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Topic-Contributed Paper Session

Recent Advances in High-dimensional Time Series Analysis for Business and Economics Data

Mon, Aug 5, 2:00 PM - 3:50 PM

Seyed Yaser SamadiOrganizerYao ZhengChair

Business and Economic Statistics Section

5 Presentations

Model Selection for Unit-root Time Series with Many Predictors

2:05 PM - 2:25 PM

Shuo-Chieh Huang

Bayesian Group-Shrinkage Based Estimation for Panel Vector Autoregressive Models and their Applications

2:25 PM - 2:45 PM

George Michailidis (University of Florida)

Testing Synchronization of change-points for Multiple Time-Series

2:45 PM - 3:05 PM

Dimension Reduction for High-dimensional Matrix Autoregressive Models

3:05 PM - 3:25 PM

Seyed Yaser Samadi (Southern Illinois University-Carbondale)

Monte Carlo inference for semiparametric Bayesian regression

3:25 PM - 3:45 PM

Dan Kowal (Cornell University)

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