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Activity Details


36 * !
Sun, 8/8/2021, 3:30 PM - 5:20 PM Virtual
Spatial and Spatio-Temporal Modeling of the Demographic and Economic Data — Invited Papers
Business and Economic Statistics Section, International Indian Statistical Association, Government Statistics Section
Organizer(s): Soutir Bandyopadhyay, Colorado School of Mines
Chair(s): Soumendra Lahiri, Washington University
3:35 PM Joint Bayesian Analysis of Multiple Response Types Using the Hierarchical Generalized Transformation Model
Jonathan R Bradley, Florida State University
3:55 PM Spatial Analysis and Modeling of Urbanization-Related Population and Land Use Dynamics
Jing Gao, University of Delaware
4:15 PM Tensor-Based Anomaly Detection from Large Spatio-Temporal Data
Taps Maiti, Michigan State University; Peide Li, Michigan State University
4:35 PM Advantages of Model Misspecification for Block Data
Soutir Bandyopadhyay, Colorado School of Mines; Douglas Nychka, Colorado School of Mines; Peter Simonson, CACI-BITS systems
4:55 PM Discussant: Douglas Nychka, Colorado School of Mines
5:15 PM Floor Discussion
 
 

42 !
Sun, 8/8/2021, 3:30 PM - 5:20 PM Virtual
Analysis of Dynamic High-Dimensional Data — Invited Papers
IMS, Business and Economic Statistics Section, JBES-Journal of Business & Economic Statistics
Organizer(s): Han Xiao, Rutgers, The State University of New Jersey
Chair(s): Daniel Kowal, Rice University
3:35 PM Autoregressive Networks
Qiwei Yao, London School of Economics and Political Science
4:00 PM Functional Autoregressive Processes via Reproducing Kernel Hilbert Spaces
Daren Wang, University of Notre Dame
4:25 PM Hierarchical Regime Switching Dynamic Matrix Factor Models for Modeling Mouse Motion Behavior
Rong Chen, Rutgers University
4:50 PM A Fully Online Approach for Covariance Matrices Estimation of Stochastic Gradient Descent Solutions
Wei Biao Wu, U Chicago; Wanrong Zhu, U Chicago; Xi Chen, NYU
5:25 PM Discussant: Han Xiao, Rutgers, The State University of New Jersey
5:15 PM Floor Discussion
 
 

50 * !
Sun, 8/8/2021, 3:30 PM - 5:20 PM Virtual
Advances in Spatial Statistics for Survey Methodology and Official Statistics — Topic-Contributed Papers
Survey Research Methods Section, Government Statistics Section, Business and Economic Statistics Section
Organizer(s): Scott Holan, University of Missouri
Chair(s): Scott Holan, University of Missouri
3:35 PM Bayesian Dasymetric Modeling
Matthew Simpson, SAS Institute; Scott Holan, University of Missouri; Christopher Wikle, University of Missouri
3:55 PM Hierarchical Bayesian Mixed Effect Models for Spatially Correlated Areal Count-Valued Data When Covariates Are Measured with Error
Saikat Nandy, University of Missouri; Scott Holan, University of Missouri
4:15 PM An Accurate Corset Methodology for Efficient Reduction of Spatial Data
Ranadeep Daw, University of Missouri; Christopher Wikle, University of Missouri
4:35 PM A Spatial Change of Support Model for Differentially Private Measurements, with Application to Estimation of Counts of Persons in AIAN Areas by Detailed Race Groups
Ryan Janicki, US Census Bureau; Andrew Raim, U. S. Census Bureau; Kyle Irimata, U.S. Census Bureau; James A Livsey, U. S. Census Bureau; Scott Holan, University of Missouri
4:55 PM A Bayesian Functional Data Model for Surveys Collected Under Informative Sampling with Application to Mortality Estimation Using NHANES
Paul Parker, University of Missouri; Scott Holan, University of Missouri
5:15 PM Floor Discussion
 
 

86 * !
Mon, 8/9/2021, 10:00 AM - 11:50 AM Virtual
ID-Less Future of Display Advertising Measurement (CANCELLED) — Topic-Contributed Panel
Section on Statistics in Marketing, Business and Economic Statistics Section, Section on Bayesian Statistical Science
 
 

92
Mon, 8/9/2021, 10:00 AM - 11:50 AM Virtual
Time Series and Finance — Contributed Speed
Business and Economic Statistics Section, Text Analysis Interest Group
Chair(s): David S Matteson, Cornell University
10:05 AM Short-Term Forecasting with a Computationally Efficient Nonparametric Transfer Function Model
Jun M. Liu, Georgia Southern University
10:10 AM Community Network Auto-Regression for High-Dimensional Time Series
Elynn Y. Chen, University of California, Berkeley; Jianqing Fan , Princeton University; Xuening Zhu, Fudan University
10:15 AM The Hyperbolic Conditional Autoregressive Range (HYCARR) Model
Isuru Ratnayake, Kansas University Medical Center; V A Samaranayake, Missouri University of Science and Technology
10:20 AM Why Are Lumber Prices So High?
Matthew Arvanitis, USDA Forest Products Laboratory; Delton Alderman, USDA Forest Products Laboratory
10:25 AM Mutual Information, Granger Causality, and Point Processes
Victor Solo, UNSW, Sydney; Ahmed Pasha, Air University
10:30 AM Directional Accuracy of MMS Survey of Inflation-Output Forecasts: A ROC Analysis
yasemin ulu, SVSU
10:35 AM Uncovering Dynamic Relationships of FAANG+M Stock Prices
Yang Xue, North Carolina A&T State University; Seong-Tae Kim, North Carolina A&T State University
10:40 AM An Asymmetric Hyperbolic Generalized Autoregressive Conditional Heteroscedastic Model
K.C.M.R. Anjana Yatawara, Missouri University of Science and Technology; V A Samaranayake, Missouri University of Science and Technology
10:45 AM Information Content of Time Durations in the Limit Order Book
Zheting Zhu, University of Manitoba; Julieta Frank, University of Manitoba
10:50 AM The Specific Indirect Effect of Correspondence Audits: Moving from Research to Operational Application
Leigh Nicholl, The MITRE Corporation; Lucia Lykke, The MITRE Corporation; Max McGill, The MITRE Corporation; Alan Plumley, Internal Revenue Services
11:00 AM On a Quantile Autoregressive Conditional Duration Model Applied to High-Frequency Financial Data
Helton Saulo, University of Brasilia; Narayanaswamy Balakrishnan, McMaster University; Roberto Vila, University of Brasilia
11:05 AM Estimating Inequality Process Parameters from Corporate Market Capitalizations Presentation
John Angle, The Inequality Process Institute, LLC
11:10 AM COVID-19 and Auto Loan Origination Trends
Jose J Canals-Cerda, Federal Reserve
11:15 AM The 2020 Global Stock Market Crash: Endogenous or Exogenous?
Min Shu, University of Wisconsin Stout; Ruiqiang Song, Michigan Technological University; Wei Zhu, Stony Brook University
11:20 AM Improving Hedging Portfolios Using Machine Learning via Gaussian Process Hyperparameter Tuning
Zihao Chen, Iowa State University; Cindy Yu, Iowa State University
11:25 AM Mode Prediction and Hedging Portfolio Construction Based on Quantile Regression Through Machine Learning Methods
Guoliang Ma, Iowa State University; Cindy Yu, Iowa State University
11:30 AM Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements
Taeyoung Doh, Federal Reserve Bank of Kansas City
11:35 AM Estimating Factors in Dynamic Equicorrelation Model
Raja Velu, Syracuse University; Zhaoque Zhou , Syracuse University
11:40 AM Option Pricing with Higher-order Stochastic Volatility Models
Md. Nazmul Ahsan, Concordia University; Jean-Marie Dufour, McGill University
11:45 AM Granger Causality Test in Predictive Conditional Modal Regression
Tae-Hwy Lee, University of California, Riverside; Yaojue Xu, University of California, Riverside
 
 

113
Mon, 8/9/2021, 1:30 PM - 3:20 PM Virtual
Nonlinear and Nonstationary Dependent Processes: Modeling, Inference, and Applications — Invited Papers
Business and Economic Statistics Section, IMS, International Indian Statistical Association
Organizer(s): Soumendra Lahiri, Washington University
Chair(s): Soutir Bandyopadhyay, Colorado School of Mines
1:35 PM Inference and Prediction for Quadratic Processes
Tucker Sprague McElroy, US Census Bureau; Dhrubajyoti Ghosh, Washington University; Soumendra Lahiri, Washington University
2:00 PM Polyspectral Mean Estimation of General Nonlinear Processes Presentation
Dhrubajyoti Ghosh, Washington University; Tucker Sprague McElroy, US Census Bureau; Soumendra Lahiri, Washington University
2:25 PM A Bayesian Framework for Modeling Outliers in Time Series in Post COVID-19 Era
Anindya Roy, U.S. Census Bureau/ UMBC; Tucker Sprague McElroy, US Census Bureau
2:50 PM Locally Stationary Spatial Processes
Soumendra Lahiri, Washington University; Tucker Sprague McElroy, US Census Bureau; Daniel Census Weinberg, US Census Bureau
3:15 PM Floor Discussion
 
 

220765
Mon, 8/9/2021, 7:00 PM - 8:00 PM
Business and Economics Statistics Section Meeting — Other Cmte/Business
Business and Economic Statistics Section
Chair(s): Susan N. Houseman, Upjohn Institute

Topic: B&E Statistics section annual members meeting
Time: Aug 9, 2021 07:00 PM Eastern Time (US and Canada)

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Meeting ID: 816 7898 0683
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160 * !
Tue, 8/10/2021, 10:00 AM - 11:50 AM Virtual
Time Series Methodology: Modern Practices in Seasonal Adjustment and Software — Topic-Contributed Papers
Section for Statistical Programmers and Analysts, Government Statistics Section, Business and Economic Statistics Section
Organizer(s): James A Livsey, U. S. Census Bureau
Chair(s): Vladas Pipiras, University of North Carolina at Chapel Hill
10:05 AM Adapting the Seasonal Adjustment of Local Area Unemployment Statistics to the COVID-19 Pandemic
Richard Tiller, Bureau of Labor Statistics; Jennifer Oh, Bureau of Labor Statistics; Lizhi Liu, Bureau of Labor Statistics
10:25 AM New Seasonal Adjustment and Signal Extraction Methods in the Manufacturers’ Shipments, Inventories, and Orders (M3) Survey
James A Livsey, U. S. Census Bureau; Colt Viehdorfer, US Census Bureau
10:45 AM Toward a New Paradigm for Scanner Data Price Indices: Applying Big Data Techniques to Big Data
Jens Mehrhoff, Deutsche Bundesbank
11:05 AM Recent Advances in Count Time Series Models
Stefanos Kechagias, SAS Institute; Vladas Pipiras, University of North Carolina at Chapel Hill; James A Livsey, U. S. Census Bureau; Robert Lund, UC Santa Cruz; Yisu Jia, University of North Florida
11:25 AM Review of Available Programs for Seasonal Adjustment of Weekly Data Presentation
Thomas Evans, Bureau of Labor Statistics; Brian C Monsell, U.S. Bureau of Labor Statistics; Michael Sverchkov, Bureau of Labor Statistics
11:45 AM Floor Discussion
 
 

167
Tue, 8/10/2021, 10:00 AM - 11:50 AM Virtual
Data Mining and Econometrics — Contributed Speed
Business and Economic Statistics Section, Text Analysis Interest Group
Chair(s): Jonathan R Bradley, Florida State University
10:05 AM Locally Stationary Quantile Regression for Inflation and Interest Rates
Seonjin Kim, Miami University; Zhuying Xu, Indeed Inc; Zhibiao Zhao, Penn State University
10:10 AM Comparison of US Median Family Income with Canada Through Simple Tables and Age-Period-Cohort Models with Interesting Stories Behind
Wenjiang Fu, University of Houston; Li Gan, Texas A&M University; Jiming Jiang, University of California, Davis
10:15 AM Identification of Linear Rational Expectations Models with Exogenous Variables
Peter Zadrozny, Bureau of Labor Statistics
10:20 AM Income Distribution Determinants: A Compositional Data Approach
Rafiq Hijazi, Zayed University
10:25 AM Statistical Inference for Noisy Matrix Completion Incorporating Auxiliary Information
Shujie Ma, University of California, Riverside; Yinchu Zhu, Economics, Brandeis University; PoYao Niu, Department of Statistics, University of California, Riverside
10:30 AM An Application of the LASSO Regression to Assess Poverty on ECOWAS Countries
Brian William Sloboda, Uop, Depart of Labor; Dennis Pearson , Austin Peay State University
10:35 AM Ranking Interestingness Scores for Overdispersed and Heteroskedastic Data at Scale
Serge Sverdlov, Microsoft Corporation
10:40 AM Detecting and Measuring Product Innovation in News Articles Using Google’s BERT
Neil Kattampallil, Biocomplexity Institute, University of Virginia; Gizem Korkmaz, University of Virginia; Gary Anderson, National Center for Science & Engineering Statistics, National Science Foundation
10:45 AM Structural Breaks in Seemingly Unrelated Regression Models
Shahnaz Parsaeian, University of Kansas
10:50 AM Identification and Estimation of Demand in Large Concentrated Markets
Saman Banafti, UC Riverside; Tae-Hwy Lee, University of California, Riverside
11:00 AM Likelihood Specification in Simultaneous Equation Models for Discrete Data
Angela Vossmeyer, Claremont McKenna College; Ivan Jeliazkov, University of California, Irvine
11:05 AM Identifying Number of Factors in Dynamic Factor Models Contributing to GDP Nowcasting: Bayesian Approach with Horse Shoe Shrinkage
Jiayi Luo, Department of Statistics, Iowa State University; Cindy Yu, Iowa State University
11:10 AM Generating Differentially Private Synthetic Heavy-Tailed Data
Tran Tran, Pennsylvania State University; Matthew Reimherr, Penn State University; Aleksandra Slavkovic, Penn State University
11:15 AM Using Real Estate Data to Improve Business Student Interpretation in Regression
Mitra Lal Devkota, University of North Georgia ; Eric B Howington, Valdosta State University
11:20 AM Improving Weight Representivity of Fixed Quantity Consumer Price Index Products
Joshua Klick, Bureau of Labor Statistics
11:25 AM Shapley-Value-Based Feature Attribution for Risk-Utility Tradeoff in Data Privacy
Francis Bilson Darku, University of Notre Dame; Xinxue Qu, University of Notre Dame; Hong Guo, University of Notre Dame
11:30 AM Are Respondents Changing the Way They Self-Select Their Industry Due to the COVID-19 Pandemic?
Sania Khan, US Bureau of Labor Statistics; Emily Thomas, US Bureau of Labor Statistics
11:35 AM Email Solicitation for the Multiple Worksite Report (MWR) During the Pandemic
Kelly Quinn, U.S. Bureau of Labor Statistics; Emily Thomas, US Bureau of Labor Statistics
11:40 AM Latent Class Modeling of Passenger Airfares in the US Airline Industry
Neela D Manage, Florida Atlantic University
 
 

170
Tue, 8/10/2021, 12:00 PM - 1:20 PM Virtual
Economic Outlook Luncheon — Roundtables Speaker with Lunch
Business and Economic Statistics Section
12:05 PM Old Issues and New Insights on Measuring Unemployment Benefit Receipt During the COVID-19 Crisis
Till von Wachter, University of California Los Angeles
 
 

196 * !
Tue, 8/10/2021, 1:30 PM - 3:20 PM Virtual
How Statistical Auditing Tells Us About Life, the Universe, and Everything — Invited Panel
Statistical Auditing Interest Group, Government Statistics Section, Business and Economic Statistics Section
Organizer(s): John Hilton, Office of the Auditor General of Canada
Chair(s): Zac Rhyne, Ryan, LLC.
1:35 PM How Statistical Auditing Tells Us About Life, the Universe, and Everything
Panelists: Wendy Rotz, Grant Thornton LLP
Nick Brouwer, Office of the Auditor General of Canada
John Hilton, Office of the Auditor General of Canada
James Ashley, U.S. Government Accountability Office
3:10 PM Floor Discussion
 
 

199 * !
Tue, 8/10/2021, 1:30 PM - 3:20 PM Virtual
Novel Time Series Approaches for Official Statistics in the Time of COVID-19 — Topic-Contributed Papers
Business and Economic Statistics Section, Government Statistics Section
Organizer(s): Brian C Monsell, U.S. Bureau of Labor Statistics
Chair(s): James A Livsey, U. S. Census Bureau
1:35 PM Novel Data Sources for Business Cycle Analysis and Seasonal Adjustment Presentation
Daniel Ollech, Deutsche Bundesbank
1:55 PM Seasonal Adjustment of High-Frequency Series in COVID Time
Jean Palate, National Bank of Belgium
2:15 PM Seasonal Adjustment and Modeling of Higher Frequency Time Series in UK Official Statistics During the COVID-19 Outbreak
Duncan Elliott, Office for National Statistics
2:35 PM Asymmetric Linear Filters for Seasonal Adjustment: Applications to the COVID-19 Impact in Monthly Time Series Presentation
Alain Quartier-la-tente, ENSAE; Dominique Ladiray, Independant
2:55 PM Time Series Responses to the COVID-19 Pandemic at BLS for Monthly and Weekly Series Presentation
Brian C Monsell, U.S. Bureau of Labor Statistics
3:15 PM Floor Discussion
 
 

220 !
Wed, 8/11/2021, 10:00 AM - 11:50 AM Virtual
High-Dimensional Analysis of Complex Dependent Data — Invited Papers
Business and Economic Statistics Section, IMS, Royal Statistical Society
Organizer(s): Anindya Roy, U.S. Census Bureau/ UMBC
Chair(s): Anindya Roy, U.S. Census Bureau/ UMBC
10:05 AM Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages
Sumanta Basu, Cornell University
10:30 AM Sequential Change-Point Detection in High-Dimensional Gaussian Graphical Models
George Michailidis, U Florida
10:55 AM High-Dimensional Spectral Analysis
Efstathios Paparoditis, University of Cyprus; Jonas Krampe, University of Mannheim
11:20 AM High-Dimensional Analysis of Complex Dependent Data
Anders Kock, University of Oxford
11:45 AM Floor Discussion
 
 

312 * !
Wed, 8/11/2021, 3:30 PM - 5:20 PM Virtual
Macroeconomic Forecasting in Theory and Practice — Topic-Contributed Papers
Business and Economic Statistics Section, Government Statistics Section, Section on Statistical Learning and Data Science
Organizer(s): Andrew B Martinez, US Department of the Treasury
Chair(s): Jennifer Castle, Magdalen College
3:35 PM Selecting a Model for Forecasting
Jennifer Castle, Magdalen College; Jurgen A Doornik, Climate Econometrics, University of Oxford; David F. Hendry, University of Oxford
3:55 PM Smooth Robust Multi-Horizon Forecasts
Andrew B Martinez, US Department of the Treasury; Jennifer Castle, Magdalen College; David F. Hendry, University of Oxford
4:15 PM Forecasting US Inflation in Real Time
Kirstin Hubrich, Federal Reserve Board; Chad Fulton, Federal Reserve Board
4:35 PM Forecasting FOMC Forecasts Presentation
Jaime Marquez, Johns Hopkins University; S. Yanki Kalfa, Rady School of Managment University of California @ San Diego
4:55 PM Evaluating the Federal Reserve’s Tealbook Forecasts
Neil R Ericsson, Federal Reserve Board
5:15 PM Floor Discussion
 
 

337 * !
Thu, 8/12/2021, 10:00 AM - 11:50 AM Virtual
Building the Infrastructure for the Future of Official Statistics — Invited Panel
Government Statistics Section, Committee on National Statistics; NAS, Business and Economic Statistics Section
Organizer(s): Arthur B Kennickell, Stone Center, CUNY Graduate Center
Chair(s): Arthur B Kennickell, Stone Center, CUNY Graduate Center
10:05 AM Building the Infrastructure for the Future of Official Statistics
Panelists: Julia Lane, NYU
Frauke Kreuter, University of Maryland and University of Mannheim
Nancy Potok, NAPx Consulting
Daniel Goroff, Alfred P. Sloan Foundation
Nick Hart, Data Coalition
Barry Johnson, Statistics of Income, IRS
11:40 AM Floor Discussion
 
 

345 * !
Thu, 8/12/2021, 10:00 AM - 11:50 AM Virtual
Advances in Macroeconomic Nowcasting and Forecasting: Role of Traditional and Nontraditional Indicators and Big Data — Topic-Contributed Papers
Business and Economic Statistics Section, Government Statistics Section, International Statistical Institute, Text Analysis Interest Group
Organizer(s): Baoline Chen, U.S. Bureau of Economic Analysis
Chair(s): Peter Zadrozny, Bureau of Labor Statistics
10:05 AM Back to the Present: Learning About the Euro Area Through a Now-Casting Model
Danilo Cascaldi-Garcia, Federal Reserve Board; Thiago R.T. Ferreira, Federal Reserve Board; Domenico Giannone, Amazon.com; Michele Modugno, Federal Reserve Board
10:25 AM Nowcasting of Advanced Estimates of Quarterly US Private Consumption of Services with Traditional Indicators and Credit Card Payments Data
Baoline Chen, U.S. Bureau of Economic Analysis; Kyle Hood, Bureau of Economic Analysis
10:45 AM Using Cross-Temporal Hierarchies to Improve Forecasts from Large Data Sets
Tommaso Di Fonzo, University of Padua; Daniele Girolimetto, University of Padua
11:05 AM Are conflict and uncertainty measures useful for macroeconomic nowcasting? An application for Latin America Presentation
Javier J. Perez, Bank of Spain; Hannes Mueller, Barcelona GSE; Marina Diakonova, Bank of Spain; Luis Molina, Bank of Spain; Christopher Rauh, University of Cambridge
11:25 AM Nowcasting GDP in Real Time with a Tone-Adjusted, Time-Varying Layered Topic Model
Jasper de Winter, De Nederlansche Bank
11:45 AM Floor Discussion
 
 

356
Thu, 8/12/2021, 12:00 PM - 1:50 PM Virtual
Recent Advances in Change-Point Analysis for Business and Economics Data — Invited Papers
Business and Economic Statistics Section, Section on Nonparametric Statistics, JBES-Journal of Business & Economic Statistics
Organizer(s): Xiaofeng Shao, University of Illinois at Urbana-Champaign
Chair(s): Runmin Wang, Southern Methodist University
12:05 PM Segmenting Time Series via Self-Normalization
Zifeng Zhao, University of Notre Dame; Feiyu Jiang, Tsinghua University; Xiaofeng Shao, University of Illinois at Urbana-Champaign
12:30 PM Adaptive Bayesian Changepoint Analysis and Local Anomaly Detection
David S Matteson, Cornell University; Haoxuan Wu, Cornell University
12:55 PM Narrowest Significance Pursuit: Inference for Multiple Change-Points in Linear Models Presentation
Piotr Fryzlewicz, London School of Economics
1:20 PM Relevant Change Points in Functional Data
Holger Dette, Ruhr-Universität Bochum
1:45 PM Floor Discussion
 
 

388 * !
Thu, 8/12/2021, 2:00 PM - 3:50 PM Virtual
New Development of Change-Point Methods — Invited Papers
IMS, International Chinese Statistical Association, Business and Economic Statistics Section
Organizer(s): Jialiang Li, National University of Singapore
Chair(s): Jialiang Li, National University of Singapore
2:05 PM High-Dimensional, Multiscale Online Changepoint Detection
Tengyao Wang, University College London; Yudong J Chen, University of Cambridge; Richard J. Samworth, University of Cambridge
2:25 PM Monitoring for a Change Point in a Sequence of Distributions
Piotr Kokoszka, Colorado State University ; Lajos Horvath , University of Utah ; Shixuan Wang , University of Reading
2:45 PM L_1 Based Change-Plane Estimation in High Dimensions
Moulinath Banerjee, University of Michigan; Debarghya Mukherjee, University of MIchigan; Ya'acov Ritov, University of Michigan
3:05 PM Simultaneous Detection of Multiple Change Points and Community Structures in Time Series of Networks
Alexander Aue, University of California Davis
3:25 PM On Functional Processes with Multiple Thresholds
Jialiang Li, National University of Singapore; Yaguang Li, University of Toronto; Tailen Hsing, University of Michigan
3:45 PM Floor Discussion
 
 

405 * !
Thu, 8/12/2021, 2:00 PM - 3:50 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): Angela Vossmeyer, Claremont McKenna College
2:05 PM Estimation of Asset Models with Stochastic Volatility and Asymmetric Laplacian Jumps and Its Application to Cryptocurrency
Matthew Stuart, Iowa State University; Cindy Yu, Iowa State University; Lendie Follett, Drake University
2:25 PM GANs for Missing Data Imputation and Learning-to-Rank
Grace Deng, Cornell University; David S Matteson, Cornell University; Cuize Han, Amazon
2:45 PM Contextual Dynamic Pricing with Unknown Nonparametric Market Noise via Perturbed Linear Bandit
Yiyun Luo, University of North Carolina at Chapel Hill; Will Wei Sun, Purdue University; Yufeng Liu, University of North Carolina at Chapel Hill
3:05 PM Dynamic and Robust Bayesian Graphical Models
Chunshan Liu, Rice University; Marina Vannucci, Rice; Daniel Kowal, Rice University
3:25 AM Discussant: Beth Andrews, Northwestern University
3:45 AM Floor Discussion
 
 

411 * !
Thu, 8/12/2021, 2:00 PM - 3:50 PM Virtual
Time Series Methods for Maintaining Official Statistics in the Face of COVID-19 — Topic-Contributed Panel
Government Statistics Section, Business and Economic Statistics Section, Social Statistics Section
Organizer(s): Kathleen M McDonald-Johnson, U.S. Census Bureau
Chair(s): Richard Penny, Statistics New Zealand
2:05 PM Time Series Methods for Maintaining Official Statistics in the Face of COVID-19
Panelists: Kathleen M McDonald-Johnson, U.S. Census Bureau
Steve Matthews, Statistics Canada
Craig McLaren, Office for National Statistics
Jay Mousa, U.S. Bureau of Labor Statistics
Rodrigo Mariscal Paredes, Secretaría de Hacienda y Crédito Público
Yingfu Xie, Statistics Sweden
3:45 PM Floor Discussion