Topics on Bayesian and VAR Models

Wed, Aug 9, 2:00 PM

Hanjia GaoChair

Business and Economic Statistics Section

4 Presentations

Bayesian Dynamic Factor Autoregressive Models

2:05 PM - 2:20 PM

Hadi Safari Katesari

Co-authors: Samira Zaroudi (3Department of Mathematics and Computer Science, John Jay College of Criminal Justice), Seyed Yaser Samadi (Southern Illinois University-Carbondale)

Characterizing and estimating high dimension sparse regression parameter with inequality constraints

2:20 PM - 2:35 PM

Neha Agarwala

Co-authors: Anindya Roy (University of Maryland-Baltimore County), Arkaprava Roy (University of Florida)

Intervention analysis, causality and generalized impulse responses in VAR models: theory & inference

2:35 PM - 2:50 PM

Endong Wang

Co-authors: Jean-Marie Dufour (McGill University)

Multivariate CAViaR: An Insightful Approach to Risk Modeling

2:50 PM - 3:05 PM

Steven Moen (University of Wisconsin-Madison)

Co-authors: Zhengjun Zhang (University of Wisconsin), Wei Biao Wu (The University of Chicago)

Session participants

Xiaofeng Shao (University of Illinois, Urbana-Champaign)

Participant