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279 ! Tue, 8/9/2022, 10:30 AM - 12:20 PM CC-155
Temporal and Spatial Models in Business and Economics — Contributed Papers
Business and Economic Statistics Section
Chair(s): John M Abowd, U.S. Census Bureau
10:35 AM Statistical Inference for Multivariate Linear Regression Models with Stochastic Volatility
WenJing Cai, McGill University; Jean-Marie Dufour, McGill University
10:50 AM Statistical Inference in an Aggregated Markov Chain Model in Life Insurance
Jamaal Ahmad, University of Copenhagen; Mogens Bladt, University of Copenhagen
11:05 AM Monte Carlo Likelihood Ratio Tests for Markov Switching Models
Gabriel Rodriguez Rondon, McGill University; Jean-Marie Dufour, McGill University
11:20 AM Mixed Models for Calendar Effects in Seasonal Adjustment
Steven Mark Mance, Bureau of Labor Statistics
11:35 AM Bagging and Boosting-Based Convexly Combined Multivariate Mixture Models: Models Better Than EM Based Mixture Models
Mian Arif Shams Adnan, Bowling Green State University; Silvey Shamsi, Ball State University
11:50 AM Seasonal Adjustment of Infra-Monthly Time Series with JDemetra+
Anna Smyk, French National Institute for Statistics (Insee); Karsten Webel, Deutsche Bundesbank
12:05 PM Bootstrap Prediction Intervals of Temporal Disaggregation
Bu Hyoung Lee, Loyola University Maryland