Name: 2022 Joint Statistical Meetings
Start: 2022-08-06T07:00:00+00:00
End: 2022-08-11
Location: Walter E. Washington Convention Center

Conference Program Home
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All Times EDT

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

Activity Details

17 * !	Sun, 8/7/2022, 2:00 PM - 3:50 PM	CC-158AB
Statistics in Finance — Topic Contributed Papers
Business and Economic Statistics Section, International Indian Statistical Association, International Statistical Institute, Text Analysis Interest Group
Organizer(s): Rituparna Sen, Indian Statistical Institute
Chair(s): Sourish Das, Chennai Mathematical Institute
2:05 PM	Network Analysis of Contagion Between Large Number of Financial Entities Presentation Rituparna Sen, Indian Statistical Institute; Sumanta Basu, Cornell University; Georgia Smits, Cornell University
2:25 PM	Building Natural Language Processing Applications with Statistical Measurement for FinTech Qiuyan Xu, Gravitate AI
2:45 PM	A Novel Filter of Financial Networks from High-Dimensional Data. Arnab Chakrabarti, FLAME University
3:05 PM	Rough Volatility: Fact or Artefact? Purba Das, University of Oxford
3:25 PM	Using Bayesian Non-Gaussian Time Series Models for Analysis of Financial Data Refik Soyer, George Washington University
3:45 PM	Floor Discussion

39 * !	Sun, 8/7/2022, 4:00 PM - 5:50 PM	CC-206
Advances in Time Series: Statistics Meets Machine Learning — Invited Papers
Section on Statistical Computing, Section on Nonparametric Statistics, Business and Economic Statistics Section
Organizer(s): Piotr Fryzlewicz, London School of Economics
Chair(s): Piotr Fryzlewicz, London School of Economics
4:05 PM	Spectral Nonlinear Granger Causality for Multivariate Time Series Hernando Ombao, King Abdullah University of Science and Technology; Archishman Biswas, King Abdullah University of Science and Technology
4:30 PM	Asynchronous MCMC Yves Atchade, Boston Univeristy
4:55 PM	Curriculum Learning in Deep Neural Networks for Financial Forecasting Allison Koenecke, Cornell University; Amita Gajewar, Microsoft
5:20 PM	Blind Source Separation Over Space QIWEI YAO, London School of Economics
5:45 PM	Floor Discussion

43 * !	Sun, 8/7/2022, 4:00 PM - 5:50 PM	CC-202B
Advances in Modeling Consumer Choice Behavior — Invited Papers
Business and Economic Statistics Section, Institute for Operations Research and the Management Sciences, Section on Statistics in Marketing
Organizer(s): Michael Weylandt, University of Florida Informatics Institute
Chair(s): Michael Weylandt, University of Florida Informatics Institute
4:05 PM	Assortment Optimization Under the Multi-Purchase Multinomial Logit Choice Model Jacob Feldman, Washington University; Danny Segev, Tel-Aviv University; Huseyin Topaloglu, Cornell University; Yicheng Bai, Cornell University; Laura Wagner, Catolica-Lisbon School of Business and Economics
4:35 PM	Dynamic Assortment with Unknown Position Effects Yufeng Liu, University of North Carolina
5:05 PM	Consumer Choice with Dependent Consideration Sets Maura Coughlin, Rice University; Matthew Thirkettle, Rice University
5:35 PM	Floor Discussion

87 !	Mon, 8/8/2022, 8:30 AM - 10:20 AM	CC-206
Reduced-Rank Methods: Seventy Years of History and State-of-the-Art Developments — Invited Papers
General Methodology, Section on Statistical Learning and Data Science, Business and Economic Statistics Section
Organizer(s): Kun Chen, University of Connecticut
Chair(s): Kun Chen, University of Connecticut
8:35 AM	History of Reduced-Rank Regression: Past and Present Raja Velu, Syracuse University
9:05 AM	Envelopes and Related Paradigms for Dimension and Rank Reduction in Regression Dennis Cook, University of Minnesota
9:35 AM	Spectral Learning for High-Dimensional Tensors Ming Yuan, Columbia University
10:05 AM	Floor Discussion

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 Presentation 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

119 * !	Mon, 8/8/2022, 10:30 AM - 12:20 PM	CC-151B
Statistics for Mobile and Wearable Device Data — Invited Papers
Business and Economic Statistics Section, Section on Medical Devices and Diagnostics, Section on Statistics in Epidemiology
Organizer(s): Nathaniel Josephs, Yale University
Chair(s): Nathaniel Josephs, Yale University
10:35 AM	Impact of Close Interpersonal Contact on COVID-19 Incidence: Evidence from One Year of Mobile Device Data Forrest W. Crawford, Yale University; Sydney A. Jones, CDC/CT DPH; Matthew Cartter, CT DPH; Samantha Dean, Yale School of Public Health; Joshua L. Warren, Yale School of Public Health; Zehang Richard Li, UCSC; Jacqueline Barbieri, Whitespace Ltd; Jared Campbell, Whitespace Ltd; Patrick Kenney, Whitespace Ltd; Thomas Valleau, Whitespace Ltd; Olga Morozova, Stony Brook University
11:00 AM	Significance Testing in Four-Period Crossover Designs, with Application to Physical Activity Data in Cats Ana-Maria Staicu, North Carolina State University; Salil Koner, University of Pennsylvania
11:25 AM	Smartphone-Based Human Activity Recognition Jukka-Pekka Onnela, Harvard T.H. Chan School of Public Health
11:50 AM	Discussant: Eric Kolaczyk, Boston University
12:10 PM	Floor Discussion

130 * !	Mon, 8/8/2022, 10:30 AM - 12:20 PM	CC-151A
A Modern Infrastructure for the Future of Official Statistics: What Has Changed, and Where Are We Going? — Invited Panel
Government Statistics Section, Survey Research Methods Section, Business and Economic Statistics Section, Caucus for Women in Statistics
Organizer(s): Arthur B Kennickell, Stone Center, CUNY Graduate Center
Chair(s): Emilda Rivers, National Center for Science and Engineering Statistics
10:35 AM	A Modern Infrastructure for the Future of Official Statistics: What Has Changed, and Where Are We Going?
Panelists:	Anna Hui, Missouri Department of Labor and Industrial Relations Julia Lane, New York University Barry Johnson, Statistics of Income, IRS Nancy Potok, NAPx Consulting
12:10 PM	Floor Discussion

131 *	Mon, 8/8/2022, 10:30 AM - 12:20 PM	CC-159AB
Translating Health Outcome Data into Real-World Understanding and Policies — Topic Contributed Papers
Health Policy Statistics Section, Business and Economic Statistics Section, Biopharmaceutical Section
Organizer(s): Heejung Bang, Division of Biostatistics, University of California
Chair(s): Heejung Bang, Division of Biostatistics, University of California
10:35 AM	An Influence Function Based Instrumental Variable Estimator of Censored Medical Costs Nicholas Illenberger, New York University; Nandita Mitra, University of Pennsylvania; Luke Keele, University of Pennsylvania
10:55 AM	Optimizing Tailored Intervention in Cost-Effectiveness Analysis Shuai Chen, University of California, Davis
11:15 AM	The Diffusion of Health Care Fraud: A Network Analysis James O'Malley, Geisel School of Medicine at Dartmouth; Thomas Bubolz, Geisel School of Medicine at Dartmouth; Jonathan S Skinner, Dartmouth College
11:35 AM	Measuring Health Care Quality: Opportunities and Challenges for Addressing Social Determinants of Health Presentation Sophia Chan, Centers for Medicare and Medicaid Services (CMS)
11:55 AM	Floor Discussion

194 * !	Mon, 8/8/2022, 2:00 PM - 3:50 PM	CC-144C
Time Series in Federal Statistics — Topic Contributed Papers
Government Statistics Section, Business and Economic Statistics Section, Royal Statistical Society
Organizer(s): James Livsey, US Census Bureau
Chair(s): James Livsey, US Census Bureau
2:05 PM	Business Cycle Fluctuations in the U.S. Real GDP and NIPA Aggregates Presentation Baoline Chen, Bureau of Economic Analysis; Kyle Hood, U.S. Bureau of Economic Analysis; Tucker McElroy, U.S. Census Bureau; Thomas Trimbur, U.S. Census Bureau
2:25 PM	The Dark Side of the Moon: Searching for the Other Half of Seasonality Gary Joseph Cornwall, Bureau of Economic Analysis; Jeffrey Chen, Bennett Institute for Public Policy: University of Cambridge
2:45 PM	An Empirical Look at Multivariate Signal Extraction for the U.S. Census Bureau's M3 Survey Osbert Pang, U.S. Census Bureau
3:05 PM	Modeling Weather Effects and Seasonal Heteroskedasticity in U.S. Monthly Regional Housing Starts William Robert Bell, U.S. Census Bureau
3:25 PM	Seasonal Adjustment and Trend Estimates Under COVID – How Will We Identify a “New Normal” When it Occurs Richard Penny, Statistics New Zealand
3:45 PM	Floor Discussion

199 * !	Mon, 8/8/2022, 2:00 PM - 3:50 PM	CC-141
Computation Meets Testing for Financial Data — Contributed Papers
Business and Economic Statistics Section
Chair(s): Yuzhou Chen, Princeton University
2:05 PM	A Bayesian Semiparametric Approach to Treatment Effect Variation with Noncompliance Jared D. Fisher, Brigham Young University; Jared S Murray, The University of Texas McCombs School of Business; Avi Feller, University of California, Berkeley
2:20 PM	A Generalized Ordinal Finite Mixture Regression Model for Market Segmentation Duncan K Fong, Penn State; Yifan Zhang, Kennesaw State University; Wayne DeSarbo, Penn State
2:35 PM	Merger Waves and the Importance of Financial Advisors Reputation for Acquirers Jose Faias, Católica Lisbon School of Business and Economics
2:50 PM	Severe Testing of Benford’s Law Roy Cerqueti, La Sapienza University of Rome; Claudio Lupi, University of Molise
3:05 PM	Estimating Value at Risk and Expected Shortfall Kanon Kamronnaher, Clemson University; Whitney Huang, Clemson University; Colin M Gallagher, Clemson University; Andrew Bellucco, Credit Karma
3:20 PM	Fundamental Power Index in the Assessment of Listed Companies Presentation Malgorzata Ludmi?a Tarczynska-Luniewska, University of Szczecin; Monika Rozkrut, University of Szczecin
3:35 PM	Floor Discussion

223819	Mon, 8/8/2022, 6:00 PM - 7:30 PM	M-Adams Morgan
Business and Economic Statistics Section Executive Council Meeting — Other Cmte/Business
Business and Economic Statistics Section
Chair(s): Erica Groshen, Cornell University--ILR School

223 * !	Tue, 8/9/2022, 8:30 AM - 10:20 AM	CC-159AB
Forecasting for Policy in an Uncertain and Rapidly Changing World — Invited Papers
Business and Economic Statistics Section, Government Statistics Section, Section on Statistical Learning and Data Science, Caucus for Women in Statistics
Organizer(s): Andrew B Martinez, US Department of the Treasury
Chair(s): Andrew B Martinez, US Department of the Treasury
8:35 AM	Augmented Information Rigidity Test Tucker McElroy, U.S. Census Bureau; Xuguang Simon Sheng, American University
9:00 AM	Jointly Modeling Male and Female Labor Participation and Unemployment David Harry Bernstein, Environmental Protection Agency; Andrew B Martinez, US Department of the Treasury
9:25 AM	The Longer-Run Forecasts of the FOMC Jaime Marquez, Johns Hopkins University
9:50 AM	The Wisdom of Diversity in Committees Neil R Ericsson, Federal Reserve Board; David Hendry, Nuffield College; Yanki Kalfa, Rady School of Management; Jaime Marquez, Johns Hopkins University
10:15 AM	Floor Discussion

241	Tue, 8/9/2022, 8:30 AM - 10:20 AM	CC-140B
SPEED: Statistics in Social Sciences and Survey Research Part 1 — Contributed Speed
Business and Economic Statistics Section, Survey Research Methods Section, Quality and Productivity Section, ENAR, Government Statistics Section, Health Policy Statistics Section, Lifetime Data Science Section
Chair(s): Jiaxin Hu, University of Wisconsin-Madison
8:35 AM	Dynamic Models for Corporate Competitiveness of Global Health Care Industry with Mixed Effects Mingzhao Hu, University of California, Santa Barbara; Lingdi Zhao, Ocean University of China; Danlei Feng, Ocean University of China
8:40 AM	A Mixed Model Approach for Dynamic Trade Networks Burcu Eke Rubini, University of New Hampshire; Loris Rubini, University of New Hampshire
8:45 AM	Using R Packages for Weekly Seasonal Adjustment Brian Carl Monsell, Bureau of Labor Statistics
8:50 AM	Privacy Secure Aggregation of the Individual Models into a Federated Model with Bayesian MCMC Bootstrapping Eugene Yankovsky, EY; Ana Yankovsky, Inuitive Surgical
8:55 AM	The Inequality Process (IP) as Statistical Mechanics: How the IP’s Internal Model Enables Symmetries, Frame Independence, and the Search for the IP's Lagrangian Analogue John Angle, The Inequality Process Institute
9:00 AM	Adapting COVID-19 Early Release Data to Determine Impact of Opioid Use in Hospital Emergency Departments Salah Shaikh, National Center for Health Statistics (NCHS) - CDC
9:05 AM	Comparing Methods for Weighting to Extend Inferences from a Collection of Trials Nicole Schnitzler, The Ohio State University; Eloise E Kaizar, The Ohio State University
9:10 AM	Examining the Effects of Contamination Due to School Mobility on Efficacy of Stepped Wedge Designs Meredith McCormack-Mager, The Ohio State University; Abigail Shoben, The Ohio State University
9:15 AM	Results of a Push-to-Web Protocol in a Survey of Commercial Buildings Katie Lewis, Energy Information Administration; Sarah Grady, Energy Information Administration; Lawrence Chrishelle, Energy Information Administration
9:20 AM	Using Effect Sizes to Quantify the Difference Between Survival Functions Huan Wang, Division of Biometrics IX, OB/OTS/CDER, FDA
9:30 AM	Model-Robust Experimentation Strategy for Estimation of Expensive Black-Box Functions with Mixed Quantitative and Qualitative Factors Gautham Sunder, Carlson School of Management; Christopher Nachtsheim, Carlson School of Management
9:35 AM	A Statistical Model Predicting Final Yield During Data Collection Rui Jiao, WESTAT; Daniel Guzman, META; Sabrina Zhang, Westat; Andrea Piesse, WESTAT
9:40 AM	WITHDRAWN An Empirical Evaluation of Probabilistic File Linking Techniques Gauri Kamat, Brown University; Roee Gutman, Brown University
9:45 AM	Extending MRP to Incorporate Variables with Unknown Distributions Brittany Marie Alexander, Ipsos Public Affairs
9:50 AM	Predicting Call Sequence Length in the Telephone Mode Using Prediction Algorithms Xinyu Zhang, University of Michigan; James Wagner, University of Michigan
9:55 AM	A Modified Proportional Allocation Sampling Method for the Study of Respirator Use and Practices in U.S. Private Industries Danny Friel, U.S. Bureau of Labor Statistics; Michelle Myers, U.S. Bureau of Labor Statistics; Dee Zamora, U.S. Bureau of Labor Statistics; Xingyou Zhang, U.S. Bureau of Labor Statistics; Katherine N. Yoon, National Institute for Occupational Safety and Health; Megan Casey, National Institute for Occupational Safety and Health; Emily J. Haas, National Institute for Occupational Safety and Health
10:00 AM	Synthetic Data Generation for Complex Surveys Shirley Mathur, Duke University; Jerome P. Reiter, Duke University
10:05 AM	WITHDRAWN Demographic Edit and Imputation for Multilevel Data from the FBI’s National Incident Based Reporting System Philip Lee, RTI; Amang Sukasih, RTI; Dan Liao, RTI; Marcus Berzofsky, RTI International; Alexia Cooper, RTI

10:10 AM	Floor Discussion

270 * !	Tue, 8/9/2022, 10:30 AM - 12:20 PM	CC-151B
Advanced Multivariate Time Series Modeling — Topic Contributed Papers
International Chinese Statistical Association, Business and Economic Statistics Section, Section on Statistical Learning and Data Science
Organizer(s): Mengyu Xu, University of Central Florida
Chair(s): Rui Xie, University of Central Florida
10:35 AM	A Stratified Penalization Method for Semiparametric Variable Labeling of Multi-Output, Time-Varying Coefficient Models Ting Zhang, University of Georgia; Weiliang Wang, Boston University; Yu Shao, Boston University
10:55 AM	CP Factor Model for Dynamic Tensors Yuefeng Han, Rutgers University; Rong Chen, Rutgers University; Cun-Hui Zhang, Rutgers University
11:15 AM	Tail Adversarial Stability for Linear Processes Shuyang Bai, University of Georgia; Ting Zhang, University of Georgia
11:35 AM	Recursive Quantile Estimation: Non-Asymptotic Confidence Bounds Likai Chen, Washington University in Saint Louis; Wei Biao Wu, University of Chicago; Georg Keilbar, University of Vienna
11:55 AM	Minimax Nonparametric Multiple-Sample Test Under Smoothing Xin Xing, Virginia Tech
12:15 PM	Floor Discussion

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	Simulation-Based Inference 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+ Presentation 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

294	Tue, 8/9/2022, 10:30 AM - 11:15 AM	CC-Hall D
SPEED: Statistics in Social Sciences and Survey Research Part 2 — Contributed Poster Presentations
Business and Economic Statistics Section, Survey Research Methods Section, Quality and Productivity Section, ENAR, Government Statistics Section, Health Policy Statistics Section, Lifetime Data Science Section
Chair(s): Jiaxin Hu, University of Wisconsin-Madison
01:	Dynamic Models for Corporate Competitiveness of Global Health Care Industry with Mixed Effects Mingzhao Hu, University of California, Santa Barbara; Lingdi Zhao, Ocean University of China; Danlei Feng, Ocean University of China
02:	A Mixed Model Approach for Dynamic Trade Networks Burcu Eke Rubini, University of New Hampshire; Loris Rubini, University of New Hampshire
03:	Using R Packages for Weekly Seasonal Adjustment Brian Carl Monsell, Bureau of Labor Statistics
04:	Privacy Secure Aggregation of the Individual Models into a Federated Model with Bayesian MCMC Bootstrapping Eugene Yankovsky, EY; Ana Yankovsky, Inuitive Surgical
05:	The Inequality Process (IP) as Statistical Mechanics: How the IP’s Internal Model Enables Symmetries, Frame Independence, and the Search for the IP's Lagrangian Analogue John Angle, The Inequality Process Institute
06:	Adapting COVID-19 Early Release Data to Determine Impact of Opioid Use in Hospital Emergency Departments Salah Shaikh, National Center for Health Statistics (NCHS) - CDC
07:	Comparing Methods for Weighting to Extend Inferences from a Collection of Trials Nicole Schnitzler, The Ohio State University; Eloise E Kaizar, The Ohio State University
08:	Examining the Effects of Contamination Due to School Mobility on Efficacy of Stepped Wedge Designs Meredith McCormack-Mager, The Ohio State University; Abigail Shoben, The Ohio State University
09:	Results of a Push-to-Web Protocol in a Survey of Commercial Buildings Katie Lewis, Energy Information Administration; Sarah Grady, Energy Information Administration; Lawrence Chrishelle, Energy Information Administration
10:	Using Effect Sizes to Quantify the Difference Between Survival Functions Huan Wang, Division of Biometrics IX, OB/OTS/CDER, FDA
11:	Model-Robust Experimentation Strategy for Estimation of Expensive Black-Box Functions with Mixed Quantitative and Qualitative Factors Gautham Sunder, Carlson School of Management; Christopher Nachtsheim, Carlson School of Management
12:	Specifying Prior Distributions in Reliability Applications Colin Lewis-Beck, Eli Lilly; William Meeker, Iowa State; Qinglong Tian, University of Wisconsin ; Jarad Niemi, Iowa State
13:	A Statistical Model Predicting Final Yield During Data Collection Rui Jiao, WESTAT; Daniel Guzman, META; Sabrina Zhang, Westat; Andrea Piesse, WESTAT
14:	WITHDRAWN An Empirical Evaluation of Probabilistic File Linking Techniques Gauri Kamat, Brown University; Roee Gutman, Brown University
15:	Extending MRP to Incorporate Variables with Unknown Distributions Brittany Marie Alexander, Ipsos Public Affairs
16:	Predicting Call Sequence Length in the Telephone Mode Using Prediction Algorithms Xinyu Zhang, University of Michigan; James Wagner, University of Michigan
17:	A Modified Proportional Allocation Sampling Method for the Study of Respirator Use and Practices in U.S. Private Industries Danny Friel, U.S. Bureau of Labor Statistics; Michelle Myers, U.S. Bureau of Labor Statistics; Dee Zamora, U.S. Bureau of Labor Statistics; Xingyou Zhang, U.S. Bureau of Labor Statistics; Katherine N. Yoon, National Institute for Occupational Safety and Health; Megan Casey, National Institute for Occupational Safety and Health; Emily J. Haas, National Institute for Occupational Safety and Health
18:	Synthetic Data Generation for Complex Surveys Shirley Mathur, Duke University; Jerome P. Reiter, Duke University
19:	WITHDRAWN Demographic Edit and Imputation for Multilevel Data from the FBI’s National Incident Based Reporting System Philip Lee, RTI; Amang Sukasih, RTI; Dan Liao, RTI; Marcus Berzofsky, RTI International; Alexia Cooper, RTI

295	Tue, 8/9/2022, 12:30 PM - 1:50 PM	CC-102B
Economic Outlook Luncheon — Roundtables Speaker with Lunch
Business and Economic Statistics Section
Chair(s): Erica Groshen, Cornell University--ILR School
TL06:	Supply Chains: What We Know and What We Wish We Knew Susan Helper, Case Western Reserve University

329 * !	Tue, 8/9/2022, 2:00 PM - 3:50 PM	CC-154A
Alternative Labor Market Surveys — Topic Contributed Panel
Business and Economic Statistics Section, Government Statistics Section, Survey Research Methods Section
Organizer(s): Bart Hobijn, Federal Reserve Bank of Chicago
Chair(s): Charles Fleischman, Federal Reserve Board of Governors
2:05 PM	Alternative Labor Market Surveys
Panelists:	Bart Hobijn, Federal Reserve Bank of Chicago Chris Foote, Federal Reserve Bank of Boston Gizem Kosar, Federal Reserve Bank of New York
3:40 PM	Floor Discussion

223820	Tue, 8/9/2022, 6:00 PM - 7:00 PM	M-LeDroit Park
Business and Economic Statistics Section Annual Business Meeting — Other Cmte/Business
Business and Economic Statistics Section
Chair(s): Erica Groshen, Cornell University--ILR School

223821	Tue, 8/9/2022, 7:00 PM - 9:00 PM	M-LeDroit Park
Business and Economic Statistics Section Reception Following Open Meeting — Other Cmte/Business
Business and Economic Statistics Section
Chair(s): Erica Groshen, Cornell University--ILR School

389 * !	Wed, 8/10/2022, 8:30 AM - 10:20 AM	CC-142
Novel Data Collection Strategies in Business and Economics — Contributed Papers
Business and Economic Statistics Section, Text Analysis Interest Group
Chair(s): Jessica P Kunke, University of Washington
8:35 AM	The Size and Survey Coverage of the U.S. Homeless Population Angela Wyse, University of Chicago; Bruce Meyer, University of Chicago; Kevin Corinth, United States Congress Joint Economic Committee
8:50 AM	Spatial Analysis of Multidimensional Poverty in Pakistan: Does Income and Poverty Score of Neighboring Regions Matter? Brian William Sloboda, University of Maryland, Global Campus; Sami Ullah Khan, Gomal University
9:05 AM	Exports and Imports-Led Growth: Evidence from a Small Developing Economy Humnath Panta, Humboldt State University; Mitra Lal Devkota, University of North Georgia; Dhruba Banjade , Brenau University
9:20 AM	Tracking How Research About “renewable Energies” and “circular Economies” Were Evolving Along the Last 20 Years. a Study Case Based on Content Analysis and Text Mining Igor Barahona, Institute of Mathematics UNAM; Tarifa Almulhim, School of Business King Faisal University
9:35 AM	Extracting Product Innovation Information from Unstructured Data Neil Kattampallil, University of Virginia - Biocomplexity Institute and Initiative; Nathaniel Ratcliff, University of Virginia - Biocomplexity Institute and Initiative; Aritra Halder, University of Virginia; Gary Anderson, National Center for Science & Engineering Statistics, National Science Foundation; John Jankowski, National Center for Science & Engineering Statistics, National Science Foundation; Gizem Korkmaz, Coleridge Initiative
9:50 AM	Shapes as Product Differentiation: Neural Network Embedding in the Analysis of Markets for Fonts Eric H Schulman, The University of Texas at Austin; Sukjin Han, University of Bristol; Kristen Grauman, The University of Texas at Austin; Santhosh Ramakrishnan, The University of Texas at Austin
10:05 AM	The Maturity of Cryptocurrency Markets: A Market Efficiency Test Based on Trading Strategies Jeffrey Chu, Renmin University of China

397 !	Wed, 8/10/2022, 10:30 AM - 12:20 PM	CC-143C
Modern Statistical Learning Methods for Dynamic Models — Invited Papers
Business and Economic Statistics Section, Section on Statistical Learning and Data Science
Organizer(s): Yao Zheng, University of Connecticut
Chair(s): Yao Zheng, University of Connecticut
10:35 AM	A General Modeling Framework for Network Autoregressive Processes and Their Applications George Michailidis, U Florida
11:00 AM	Simultaneous Inference for Time-Varying Models Wei Biao Wu, University of Chicago; Sayar Karmakar, University of Florida
11:25 AM	Regularized Estimation of Impulse Response Function David Matteson, Cornell University; Ines Wilms, Maastricht University; Sumanta Basu, Cornell University; Xiaojie Mao, Cornell University
11:50 AM	Community Network Auto-Regression for High-Dimensional Time Series Elynn Chen, New York University; Xuening Zhu, Fudan University; Jianqing Fan, Princeton University
12:15 PM	Floor Discussion

413 * !	Wed, 8/10/2022, 10:30 AM - 12:20 PM	CC-143B
Recent Advances in Statistical Modeling and Machine Learning for Official Statistics and Survey Methodology — Topic Contributed Papers
Survey Research Methods Section, Government Statistics Section, Business and Economic Statistics Section
Organizer(s): Scott H. Holan, University of Missouri/U.S. Census Bureau
Chair(s): Scott H. Holan, University of Missouri/U.S. Census Bureau
10:35 AM	Comparison of Poisson-Gamma and Laplace Mechanisms for Differential Privacy Harrison Quick, Drexel University
10:55 AM	Computationally Efficient Bayesian Heteroskedastic Modeling for Small Area Estimation Paul A. Parker, University of California Santa Cruz; Scott H. Holan, University of Missouri/U.S. Census Bureau
11:15 AM	Design Consistent Bayesian Tree Models Scott H. Holan, University of Missouri/U.S. Census Bureau; Diya Bhaduri, University of Missouri; Daniell Toth, U.S. Bureau of Labor Statistics
11:35 AM	Hierarchical Bayesian Mixed Effect Models for Spatially Correlated Areal Multi-Distributional Survey Data When Covariates Are Measured with Error and Are Spatially Correlated Saikat Nandy, University of Missouri; Scott H. Holan, University of Missouri/U.S. Census Bureau; Jonathan R Bradley, Florida State University; Christopher K. Wikle, University of Missouri
11:55 AM	Floor Discussion

434	Wed, 8/10/2022, 10:30 AM - 12:20 PM	CC-Hall D
Contributed Poster Presentations: Business and Economic Statistics Section — Contributed Poster Presentations
Business and Economic Statistics Section, Text Analysis Interest Group
Chair(s): Gyuhyeong Goh, Kansas State University
16:	The Effects of Social Media Attention and Sentiment on Initial Public Offering Returns Aiwen Li, Summer STEM Institute; Cierra Beck, Summer STEM Institute
17:	Innovations in Online Training with X13-ARIMA-SEATS Catherine C.H. Hood, Catherine Hood Consulting; Elijah L. Hood, Catherine Hood Consulting
18:	New Methods in Time-Use Data Collection Sophia Arabadjis, University of California Santa Barbara; Stuart Sweeney, University of California Santa Barbara

472 *	Wed, 8/10/2022, 2:00 PM - 3:50 PM	CC-159AB
Winners: Business and Economic Statistics Student Paper Awards — Topic Contributed Papers
Business and Economic Statistics Section
Organizer(s): Mariana Saenz, Georgia Southern University
Chair(s): Brian King, Rice University
2:05 PM	Cross-Sectional Analysis of Conditional Stock Returns: Quantile Regression with Machine Learning Presentation Guoliang Ma, Iowa State University; Cindy Yu, Iowa State University; Haitao Li, Cheung Kong Graduate School of Business
2:25 PM	Decoupling Trends and Changepoint Analysis Haoxuan Wu, Cornell University; Sean Ryan, Cornell University; David Matteson, Cornell University
2:45 PM	Differentially Private Heavy-Tailed Synthetic Data Tran Tran, The Pennsylvania State University; Matthew Reimherr, Penn State University; Aleksandra B. Slavkovic, Penn State University
3:05 PM	Functional Stochastic Volatility Phillip Alexander Jang, Cornell University; Michael Jauch, Cornell University; David Matteson, Cornell University
3:25 PM	Floor Discussion

474 * !	Wed, 8/10/2022, 2:00 PM - 3:50 PM	CC-101
Emerging Methods and Applications in Insurance Data Science — Topic Contributed Papers
Casualty Actuarial Society, Business and Economic Statistics Section, SSC (Statistical Society of Canada), Text Analysis Interest Group
Organizer(s): Peng Shi, University of Wisconsin-Madison
Chair(s): Lu Yang, University of Minnesota
2:05 PM	Modeling of Fire Contagion with Applicatin in Farm Insurance Jean-Philippe Boucher, UQAM
2:25 PM	Improving Business Insurance Loss Models by Leveraging InsurTech Innovation Zhiyu Quan, University of Illinois at Urbana-Champaign
2:45 PM	Statistical Learning Approaches to Analyzing Textual Insurance Data Gee Y. Lee, Michigan State University
3:05 PM	A Tweedie Compound Poisson Model in Reproducing Kernel Hilbert Space Yi Yang, McGill University; Yi Lian, McGill University; Boxiang Wang, University of Iowa; Peng Shi, University of Wisconsin-Madison; Robert William Platt, McGill University
3:25 PM	Robust Modeling and Model Diagnostics of Insurance Loss Data: A Weighted Likelihood Approach Tsz Chai STATE Fung, Georgia State University
3:45 PM	Floor Discussion

477 * !	Wed, 8/10/2022, 2:00 PM - 3:50 PM	CC-158AB
Statistical Methods for New Age Marketing Problems — Topic Contributed Papers
Section on Statistics in Marketing, Business and Economic Statistics Section, International Indian Statistical Association
Organizer(s): Gourab Mukherjee, University of Southern California
Chair(s): Sharmistha Guha, Texas A&M University
2:05 PM	Joint Modeling of Playing Time and Purchase Propensity in Massively Multiplayer Online Role-Playing Games Trambak Banerjee, University of Kansas; Peng Liu, Santa Clara University; Gourab Mukherjee, University of Southern California; Shantanu Dutta, University of Southern California; Hai Che, University of California, Riverside
2:25 PM	Estimating Promotion Effects in Email Marketing Using a Large-Scale Cross-Classified Bayesian Joint Model Gourab Mukherjee, University of Southern California; Sabyasachi Mukhopadhyay, Indian Institute of Management; Wreetabrata Kar, Purdue University
2:45 PM	Understanding Early Adoption of Hybrid Cars via a New Multinomial Probit Model with Multiple Network Weights Bikram Karmakar, University of Florida; Ohjin Kwon, Central Connecticut State University; Gourab Mukherjee, University of Southern California; S Siddarth, University of Southern California
3:05 PM	Personalized Treatment Selection Using Causal Heterogeneity Kinjal Basu, LinkedIn Corporation
3:25 PM	Replication and Generalization in Consumer Psychology Blakeley B. McShane, Northwestern University
3:45 PM	Floor Discussion

502	Thu, 8/11/2022, 8:30 AM - 10:20 AM	CC-144B
Recent Developments in Modeling of Multivariate Functional Data — Invited Papers
Section on Statistical Learning and Data Science, Business and Economic Statistics Section, ENAR
Organizer(s): Mladen Kolar, The University of Chicago
Chair(s): Mladen Kolar, The University of Chicago
8:35 AM	Functional Graphical Models Lexin Li, University of California, Berkeley
8:55 AM	Bayesian Functional Graphical Models Lin Zhang, University of Minnesota; Veera Baladandayuthapani, University of Michigan; Quinton Neville, University of Minnesota; Karina Quevedo, University of Minnesota; Jeffrey Morris, University of Pennsylvania
9:15 AM	Quantifying Deviations from Separability in Space-Time Functional Processes Tim Kutta, Ruhr-University Bochum; Holger Dette, Ruhr University Bochum; Gauthier Dierickx, Ruhr-University Bochum
9:35 AM	Adaptive Functional Thresholding for Sparse Covariance Function Estimation in High Dimensions Presentation Qin Fang, London School of Economics; Shaojun Guo, Renmin University of China; Xinghao Qiao, London School of Economics
9:55 AM	Discussant: Samuel Wang, Cornell University
10:15 AM	Floor Discussion

509 * !	Thu, 8/11/2022, 8:30 AM - 10:20 AM	CC-143A
Recent Advances in High-Dimensional Time Series Analysis — Topic Contributed Papers
Business and Economic Statistics Section, IMS, Section on Statistical Learning and Data Science
Organizer(s): S. Yaser Samadi, Southern Illinois University Carbondale
Chair(s): Ali Shojaie, University of Washington
8:35 AM	Fast, Optimal, and Targeted Predictions Using Parametrized Decision Analysis Daniel Kowal, Rice University
8:55 AM	Dimension Reduction for Vector Autoregressive Models S. Yaser Samadi, Southern Illinois University Carbondale; H. M. Wiranthe Bandara Herath, Southern Illinois University Carbondale
9:15 AM	Inference for Location of Change Points in High-Dimensional Non-Stationary Vector Auto-Regressive Models Abolfazl Safikhani, University of Florida; Abhishek Kaul, Washington State University; Yue Bai, University of Florida
9:35 AM	Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data Ruey Tsay, University of Chicgao; Zhaoxing Gao, Zhejiang University
9:55 AM	Floor Discussion

516	Thu, 8/11/2022, 8:30 AM - 10:20 AM	CC-152B
Business Analytics and Data Science Centers in College and Universities: What Makes Them Tick! — Topic Contributed Panel
Business Analytics/Statistics Education Interest Group, Business and Economic Statistics Section, Section on Statistics and Data Science Education
Organizer(s): George Recck, Babson College
Chair(s): Ismael Talke, Senior Lecturer Fisher COB OSU
8:35 AM	Business Analytics and Data Science Centers in College and Universities: What Makes Them Tick!
Panelists:	Diana Jones, Drexel University George Recck, Babson College John Draper, The Ohio State University
10:10 AM	Floor Discussion

519 !	Thu, 8/11/2022, 8:30 AM - 10:20 AM	CC-142
Innovations in Time Series Modeling — Contributed Papers
Business and Economic Statistics Section
Chair(s): Bart Hobijn, Federal Reserve Bank of Chicago
8:35 AM	SARMA: A Computationally Scalable High-Dimensional Time Series Model Yao Zheng, University of Connecticut
8:50 AM	A Generalization to time-varying Integer GARCH Model Isuru Panduka Ratnayake, Kansas University Medical Center ; V. A. Samaranayake, Missouri University of Science and Technology
9:05 AM	K-ARMA Models for Clustering Time Series Data Derek O Hoare, Cornell University
9:20 AM	A Multiplicative Factor Multi Frequency Exponential GARCH Model Anjana Bandara Yatawara, Missouri University of Science and Technology; V. A. Samaranayake, Missouri University of Science and Technology
9:35 AM	Sequential Change-Point Detection for Compositional Time Series with Exogenous Variables Yajun Liu, Northwestern University; Beth Andrews, Northwestern University
9:50 AM	Mean Targeting Estimation for Negative Binomial INGARCH(1,1) Models Yunwei Cui, Towson University; Mackenzie McCracken, Towson University
10:05 AM	Floor Discussion

540 * !	Thu, 8/11/2022, 10:30 AM - 12:20 PM	CC-143B
Statistical Foundation for Studying Economic Mobility and Social Disparities — Invited Papers
Business and Economic Statistics Section, American Sociological Association
Organizer(s): Wenjiang Fu, University of Houston
Chair(s): Thuan Nguyen, Oregon Health Science University
10:35 AM	An Overview of Some Critical Measures in Economic and Social Disparities and Statistical Methods Wenjiang Fu, University of Houston
10:55 AM	Robust Estimation of Mean Squared Prediction with Application to Small Area Income and Poverty Estimation Jiming Jiang Jiang, University of California, Davis
11:15 AM	Estimating Intergenerational Elasticities with Copula-Based Selection Models and Highly Flexible Income Distributions Pablo A. Mitnik, University of Michigan-Ann Arbor; Victoria Bryant, Statistics of Income Division, Internal Revenue Service
11:35 AM	Beyond the Diagonal Reference Model: Critiques and New Directions Ethan Fosse, University of Toronto
11:55 AM	Changes in Income and Wealth Inequality in China Over the Last Decade Li Gan, Texas A&M University
12:15 PM	Floor Discussion

JSM 2022 Conference Program

Activity Details

American Statistical Association