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CC = Walter E. Washington Convention Center   M = Marriott Marquis Washington, DC
* = applied session       ! = JSM meeting theme

Activity Details

101 * ! Mon, 8/8/2022, 8:30 AM - 10:20 AM CC-154B
Time Series Modeling: Mixed Frequency Data, Seasonality, and Model Identification — Topic Contributed Papers
Business and Economic Statistics Section, Government Statistics Section, International Statistical Institute
Organizer(s): James Livsey, US Census Bureau
Chair(s): Richard Penny, Statistics New Zealand
8:35 AM A Model Comparison Diagnostic for Differencing Operators Based Upon Multi-Step Ahead Forecast Mean Squared Error Paths
Tucker McElroy, U.S. Census Bureau
8:55 AM Penalized M-Estimation of Autocorrelation for Time Series Goodness of Fit
Colin M Gallagher, Clemson University; Xiyan Tan, Clemson University
9:15 AM Linear Identification of Linear Rational Expectations Models by Exogenous Variables
Peter Zadrozny, Bureau of Labor Statistics
9:35 AM A Nonstationary Time Series Model for Fractional Seasonal Periodicity
James Livsey, US Census Bureau
9:55 AM A Bayesian Marked Point Process Model for Seasonality in Mixed Frequency Data
Anindya Roy, U.S. Census Bureau; Tucker McElroy, U.S. Census Bureau
10:15 AM Floor Discussion
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