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