	Floor Discussion

65 !	Mon, 8/3/2020, 10:00 AM - 2:00 PM	Virtual
Forecasting and Time Series Estimation — Contributed Papers
Business and Economic Statistics Section
Chair(s): Peter Zadrozny, Bureau of Labor Statistics
	Efficient Non-Parametric Spectral Density Estimation with Randomly Censored Data Jiaju Wu, University of Texas at Dallas; Sam Efromovich, University of Texas at Dallas
	Hierarchical Time Series Reconciliation Using Composite Likelihood Weijie Shen, Google; Casey Lichtendahl, University of Virginia; Kashif Yousuf, Google
	Improved boosted two parameter Breitung estimator: An application to the crude oil prices Talha Omer, Jönköping International Business School; Pär Henrik Sjölander, Jönköping International Business School, Jönköping University, Sweden; Kristofer Månsson, Jönköping International Business School, Jönköping University, Sweden; B M Golam Kibria, Florida International University FIU, Miami, USA

122 * !	Mon, 8/3/2020, 1:00 PM - 2:50 PM	Virtual
Advances in Nowcasting of Macroeconomic Variables: New Methods and Applications — Topic Contributed Papers
Business and Economic Statistics Section, Government Statistics Section, International Statistical Institute
Organizer(s): Baoline Chen, Bureau of Economic Analysis
Chair(s): Kyle Hood, Bureau of Economic Analysis
1:05 PM	Nowcasting Advance Estimate of Quarterly Personal Consumption of Services in the U.S. National Accounts Presentation Baoline Chen, Bureau of Economic Analysis; Kyle Hood, Bureau of Economic Analysis
1:25 PM	Nowcasting Canadian GDP with Density Combinations Tony Chernis, Bank of Canada; Taylor Webley, Bank of Canada
1:45 PM	Nowcasting Macroeconomic Aggregates in Argentina: Comparing Different Approaches Laura Inés D Amato, IIEP University of Buenos Aures; Emilio Blanco, Central Bank of Argentina; María Lorena Garegnani, Central Bank of Argentina; Fiorella D Dogliolo, Central Bank of Argentina
2:05 PM	Nowcasting Industrial Production Using Unconventional Data Sources Paolo Fornaro, Research Institute of the Finnish Economy
2:25 PM	Real-Time Density Nowcasts of U.S. Inflation: A Model-Combination Approach Saeed Zaman, Federal Reserve Bank of Cleveland and University of Strathclyde; Edward S. Knotek II, Federal Reserve Bank of Cleveland
2:45 PM	Floor Discussion

132 * !	Mon, 8/3/2020, 1:00 PM - 2:50 PM	Virtual
Statistics and Data Science for Vulnerable Populations in the US — Topic Contributed Panel
Royal Statistical Society, Business and Economic Statistics Section, Statistics Without Borders, Government Statistics Section
Organizer(s): Susana E Marquez Renteria, The Rockefeller Foundation
Chair(s): Susana E Marquez Renteria, The Rockefeller Foundation
1:05 PM	Data Science to Assist Vulnerable Population in the United States
Panelists:	Katherine Townsend, data.org Caitlin Augustin, DataKind Aras Jizan, Community Solutions Matthew Lindsay, Mastercard Matthew Wakeman, Benefits Data Trust
2:40 PM	Floor Discussion

137 * !	Tue, 8/4/2020, 10:00 AM - 11:50 AM	Virtual
On Structural Changes — Invited Papers
Business and Economic Statistics Section, Section on Statistical Computing, Royal Statistical Society
Organizer(s): Sucharita Ghosh, Swiss Federal Research Institute WSL
Chair(s): Jan Beran, University of Konstanz
10:05 AM	Change Point Detection of Growth Inflection to Confluence David S. Matteson, Cornell University
10:25 AM	Asymptotic Theory for Time Series with Changing Mean and Variance Liudas Giraitis, Queen Mary University of London; Violetta Dalla, National and Kapodistrian University of Athens; Peter M Robinson, London School of Economics
10:45 AM	Testing for Multiple Structural Breaks in Multivariate Long Memory Time Series Philipp Sibbertsen, Leibniz Universitaet Hannover; Kai Wenger, Leibniz University of Hannover; Simon Wingert, Leibniz University of Hannover
11:05 AM	On the Crossing of a Threshold Under Gaussian Subordination for Spatial Data Sucharita Ghosh, Swiss Federal Research Institute WSL
11:25 AM	Floor Discussion

161 * !	Tue, 8/4/2020, 10:00 AM - 11:50 AM	Virtual
Advances in Forecasting of Macroeconomic Variables: New Methods and Applications — Topic Contributed Papers
Business and Economic Statistics Section, Government Statistics Section, International Statistical Institute
Organizer(s): Kyle Hood, Bureau of Economic Analysis
Chair(s): Baoline Chen, Bureau of Economic Analysis
10:05 AM	Quantile Density Combination: An Application to US GDP Forecasts Knut-Are Aastveit, Norges Bank; Giulia Mantoan, Warwick Business School, University of Warwick; Saskia Are ter Ellen, Norges Bank
10:25 AM	Cross-Temporal Forecast Reconciliation: Optimal Combination Method and Heuristic Alternatives Presentation Tommaso Di Fonzo, University of Padova; Daniele Girolimetto, University of Padova
10:45 AM	Measuring disagreement in probabilistic and density forecasts Minchul Shin, Federal Reserve Bank of Philadelphia; Ryan Cumings, US Census Bureau; Keith Sill, Federal Reserve Bank of Philadelphia
11:05 AM	Forecasting Real GDP Growth with NIPA Aggregates: A Structural Time Series Approach Kyle Hood, Bureau of Economic Analysis; Baoline Chen, Bureau of Economic Analysis; Thomas Triumbur, US Census Bureau
11:25 AM	Weighted-Covariance Factor Decomposition of VARMA Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals Peter Zadrozny, Bureau of Labor Statistics; Baoline Chen, Bureau of Economic Analysis
11:45 AM	Floor Discussion

196 !	Tue, 8/4/2020, 10:00 AM - 2:00 PM	Virtual
Time Series Methods with Seasonal, Monthly, and Daily Data — Contributed Papers
Business and Economic Statistics Section
Chair(s): Neil Ericsson, Federal Reserve Board
	Using R in Seasonal Adjustment Production of Official Statistics Presentation Brian Monsell
	Quarterly Services Survey Seasonal Adjustment Expansion Karlesha G LeGrier, U.S. Census Bureau; Katrina Washington, U.S. Census Bureau; Erica Wong, U.S. Census Bureau; Micah Tyler, U.S. Census Bureau; Kenishea Donaldson, US Census Bureau; Eric Valentine, U.S. Census Bureau
	Challenges and Recent Developments in the Seasonal Adjustment of Daily Time Series Presentation Karsten Webel, Bundesbank
	Assessing the Contribution of Sampling Variance to Seasonal Adjustment Mean Squared Error Osbert Pang, U.S. Census Bureau; William Bell, U.S. Census Bureau
	Continuity Measures for Statistics Canada’s Longitudinal Business Database Mike Sirois, Statistics Canada; Javier Oyarzun, Statistics Canada; Alain Therrien, Statistics Canada; Costa Glikofridis, Statistics Canada
	Testing for Time-Variation in Trading-Day Effects on Monthly Time Series Thomas Triumbur, US Census Bureau; William Bell, U.S. Census Bureau

211	Tue, 8/4/2020, 10:00 AM - 2:00 PM	Virtual
Contributed Poster Presentations: Business and Economic Statistics Section — Contributed Poster Presentations
Business and Economic Statistics Section
3:	Examining the Effects of Expanded Trading Hours Using High Frequency Data in Finance Yoshinori Kawasaki, Institute of Statistical Mathematics
6:	The External Debt and Its Impact on Economic Growth and Investment in ECOWAS Countries Brian Sloboda, University of Phoenix; Yaya Sissoko, Indiana University of Pennsylvania; Michael Safo Oduro, University of Northern Colorado
7:	Automated Forecasting for Business Improvement Satkartar Kinney, RTI International
8:	Application of Variable Selection Algorithms on Macroeconomic Forecasting Zhenzhong Wang, Iowa State University; Zhengyuan Zhu, Iowa State University; Cindy Yu, Iowa State University
9:	Forecasting Volatility in Agricultural Commodity Markets Using the Limit Order Book Julieta Frank, University of Manitoba; Damla Oz, University of Manitoba
10:	Stochastic Frontier Estimation of the Technical Efficiency of Seaports in the United States Neela Manage, Florida Atlantic University
11:	Decomposing Variance in Wages Using Longitudinal Surveys Sarah Teichman, University of Washingon; Tyler McCormick, University of Washington

227	Tue, 8/4/2020, 12:00 PM - 1:00 PM	Virtual
Economic Outlook Lunchtime Speaker — Roundtables Speaker with Lunch
Business and Economic Statistics Section
Chair(s): Adriana Kugler, Georgetown University
12:00 PM	Speaker Introduction Adriana Kugler, Georgetown University
12:05 PM	An Evaluation of the Paycheck Protection Program Using Administrative Payroll Microdata David Autor, MIT Department of Economics

257 *	Tue, 8/4/2020, 1:00 PM - 2:50 PM	Virtual
Online Experimentation at Scale: Challenges and Solutions — Invited Panel
Section on Statistical Learning and Data Science, Business and Economic Statistics Section, Section for Statistical Programmers and Analysts, Quality and Productivity Section
Organizer(s): Martin Tingley, Netflix
Chair(s): Iavor Bojinov, Harvard Business School
1:05 PM	Online Experimentation at Scale: Challenges and Solutions
Panelists:	Martin Tingley, Netflix Somit Gupta, Microsoft Xiaolin Shi, Snap Myoungji Lee, Lyft Guillaume Saint-Jacques, LinkedIN Dennis Sun, Cal Poly and Google
2:40 PM	Floor Discussion

270 *	Tue, 8/4/2020, 1:00 PM - 2:50 PM	Virtual
Bayesian Data Science and Analytics — Topic Contributed Papers
Section on Bayesian Statistical Science, Business and Economic Statistics Section
Organizer(s): Ehsan S Soofi, University of Wisconsin-Milwaukee
Chair(s): Minchul Shin, Federal Reserve Bank of Philadelphia
1:05 PM	Modeling Power Outages via Markov Modulated Compound Poisson Processes: A Bayesian Approach Atilla Ay, George Washington University ; Suleyman Ozekici, Koc University; Refik Soyer, George Washington University
1:25 PM	Sequential Bayesian Updating of Time Series of Proportions Refik Soyer, George Washington University
1:45 PM	Bayesian Deep Survival Analysis Models for Heterogeneous Electronic Health Record Data Sounak Chakraborty, University of Missouri, Columbia
2:05 PM	Bayesian Seemingly Unrelated Mean and Quantile Stochastic Frontier Model for Demand Ehsan S Soofi, University of Wisconsin-Milwaukee; Mahsa Mardikoraem, Unversity of Wisconsin-Milwaukee
2:25 PM	Discussant: Amos Golan, American University and Santa Fe Institute
2:45 PM	Floor Discussion

276 * !	Tue, 8/4/2020, 1:00 PM - 2:50 PM	Virtual
Enhancing the Dissemination of Data for the Public Good — Topic Contributed Panel
Social Statistics Section, Government Statistics Section, Business and Economic Statistics Section
Organizer(s): Barbara A. Downs, United States Census Bureau
Chair(s): John Eltinge, Census Bureau
1:05 PM	Enhancing the Dissemination of Data for the Public Good
Panelists:	Barbara A. Downs, United States Census Bureau Catherine Fitch, University of Minnesota Trent Alexander, University of Michigan Zachary Whitman, US Census Bureau
2:40 PM	Floor Discussion

284 * !	Wed, 8/5/2020, 10:00 AM - 11:50 AM	Virtual
Statistical Learning for Dependent and Complex Data: New Directions and Innovation — Invited Papers
Section on Statistics in Marketing, Business and Economic Statistics Section, Section on Statistical Learning and Data Science
Organizer(s): Guannan Wang, College of William and Mary
Chair(s): Guannan Wang, College of William and Mary
10:05 AM	Reduced Rank Autoregressive Models for Matrix Time Series Rong Chen, Rutgers University
10:30 AM	Fast and Fair Simultaneous Confidence Bands for Functional Parameters Matthew Reimherr, Penn State University
10:55 AM	High-Dimensional Sparse Nonlinear Vector Autoregressive Models Yuefeng Han, Rutgers University; Wei Biao Wu, University of Chicago; Likai Chen, Washington University in St. Louis
11:20 AM	Spatiotemporal Dynamics, Nowcasting and Forecasting COVID-19 in the United States Guannan Wang, College of William and Mary; Lily Wang, Iowa State University; Yueying Wang, Iowa State University
11:45 AM	Floor Discussion

344 !	Wed, 8/5/2020, 10:00 AM - 2:00 PM	Virtual
Methods in Financial Econometrics — Contributed Papers
Business and Economic Statistics Section
Chair(s): Taeyoung Doh, Federal Reserve Bank of Kansas City
	A Generalized Asymmetric Conditional Autoregressive Range Model Isuru Ratnayake, Missouri University of Science and Technology; V A A. Samaranayake, Missouri University of Science and Technology
	Bootstrap Prediction Intervals for FIGARCH Models Rukman Ekanayake; V A A. Samaranayake, Missouri University of Science and Technology
	Data Driven Individualized Portfolio Recommendation Duyeol Lee, University of North Carolina at Chapel Hill; Emily Butler, GSK; Eric B. Laber, North Carolina State University; Michael R. Kosorok, University of North Carolina at Chapel Hill
	A Two-Pass Penalized Cross-Sectional Regression Framework for Conditional Linear Factor Models in Large Equity Data Sets Gaetan Bakalli, University of Geneva; Olivier Scaillet, University of Geneva; Stéphane Guerrier, University of Geneva
	Enhanced Modeling and Parameter Estimation for Long-Horizon Return Predictability in Pure Jump Point Processes Meng-Chen Hsieh, Rider University; Clifford Hurvich, New York University
	Realized Measures and Statistical Inference for Stochastic Volatility Models Md. Nazmul Ahsan, McGill University

345 !	Wed, 8/5/2020, 10:00 AM - 2:00 PM	Virtual
Time Series and High-Dimensional Data — Contributed Papers
Business and Economic Statistics Section
Chair(s): James A Shine, US Army Corps of Engineers (retired)
	Sufficient Dimension Reduction in Forecasting Macroeconomic Series Data Jiaying Weng, Bentley University
	Statistical Learning and Energy Statistics for High-Dimensional Time Series John Schuler, George Mason University
	Principal Component Analysis Using Frequency Components of Multivariate Time Series Raanju Sundararajan, Southern Methodist University
	Economic, Social, and Environmental Impact of Eliminating Vehicles in Central Business Districts Carolyn Carroll, Stat Tech, Inc.
	High-Dimensional Change Point Detection for Heteroscedastic Data Using Bootstrap Teng Wu, University of Illinois, Urbana Champaign; Xiaofeng Shao, University of Illinois at Urbana-Champaign; Stanislav Volgushev, University of Toronto

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 Presentation Xuewen Yu, Purdue University; Mohitosh Kejriwal, Purdue University; Pierre Perron, Boston University

413 *	Wed, 8/5/2020, 1:00 PM - 2:50 PM	Virtual
Time Series with a Twist — Topic Contributed Papers
Business and Economic Statistics Section, Section on Nonparametric Statistics, IMS
Organizer(s): David S. Matteson, Cornell University
Chair(s): David S. Matteson, Cornell University
1:05 PM	Simultaneous Transformation and Rounding (STAR) Models for a Time Series of Counts Daniel Kowal, Rice University; Brian King, Rice University
1:25 PM	REMIS: Retrieval from Mixed Sampling Frequency Data: G-Identifiability and Estimation of Regular and Singular VAR(MA) Systems Manfred Deistler, Vienna University of Technology; Philipp Gersing, Vienna University of Technology, Institute for Advanced Studies Vienna
1:45 PM	Assessing Macroeconomic Tail Risks in a Data-Rich Environment Presentation Taeyoung Doh, Federal Reserve Bank of Kansas City; Thomas Cook, Federal Reserve Bank of Kansas City
2:05 PM	Random Forests for Time Series Forecasting Barbara Bailey, San Diego State University
2:25 PM	Floor Discussion

417 * !	Wed, 8/5/2020, 1:00 PM - 2:50 PM	Virtual
Best Practices for Preparing Students for a Career in Business Analytics/Data Science — Topic Contributed Panel
Business Analytics/Statistics Education Interest Group, Section on Statistical Learning and Data Science, Business and Economic Statistics Section
Organizer(s): Amy L Phelps, Duquesne University
Chair(s): George Recck, Babson University
1:05 PM	Best Practices for Preparing Students for a Career in Business Analytics/Data Science Presentation
Panelists:	Sudipta Dasmohapatra, Duke University Michael Posner, Villanova University Roger Hoerl, Union College Kimberly Hockman, Genesis Equipping Ministries
2:45 PM	Floor Discussion

421 !	Thu, 8/6/2020, 10:00 AM - 11:50 AM	Virtual
Recent Advances in Time Series and Temporal Data Analysis — Invited Papers
Business and Economic Statistics Section, Section on Statistical Learning and Data Science, Social Statistics Section
Organizer(s): Shujie Ma, University of California, Riverside
Chair(s): Shujie Ma, University of California, Riverside
10:05 AM	Semiparametric Modeling of Structured Point Processes Using Multi-Level Log-Gaussian Cox Processes Yongtao Guan, University of Miami
10:30 AM	Nonparametric Standard Errors for High Frequency Data Per Mykland, University of Chicago; Lan Zhang, University of Illinois at Chicago
10:55 AM	Relevant Two-Sample Tests for the Eigenfunctions of Covariance Operators Presentation Alexander Aue, University of California-Davis
11:20 AM	Smoothed Log-Concave Probability Mass Functions with Application to Time-Series of Counts Thibault Vatter, Columbia University
11:45 AM	Floor Discussion

441 * !	Thu, 8/6/2020, 10:00 AM - 11:50 AM	Virtual
Novel Statistical and Machine Learning Approaches for Business and Financial Services — Topic Contributed Papers
Section on Statistical Computing, Business and Economic Statistics Section, Section on Nonparametric Statistics
Organizer(s): Wei Qian, University of Delaware
Chair(s): Shanshan Ding, University of Delaware
10:05 AM	A Deep Learning Approach to Industry Classification Xiaohang Zhao, University of Delaware; Xiao Fang, University of Delaware; Jing He, University of Delaware; Olivia Sheng, The University of Utah
10:25 AM	Recent Developments on Multivariate Graph Constrained Models Presentation Brad Price, West Virginia University; Ben Sherwood, University of Kansas
10:45 AM	Biconvex Clustering with Adaptive Feature Selection Jason Xu, Duke University
11:05 AM	An Adaptive Algorithm to Multi-Armed Bandit Problem with High-Dimensional Covariates Wei Qian, University of Delaware; Ching-Kang Ing, National Tsing Hua University; Ji Liu, University of Rochester
11:25 AM	Floor Discussion

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 Presentation 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 Presentation 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

531 * !	Thu, 8/6/2020, 1:00 PM - 2:50 PM	Virtual
Urban Analytics: Modeling and Analysis of High Resolution Urban Data — Invited Papers
Social Statistics Section, Business and Economic Statistics Section, Government Statistics Section
Organizer(s): Shane Jensen, The Wharton School, University of Pennsylvania
Chair(s): Shane Jensen, The Wharton School, University of Pennsylvania
1:05 PM	Re-Examining the Law of Crime Concentration: Between-And Within-City Evidence Maria Cuellar, University of Pennsylvania; Aaron Chalfin, University of Pennsylvania; Jacob Kaplan, University of Pennsylvania
1:25 PM	Multivariate Temporal Modeling of Crime with Dynamic Linear Models Presentation Jarad Niemi, Iowa State University; Nate Garton, Iowa State University
1:45 PM	Spatial Clustering of Crime Trends in Urban Environments at Multiple Resolutions Cecilia Balocchi, University of Pennsylvania; Shane Jensen, The Wharton School, University of Pennsylvania; Edward George, University of Pennsylvania
2:05 PM	Inflection Points in Community-Level Homeless Rates Dennis Culhane, University of Pennsylvania; Thomas Byrne, Boston University; Chris Glynn, University of New Hampshire
2:25 PM	Discussant: Rachel Thurston, Stantec, Inc
2:45 PM	Floor Discussion

544 * !	Thu, 8/6/2020, 1:00 PM - 2:50 PM	Virtual
Winners: Business and Economic Statistics Student Paper Awards — Topic Contributed Papers
Business and Economic Statistics Section
Organizer(s): Daniel Kowal, Rice University
Chair(s): Daniel Kowal, Rice University
1:05 PM	Smoothed LSDV Estimation of Functional-Coefficient Panel Data Models with Two-Way Fixed Effects Presentation Shaymal Halder, Auburn University; Emir Malikov, University of Nevada, Las Vegas
1:25 PM	Optimized Partial Identification Bounds for Regression Discontinuity Designs with Manipulation Evan Rosenman, Stanford University; Daniel Kowal, Rice University; Karthik Rajkumar, Stanford University; Romain Gauriot, NYU; Robert Slonim, University of Sydney
1:45 PM	High Order Adjusted Block-Wise Empirical Likelihood for Weakly Dependent Data Guangxing Wang, University of California-Davis; Wolfgang Polonik, University of California, Davis
2:05 PM	Multivariate Modeling of Natural Gas Spot Trading Hubs Incorporating Futures Market Realized Volatility Robert Weylandt, Rice University; Katherine Ensor, Rice University; Yu Han, Rice University
2:25 PM	Discussant: Tucker S McElroy, U.S. Census Bureau
2:45 PM	Floor Discussion

573 * !	Thu, 8/6/2020, 3:00 PM - 4:50 PM	Virtual
Time Series:Testing and Forecasting — Topic Contributed Papers
Business and Economic Statistics Section, Section on Risk Analysis, International Chinese Statistical Association
Organizer(s): Mariana Saenz-Ayala, Georgia Southern University
Chair(s): Barbara Bailey, San Diego State University
3:05 PM	Testing for Differences in Path Forecast Accuracy Presentation Andrew Martinez, U.S. Department of the Treasury
3:25 PM	Evaluating Government Budget Forecasts Neil Ericsson, Federal Reserve Board; Andrew Martinez, U.S. Department of the Treasury
3:45 PM	Floor Discussion

574 !	Thu, 8/6/2020, 3:00 PM - 4:50 PM	Virtual
Survey and Administrative Data Linkage in a European Survey of Wealth — Topic Contributed Papers
Survey Research Methods Section, Government Statistics Section, Business and Economic Statistics Section
Organizer(s): Arthur B Kennickell, Stone Center, CUNY Graduate Center
Chair(s): Anne Parker, Internal Revenue Service
3:05 PM	Household Indebtedness in the Survey of Household Finances and the Central Credit Register: A Comparative Analysis for Spain Sandra García-Uribe, Banco De Espana; Olympia Bover, Banco de España; Laura Crespo, Banco de España
3:25 PM	Debt Affordability After Retirement, an Investigation of Survey Data and Administrative Databases Mauro Mastrogiacomo, Dutch National Bank
3:45 PM	Modifying the Sampling Design of the Panel on Household Finances in Wave 4: Aims and Challenges Presentation Panagiota Tzamourani, Deutsche Bundesbank; Rene Bernard, Deutsche Bundesbank; Tobias Schmidt, Deutsche Bundesbank
4:05 PM	Optimal Sampling Design with Administrative Sources for Household Finance Surveys Andrea Neri, Banca d'Italia
4:25 PM	Who's Asking? Interviewer Effects on Unit Nonresponse in the Household Finance and Consumption Survey Presentation Nicolas Albacete, Oesterreichische Nationalbank; Pirmin Fessler, Oesterreichische Nationalbank; Peter Lindner, Oesterreichische Nationalbank
4:45 PM	Floor Discussion

220160	Thu, 8/6/2020, 4:30 PM - 6:00 PM	Virtual
B&E Statistics Section Business Meeting and Reception — Other Cmte/Business
Business and Economic Statistics Section
Chair(s): Adriana Kugler, Georgetown University
The Business meeting to THURSDAY, AUGUST 6TH BETWEEN 4:30 AND 6 P.M. Zoom Link: https://amstat.zoom.us/j/99761885149?pwd=dVE4bVMyVzJ6QUc2RnNhVDEveU9ZUT09 Meeting ID: 997 6188 5149 Passcode: 388330

JSM 2020 Online Program

Activity Details

American Statistical Association