JSM Preliminary Online Program
This is the preliminary program for the 2008 Joint Statistical Meetings in Denver, Colorado.
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Some sessions have been moved to accommodate conflicts. Session numbers were resequenced April 4, 2008. This online program reflects these changes and always includes the most up-to-date information.


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15 Sun, 8/3/08, 2:00 PM - 3:50 PM CC-104
Time Series I: Seasonal Adjustment - Topic Contributed - Papers
Business and Economics Statistics Section
Organizer(s): Tucker S. McElroy, U.S. Census Bureau
Chair(s): Duncan J. Elliott, The Office for National Statistics, UK
     2:05 PM   Seasonal Adjustment in a Mass Production EnvironmentGary C. Brown, The Office for National Statistics, UK; Duncan J. Elliott, The Office for National Statistics, UK
     2:25 PM   Modeling of BLS and Census Bureau Seasonal Time Series with Frequency-Specific Generalized Airline ModelsDavid Findley, U.S. Census Bureau; Thomas Evans, Bureau of Labor Statistics; Jean Palate, National Bank of Belgium; Richard Tiller, Bureau of Labor Statistics
     2:45 PM   Using Besov Spaces and Empirical Mode Decomposition for Seasonal Extraction in Nonstationary Time Series — Christopher Blakely, Statistical Research Division; Christopher Blakely, Statistical Research Division
     3:05 PM   European Guidelines on Seasonal AdjustmentGian Luigi Mazzi, European Commission; Rosa Ruggeri Cannata, European Commission; Cristina Calizzani, European Commission
     3:25 PM   The Application of X-13A-S on Monetary and Financial DataFida Hussain, Bank of England
     3:45 PM   Floor Discussion
 
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38 Applied Session Sun, 8/3/08, 4:00 PM - 5:50 PM CC-110
Semiparametric Modeling of Nonlinear and Nonstationary Time Series - Invited - Papers
Business and Economics Statistics Section, IMS
Organizer(s): Lijian Yang, Michigan State University
Chair(s): Lijian Yang, Michigan State University
     4:05 PM   Consistent Nonparametric Tests on Parametric Smooth Coefficient ModelsYiguo Sun, University of Guelph; Zongwu Cai, The University of North Carolina, Charlotte; Qi Li, Texas A&M University
     4:35 PM   Spline-Backfitted Kernel Smoothing of Additive Coefficient ModelRong Liu, Michigan State University; Lijian Yang, Michigan State University
     5:05 PM   Empirical Likelihood-Based Inference for Nonlinear DiffusionsKe-Li Xu, University of Alberta
     5:35 PM   Floor Discussion
 
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65 Sun, 8/3/08, 4:00 PM - 5:50 PM CC-112
Credit; Bootstrap - Contributed - Papers
Business and Economics Statistics Section
Chair(s): Yi Wang, New York University
     4:05 PM   Predicting Credit Card Attrition Curves with Survival ModelsAlfred Furth, South Dakota State University
     4:20 PM   Modeling the Dynamic of Consumer Credit UtilizationJie Chen, Bank of America, N.A.; Agus Sudjianto, Bank of America, N.A.; Runze Li, The Pennsylvania State University; Richard Liu, Bank of America, N.A.
     4:35 PM   Frequency Domain Bootstrap Test for Time Series LinearityJane L. Harvill, Baylor University
     4:50 PM   Generating Random Integer Sequences for Marketing and Risk AnalyticsMichial Thompson, Strounine Thompson Technology Group
     5:05 PM   Pricing Interest Rate Options in a LIBOR Market ModelTing-Pin Wu, National Taipei University; Shih-Kuei Lin, National University of Kaohsiung
     5:20 PM   On the Term Structure of Credit Risk Spreads Under Levy ProcessesBudhi A. Surya, Bank of America, N.A.
     5:35 PM   Floor Discussion
 
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Mon, 8/4/08, 7:00 AM - 8:30 AM HY-Limestone
Business and Economics Statistics Section Executive Committee Meeting (closed)
Business and Economics Statistics Section
Chair(s): Sastry Pantula, North Carolina State University
 
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79 Mon, 8/4/08, 8:30 AM - 10:20 AM CC-110
Financial Econometrics - Invited - Papers
Business and Economics Statistics Section
Organizer(s): Philippe Soulier, Université Paris X
Chair(s): Philippe Soulier, Université Paris X
     8:35 AM   Inference for Lévy-Driven, Continuous-Time ARMA ProcessesRichard A. Davis, Columbia University; Peter J. Brockwell, Colorado State University; Yu Yang, Colorado State University
     9:05 AM   Microstructure Noise, Integrated Volatility, and Rounding ErrorMathieu Rosenbaum, University Paris-Est and CREST-ENSAE
     9:35 AM   A Levy-Driven, Continuous-Time GARCH ProcessAlexander Lindner, TU Braunschweig
     10:05 AM   Floor Discussion
 
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106 Mon, 8/4/08, 8:30 AM - 10:20 AM CC-112
Bayesian Methods; Ridge Regression - Contributed - Papers
Business and Economics Statistics Section, Section on Bayesian Statistical Science
Chair(s): Nalini Ravishanker, University of Connecticut
     8:35 AM   A Bayesian Approach to Nonparametric Monotone Function EstimationTom Shively, The University of Texas at Austin; Tom Sager, The University of Texas at Austin
     8:50 AM   Score-Based Portfolio Strategy in Bayesian ViewTimothy H. Lee, CRM
     9:05 AM   Bayesian Inference in the Time-Varying Cointegration Model — Gary Koop, University of Strathclyde; Roberto Leon-Gonzalez, GRIPS; Rodney Strachan, University of Strathclyde
     9:20 AM   Generalized Maximum Entropy Estimation of the Parameters of Production and Demand Functions in the Framework of CGE ModelsTiziana Laureti, University of Tuscia; Guido Ferrari, University of Florence; Luca Secondi, University of Florence
     9:35 AM   Stochastic Volatility Model with Regime SwitchingLu Zhang, The Pennsylvania State University; John Liechty, The Pennsylvania State University
     9:50 AM   Floor Discussion
 
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129 Mon, 8/4/08, 10:30 AM - 12:20 PM CC-105
Time Series II: Model Optimization and Evaluation - Topic Contributed - Papers
Business and Economics Statistics Section
Organizer(s): Tucker S. McElroy, U.S. Census Bureau
Chair(s): Scott Holan, University of Missouri-Columbia
     10:35 AM   A Modification to Khandakar and Hyndman's ARIMA Model Selection Algorithm Using an Empirical Information CriterionBrian C. Monsell, U.S. Census Bureau
     10:55 AM   How Frequency of Measurement Affects Petroleum Product Price Pass-Through ModelsCarol J. Blumberg, Energy Information Administration
     11:15 AM   Theoretical and Real Trading-Day FrequenciesDominique Ladiray, INSEE
     11:35 AM   The Influences of Bridging Days, School Holidays, and Weather on German Time SeriesRobert Kirchner, Deutsche Bundesbank
     11:55 AM   Further Results on Seasonal Time SeriesDavid A. Dickey, North Carolina State University
     12:15 PM   Floor Discussion
 
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144 Mon, 8/4/08, 10:30 AM - 12:20 PM CC-107
Econometric Modeling, Robustness, and Heavy Tails - Contributed - Papers
Business and Economics Statistics Section, Section on Nonparametric Statistics
Chair(s): Mengchen Hsieh, Morgan Stanley
     10:35 AM   Small Sample Performance of Instrumental Variables Probit Estimators: A Monte Carlo InvestigationLee C. Adkins, Oklahoma State University
     10:50 AM   Use of Optimal Instrument Variables for Estimating Spatial Modeling Parameters with Application to Crime Survey DataKrista Collins, Statistics Canada; Avinash C. Singh, Statistics Canada
     11:05 AM   A Robust LOESS Smooth Approach to Problem Bank Identification — Randall Kimmel, Kent State University; David Booth, Kent State University; Stephane Booth, Kent State University
     11:20 AM   Finite Sample Tests for the Composite Hypothesis of Stable LawThomas R. Willemain, Rensselaer Polytechnic Institute; Albert S. Paulson, Rensselaer Polytechnic Institute;
     11:35 AM   Bootstrap Prediction Intervals for Large Financial Data SetsWilliam L. Seaver, The University of Tennessee, Knoxville; Donglin Wang, The University of Tennessee, Knoxville
     11:50 AM   What Has Been the Government's Role in the Erosion of Auto Sales by U.S. Firms?Ronald Tracy, Oakland University
     12:05 PM   Competitiveness of Different Groups of Italian Enterprises Detected Using Robust Classification Methods — Luigi Biggeri, Italian National Institute of Statistics; Matilde Bini, University of Florence; Filippo Oropallo, Italian National Institute of Statistics
 
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196 Mon, 8/4/08, 2:00 PM - 3:50 PM CC-108
Volatility - Contributed - Papers
Business and Economics Statistics Section, IMS
Chair(s): Rebecca J. Sela, Stern School of Business/New York University
     2:05 PM   Autoregressive Models with Missing Data and Dependent InnovationsNatalia Bahamonde, Pontifica Universidad Católica de Valparaíso
     2:20 PM   The Contribution of Jumps to Price Volatility in the Energy Futures MarketJohan Bjursell, George Mason University; James E. Gentle, George Mason University; George H K. Wang, George Mason University
     2:35 PM   GARCH Model with Non-I.I.D. Rescaled ErrorsKazuhiko Shinki, University of Wisconsin-Madison
     2:50 PM   Memory Structure in Stochastic Volatility ModelsWen Li, Iowa State University; Cindy Yu, Iowa State University; Alicia Carriquiry, Iowa State University; Wolfgang Kliemann, Iowa State University
     3:05 PM   How Potent Are News Reversals? Evidence from the Futures MarketsRohan A. Christie-David, University of Louisville; Arjun Chatrath, University of Portland; Kiseop Lee, University of Louisville
     3:20 PM   Empirical Volatility and Seasonality Models for Electricity Futures PricesHai Dong, University of South Carolina
     3:35 PM   Filtering and Option Pricing with TransformationHui Gong, Temple University; Aerambamoorthy Thavaneswaran, University of Manitoba; Jagbir Singh, Temple University
 
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199 Mon, 8/4/08, 2:00 PM - 3:50 PM CC-F Lobby
Contributed Poster Presentations - Contributed - Poster Presentations
Biometrics Section, Biopharmaceutical Section, Business and Economics Statistics Section, IMS, Section on Bayesian Statistical Science, Section on Government Statistics, Section on Health Policy Statistics, Section on Physical and Engineering Sciences, Section on Risk Analysis, Section on Statistical Computing, Section on Statistical Consulting, Section on Statistical Graphics, Section on Statistics and Marketing, Section on Statistics in Epidemiology, Social Statistics Section, WNAR, Section on Nonparametric Statistics
Organizer(s): John Castelloe, SAS Institute Inc.
Chair(s): John Castelloe, SAS Institute Inc.
Poster Topic: Applications and case studies:
66: Bayesian Optimal Design for Nonlinear Combinations of Parameters in Gaddum/Schild ModelZhongwen Tang, Kansas State University
67: Symbolic Data Analysis Applied to Census DataAntonio Giusti, University of Florence; Laura Grassini, University of Florence
68: An Adaptive, Two-Stage, Dose Exploration Design for the Estimation of a Human Colonizing Dose 50 (HCD50) and Human Colonizing Dose 90 (HCD90)Yu-Hui H. Chang, The University of Iowa; Kathryn Chaloner, The University of Iowa; Patricia Winokur, The University of Iowa; Michael Apicella, The University of Iowa; Wei Zhang, Boehringer Ingelheim Pharmaceuticals, Inc.
69: Identification of Penicillium Species Using Discriminant AnalysisJames Slaven, National Institute for Occupational Safety and Health; Justin Hettick, National Institute for Occupational Safety and Health; Brett Green, Sporometrics; Amanda Buskirk, National Institute for Occupational Safety and Health; Don Beezhold, National Institute for Occupational Safety and Health; Michael Kashon, National Institute for Occupational Safety and Health
70: Cluster Analysis and Predicting Transcription Factor Regulatory NetworkDongseok Choi, Oregon Health & Science University; Zhixin Kang, University of Illinois at Chicago; George C. Tiao, The University of Chicago
71: Estimating Weekly Stocks of Other OilsRuey-Pyng Lu, Energy Information Administration
72: Autopsy Status of Homicide Victims and Medical Examiner/Coroner System in the United States in 1979--1994Hsiang-Ching Kung, National Center for Health Statistics; Xinhua Liu, Columbia University; Donna L. Hoyert, National Center for Health Statistics
73: Comparisons of the Uses of Logistic and Probit Regression in the Aerospace and Biomedical FieldsPeter Hovey, University of Dayton; Rafe Donahue, Vanderbilt University
74: Equivalency Criteria in Pharmaceutical vs. Engineering ApplicationsElizabeth Whalen, The Boeing Company
75: Power Transformations Based on Data from the National Health and Nutrition Examination SurveysMargaret D. Carroll, National Center for Health Statistics
76: Analysis of the Growth Rate of Prostate-Specific Antigen of Prostate Cancer Patients by a Linear Spline Model with Mixed EffectsSuyan Tian, Rockefeller University
77: Applications of Nonclinical Biostatistics in Biotechnology IndustryPriya Kulkarni, Genentech, Inc.
78: Market Segmentation of Customers' Satisfaction and Their Willingness To Pay for the Cable TV Industry of the Chung-Hua Area in TaiwanNai-Hua Chen, Chienkuo Technology University; Ching-Tong Wu, Chienkuo Technology University; Shu-jing Chiu, Chienkuo Technology University; Chung Tu, Chienkuo Technology University
79: A Natural Experiment Examining Proximity to Emergency Department (ED) as a Predictor of Frequent ED Use Among Asthmatic Children in the Inner CityHenry T. Bahnson, Rho, Inc.; Agustin Calatroni, Rho, Inc.; John Schwarz, Rho, Inc.; Herman Mitchell, Rho, Inc.
80: Undergraduate Retention Using Cox RegressionBarbara Warsavage, California State University, East Bay
Poster Topic: Categorical, multivariate analysis:
81: An Algorithm for Estimating Power and Sample Size for Logistic Models with One or More Independent Variables of InterestJay Northern, University of Arkansas for Medical Sciences; D. Keith Williams, University of Arkansas for Medical Sciences; Zoran Bursac, University of Arkansas for Medical Sciences
82: Effect on Power of Categorizing Continuous VariablesT. Robert Harris, The University of Texas School of Public Health
83: An Organized Investigation of Sample Size in Independent and Paired Dichotomous DataKang-Hsien Fan, University of Louisville; Linda J. Goldsmith, University of Louisville
84: Ordinal Classification Approach Using Bagged Classification Trees and the Proportional Odds Model as Splitting CriteriaTobias Guennel, Virginia Commonwealth University
85: Efficient Selection of Prototypes Using Expert RatingsWilliam E. Miller, Centers for Disease Control and Prevention
86: Assessing Regression Modeling with Ordinal ResponsesKao-Tai Tsai, Bristol-Myers Squibb Company
87: Exact Inference for Ordered and Nominal Categorical DataJohn D.S. Hwang, B.R.S.I.; James S. Lee, Daiichi Sankyo Pharma Development
88: Development and Internal Validation of the Prediction Model To Identify Thrombotic Thrombocytopenic Purpura (TTP) Patients at Risk for RelapseXiaoning Li, University of Oklahoma Health Science Center
89: The Partition Logistic Regression ModelYing Liu, Virginia Polytechnic Institute and State University; Shi-shien Yang, Kansas State University
90: College Desirability: A Multivariate Statistical AnalysisLindsay Moomaw, Miami University; Andrea Austin, Miami University; Terrell Felder, Miami University
Poster Topic: Data mining and knowledge discovery, machine learning:
91: Discovering Sparse Covariance Structures with the IsomapAmy Wagaman, The University of Michigan
92: Application of Transportation Problem to Prediction Model in OrthodonticsOlena Tsvirkunova, Align Technology Inc.; Michael Zakharevich, Align Technology Inc.; Vadim Matov, Align Technology Inc.
93: Neural Network Monitoring of Poisson DataBenjamin M. Adams, The University of Alabama; Yousef Al-Hammadi, The University of Alabama
94: S-Plus and R Package for Least Angle RegressionTatiana Maravina, University of Washington; Tim Hesterberg, Google, Inc.; Chris Fraley, Insightful Corporation
95: Support Vector Machines with Recursive Feature Elimination for the Creation of a Diagnostic ToolDavid H. Henderson, Insightful Corporation
Poster Topic: Government statistics:
96: On Nigerian Statistical Capacity Building as a Panacea for Achieving Millennium Development Goals (MDGs)Dallah Hamadu, University of Lagos; Ray Okafor, University of Lagos
Poster Topic: Transportation statistics:
97: Graphical Displays of Safety Performance FunctionsBarbara A. Bailey, San Diego State University
 
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Mon, 8/4/08, 5:30 PM - 6:30 PM CC-105
Business and Economics Statistics Section Business Meeting
Business and Economics Statistics Section
Chair(s): Sastry Pantula, North Carolina State University
 
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Mon, 8/4/08, 6:30 PM - 8:00 PM CC-105
Joint Business and Economic Statistics Section and the Section of Statistics and Marketing Reception
Business and Economics Statistics Section, Section on Statistics and Marketing
Chair(s): Wendy Moe, University of Maryland, College Park, Sastry Pantula, North Carolina State University
 
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221 Tue, 8/5/08, 8:30 AM - 10:20 AM CC-110
New Developments in Multivariate Time Series Analysis - Topic Contributed - Papers
Business and Economics Statistics Section, IMS
Organizer(s): Marc G. Genton, University of Geneva
Chair(s): Marc G. Genton, University of Geneva
     8:35 AM   Dynamic Factor Models with Block StructureMarc Hallin, Université Libre de Bruxelles
     8:55 AM   Semiparametric Nonlinear Vector Autoregressive Time Series ModelsYehua Li, The University of Georgia; Marc G. Genton, University of Geneva
     9:15 AM   Arc Length Tests for Equality of AutocovariancesFerebee Tunno, Clemson University
     9:35 AM   Time Series Analysis for PARMA Sequences of Less Than Full RankHarry Hurd, The University of North Carolina at Chapel Hill
     9:55 AM   Dynamic Correlations and Stochastic VolatilityDenis Pelletier, North Carolina State University; William McCausland, University of Montreal; Shirley Miller, University of Montreal
     10:15 AM   Floor Discussion
 
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238 Tue, 8/5/08, 8:30 AM - 10:20 AM CC-112
Risk Analysis - Contributed - Papers
Business and Economics Statistics Section, Section on Risk Analysis
Chair(s): Mihaela Krasteva, Stern School of Business/New York University
     8:35 AM   Empirical Relationships Among Various Statistics Measuring Discriminatory PowerJohn Zuo, Wachovia Bank
     8:50 AM   Anticipating Extreme Changes in the Performance of Long Repayment Term Consumer Loan Portfolios Through Eigenvector Analysis of Markov Chain MatricesAlex Strounine, Strounine Thompson Technology Group
     9:05 AM   Ruin Probabilities in Risk Model with the General Mixture DistributionMin Deng, Maryville University of St. Louis
     9:20 AM   Management of Business Processes in Uncertain ConditionsMaxim B. Khayrullin, Novosibirsk State Technical University; Anatoly A. Naumov, Novosibirsk State Technical University
     9:35 AM   Modeling Dependence in the Design of Crop Insurance Contract: A Semiparametric Copula Model ApproachYing Zhu, North Carolina State University; Sujit Ghosh, North Carolina State University; Barry Goodwin, North Carolina State University
     9:50 AM   Using Time-Varying GEVs To Model Extreme Financial ReturnsMark L. Labovitz, University of Colorado, Denver/Lipper, A Reuters Company
     10:05 AM   Improved Statistical Emphasis on Hedge Fund Trading Strategy and Risk ManagementBogong T. Li, Bank of America, N.A.
 
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273 Tue, 8/5/08, 10:30 AM - 12:20 PM CC-112
Government Statistics - Contributed - Papers
Business and Economics Statistics Section, Social Statistics Section
Chair(s): Aaron Tenenbein, New York University, Stern
     10:35 AM   Frame Improvements to Statistics Canada Business RegisterYanick Beaucage, Statistics Canada; Wesley Yung, Statistics Canada
     10:50 AM   The Quality Assurance Survey and Its Impact on the Canadian Business RegisterTyler Kirkland, Statistics Canada; Zeeshan Mahmood, Statistics Canada; Caroline Pelletier, Statistics Canada
     11:05 AM   An Analysis of Key Differences in Micro Data: Results from the Business List Comparison ProjectLucia Foster, U.S. Census Bureau; Kristin Fairman, Bureau of Labor Statistics; C. J. Krizan, U.S. Census Bureau; Ian Rucker, Bureau of Labor Statistics
     11:20 AM   Is the Grass Always Greener on the Other Side? Assessing the Determinants of Individual Well-Being Across Europe — Luisa Corrado, University of Cambridge; Aqib Aslam, University of Cambridge
     11:35 AM   Multiple Imputation Approaches for Right-Censored Wages in the German IAB Employment RegisterThomas Buettner, Institute for Employment Research; Susanne Rässler, Otto-Friedrich University Bamberg
     11:50 AM   Disclosure Protection: A New Approach to Cell SuppressionBei Wang, U.S. Census Bureau
     12:05 PM   Remeasuring the Size of the World's EconomyFrederic A. Vogel, The World Bank
 
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279 Tue, 8/5/08, 10:30 AM - 12:20 PM CC-F Lobby
Contributed Poster Presentations - Contributed - Poster Presentations
Biometrics Section, Biopharmaceutical Section, Business and Economics Statistics Section, ENAR, IMS, Section on Bayesian Statistical Science, Section on Health Policy Statistics, Section on Statistics and Marketing, Section on Statistics in Epidemiology
Organizer(s): John Castelloe, SAS Institute Inc.
Chair(s): John Castelloe, SAS Institute Inc.
Poster Topic: Business, financial, and marketing statistics:
37: A Longitudinal Study of Nigerian Stock PricesHamadu Dallah, University of Lagos; Ismaila A. Adeleke, University of Lagos
38: The Transformed GARCH Model for the Asymmetric Volatility — In-Kwon Yeo, Sookmyung Women's University; Juyeon Park, Sookmyung Women's University
Poster Topic: Clinical trials, drug discovery:
39: Statistics for Comparing Two Treatments with Placebo, with Selection of Better TreatmentXianhuang Zhou, Bristol-Myers Squibb Company
40: Exploring the Benefits of Adaptive Sequential Designs in Time-to-Event Endpoint SettingsSarah Emerson, Stanford University; Scott S. Emerson, University of Washington; Kyle Rudser, University of Washington
41: Multiple Imputation of Ordinal and Count Outcomes in a Multiple Sclerosis Clinical Trial Using Data at Dropout — Peter B. Imrey, The Cleveland Clinic and Case Western Reserve University; John Barnard, The Cleveland Clinic; Matthew Karafa, The Cleveland Clinic; The Avonex Combination Trial (ACT) Investigators, The Cleveland Clinic Foundation
42: A Dunnett-Bonferroni--Based Parallel Gatekeeping Procedure for Dose-Response Clinical Trials with Multiple EndpointsIsaac Nuamah, Johnson & Johnson Pharmaceutical R&D, LLC; Haiyan Xu, Johnson & Johnson Pharmaceutical R&D, LLC; Jingyi Liu, University of California, Davis; Pilar Lim, Johnson & Johnson Pharmaceutical R&D, LLC
43: Parameterization of CRM ModelJianfen Shu, University of Virginia
44: Design Strategies for a Proof-of-Concept Study with Futility Analysis and Go/No-Go CriteriaYong-Cheng Wang, Biogen Idec, Inc.
45: A Response Adaptive Design with Pharmacogenomic Biomarkers for Targeted TherapiesJens C. Eickhoff, University of Wisconsin-Madison; KyungMann Kim, University of Wisconsin-Madison; Jill M. Kolesar, University of Wisconsin-Madison; Glenn Liu, University of Wisconsin-Madison; Wei Huang, University of Wisconsin-Madison; Jason R. Gee, William S. Middleton Memorial Veterans Hospital
46: A Dose-Finding Design for Combination Therapy That Accounts for Both Efficacy and SafetyPing Yao, University of Missouri-Columbia; Nancy Flournoy, University of Missouri-Columbia; Valerii V. Fedorov, GlaxoSmithKline
47: A Generalized Correlation Coefficient for the General Two-Treatment Crossover DesignYi-Ju Chen, National Chung Cheng University; Vernon Chinchilli, Pennsylvania State College of Medicine
48: Sample Size and Power Calculations for Comparing Two Means in Zero-Inflated Discrete Distribution with Application to MRI-Based Clinical TrialsSungyoung Auh, National Institute of Neurological Disorders and Stroke; Jonghyeon Kim, The EMMES Corporation; Francesca Bagnato, National Institute of Neurological Disorders and Stroke
49: Inference for Comparing Two Treatments Using Receiver Operating Characteristic CurveSibabrata Banerjee, Schering-Plough Research Institute; Sunil Dhar, New Jersey Institute of Technology; Farid Kianifard, Novartis Pharmaceuticals
50: A Simulation Comparison of Asymptotic Tests for 2×2 Tables of Outcome-Based Adaptive RandomizationXuemin Gu, The University of Texas M.D. Anderson Cancer Center; J. Jack Lee, The University of Texas M.D. Anderson Cancer Center
51: Comparing the Statistical Performance of Continuous Sequential Monitoring to Group Sequential Methods for Evaluating Post-Marketing Drug Safety: A Simulation StudyShanshan Zhao, University of Washington; Andrea J. Cook, Group Health Center for Health Studies; Jennifer Nelson, Group Health Center for Health Studies
Poster Topic: Economics, game theory:
52: Primary Economic Issues That Affect GDP — Les Yen, University of Phoenix/NVA; Rene Wells, University of Phoenix; Eric Cramer, University of Phoenix; Angie Kruse, University of Phoenix
53: Effects of Alcohol and Drug Use on Human Capital: A Review — Richard Bryant, Missouri University of Science and Technology; V. A. Samaranayake, Missouri University of Science and Technology
Poster Topic: Pharmacokinetics and pharmacodynamics:
54: A Comparison of Methods To Determine Bioequivalence of Topical Dermatological Drug ProductsAshlyn Hutchinson, Colorado School of Mines; William Navidi, Colorado School of Mines; Annette Bunge, Colorado School of Mines; Berthe N'Dri-Stempfer, Colorado School of Mines
55: An Estimation Method and the Appropriate Sampling Point of the Half-Life for a One-Compartment Model of a Single Bolus Intravenous Injection by a Single SamplingTakashi Funatogawa, Chugai Pharmaceutical Co. LTD.; Ikuko Funatogawa, Teikyo University School of Medicine; Akifumi Yafune, Clinic Sendagaya
Poster Topic: Time series/wavelet analysis:
56: One Connection of State Space Model and Penalized SplineBin Zhu, The University of Michigan; Jeremy M.G. Taylor, The University of Michigan; Peter Song, The University of Michigan
57: Observation-Driven State-Space Model for Categorical Time SeriesXiaoa Zhen, The University of Georgia; Ishwar Basawa, The University of Georiga
58: Clustering Time Series Using WaveletYou Jin Kim, Seoul National University; Bo Ram Kim, Seoul National University; Jung Hyun Lee, Seoul National University; Sinsup Cho, Seoul National University
59: Linex-Unbiased Filtering of Time Series — Khalil Shafie, University of Northen Colorado; Saad Alkahtani, University of Northern Colorado
60: Time Series Models with Asymmetric Laplace InnovationsAlexandre Trindade, Texas Tech University ; Yun Zhu, CitiGroup
61: Time Series Analysis of the Fatal Accident Reporting SystemBrian Close, University at Albany; Igor G. Zurbenko, University at Albany
62: Negative Seasonality and the Reduction of Dips in the Spectrum of a Seasonally Adjusted Time SeriesTucker S. McElroy, U.S. Census Bureau
 
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280 Tue, 8/5/08, 12:30 PM - 1:50 PM HY-Capitol Ballroom 6
Business and Economics Statistics Section Speaker with Lunch (fee event) - Roundtables - Speaker with Lunch
Business and Economics Statistics Section
Organizer(s): Sastry Pantula, North Carolina State University
TL08: Epidemics in a Globalized World: Economic and Financial Lessons from HIV/AIDSTapen Sinha, Instituto Technológico Autónomo De México
 
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294 Applied Session Theme Session Tue, 8/5/08, 2:00 PM - 3:50 PM CC-103
Modeling Long-Range Dependence and Stochastic Volatily: From Theory to Applications in Business and Economics - Invited - Papers
Business and Economics Statistics Section
Organizer(s): Yulia R. Gel, University of Waterloo
Chair(s): Yulia R. Gel, University of Waterloo
     2:05 PM   An Empirical Comparison of Some Parameter Estimation Methods in Stochastic Volatility ModelsBovas Abraham, University of Waterloo; Ji Eun Choi, University of Waterloo
     2:30 PM   A Bayesian Approach to Estimating the Long Memory ParameterScott Holan, University of Missouri-Columbia; Tucker S. McElroy, U.S. Census Bureau; Sounak Chakraborty, University of Missouri-Columbia
     2:55 PM   Inference for Long Memory Time Series with Application to Weather Derivatives PricingNalini Ravishanker, University of Connecticut; Jeffrey Pai, University of Manitiba
     3:20 PM   Independent Component Analysis for Financial Time SeriesDaniel Peña, Universidad Carlos III de Madrid
     3:45 PM   Floor Discussion
 
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310 Tue, 8/5/08, 2:00 PM - 3:50 PM CC-101
Time Series Topics - Contributed - Papers
Business and Economics Statistics Section
Chair(s): Gary Simon, New York University
     2:05 PM   Bartlett-Type Corrections for Score Test Statistics on Gaussian ARMA ModelsBernardo M. Lagos, University of Concepción; Pedro A. Morettin, Institute of Marine Science, University of São Paulo
     2:20 PM   Models for Continuous Dynamical Processes with Bounded SupportAmanda R. Cangelosi, Utah State University; Mevin B. Hooten, Utah State University
     2:35 PM   A Multiscale Variance Stabilization for Binomial Sequence Proportion EstimationMatthew A. Nunes, University of Bristol
     2:50 PM   The ARIMA (0,1,2)(0,1,1) 32 Model and Confidence IntervalsSujata Mukhopadhyay, NIL
     3:05 PM   Simple Tests for Short Memory in ARFIRMA ModelsTimothy Hughes, Boise State University
     3:20 PM   Test of Normality of a Long-Memory Sequence Using the Empirical Moment Generating FunctionSucharita Ghosh, Swiss Federal Research Insitute WSL
     3:35 PM   Floor Discussion
 
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364 Wed, 8/6/08, 8:30 AM - 10:20 AM CC-210
Econometric Time Series - Contributed - Papers
Business and Economics Statistics Section
Chair(s): Priya Kulkarni, Genentech, Inc.
     8:35 AM   Test of Cointegration Using Long Run Canonical Correlations: Part IIKalidas Jana, The University of Texas at Brownsville
     8:50 AM   A Decomposition Approach to Revisions in Aggregated Time Series EstimatesDuncan J. Elliott, The Office for National Statistics, UK; Craig H. McLaren, The Office for National Statistics, UK; Julian Chow, The Office for National Statistics, UK
     9:05 AM   Forecasting Methods for GDP with Measurable RisksLes Yen, University of Phoenix/NVA; Eric Cramer, University of Phoenix
     9:20 AM   From California to Connecticut: Examining House Price Models for the USAChaitra Nagaraja, The Wharton School, University of Pennsylvania; Lawrence Brown, University of Pennsylvania
     9:35 AM   Estimation and Inference in Unstable Models Estimated via Nonlinear Least SquaresOtilia Boldea, Tilburg University; Alastair Hall, University of Manchester/North Carolina State University
     9:50 AM   Nonlinear Dynamics and Persistence in PPP Relation: Does Controlling for Nonlinearity Solve the PPP Puzzle?Rehim Kilic, Georgia Institute of Technology
     10:05 AM   Floor Discussion
 
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367 Wed, 8/6/08, 8:30 AM - 10:20 AM CC-212
Transportation, Visualization, Equity Premium Forecasting, IT, and Structural Breaks - Contributed - Papers
Business and Economics Statistics Section, Section on Statistical Graphics
Chair(s): Natalya Verbitsky, Mathematica Policy Research, Inc.
     8:35 AM   Estimation of Structural Breaks in Nonstationary Time Series: The Theory Behind AutoPARMStacey Hancock, Colorado State University; Richard A. Davis, Columbia University; Yi-Ching Yao, Institute of Statistical Science, Academia Sinica
     8:50 AM   Sequential Sampling for Pricing Consistency of Enterprise IT Solutions with Attached ServicesJerry Shan, Hewlett-Packard Company
     9:05 AM   Communicating Quantitative Information Through VisualizationKrista L. Olson, BAE Systems
     9:20 AM   A Statistical Analysis of Ambulance Travel TimesDawit Zerom, Mihaylo College of Business and Economics
     9:35 AM   Modeling of Strategic Planning Related to Land UseChandra Aleong, Delaware State University; J. Aleong, University of Vermont
     9:50 AM   Estimation and Comparative Analysis of Departure Delays for Better DecisionmakingYufeng Tu, University of Maryland/Touro Univerisity
     10:05 AM   Out-of-Sample Equity Premium Prediction: Consistently Beating the Historical AverageGuofu Zhou, Washington University; David Rapach, Saint Louis University; Jack Strauss, Saint Louis University
 
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377 Applied Session Wed, 8/6/08, 10:30 AM - 12:20 PM CC-113
Dynamic Factor Models for Real-Time Macroeconomic and Financial Forecasting - Invited - Papers
Business and Economics Statistics Section
Organizer(s): Peter Zadrozny, Bureau of Labor Statistics
Chair(s): Stuart Scott, Bureau of Labor Statistics
     10:35 AM   Modeling High-Dimensional Time Series by Generalized Linear Dynamic Factor ModelsManfred Deistler, Vienne University of Technology
     10:55 AM   Factor Decomposition of VARMA Models Based on Weighted Forecast-Error Covariances: Applied to Forecasting Quarterly GDP at Monthly IntervalsPeter Zadrozny, Bureau of Labor Statistics; Baoline Chen, Bureau of Economic Analysis
     11:15 AM   Monthly Real-Time Estimates of Final GDP Based on an Estimated Monthly Model of Initial and Revised GDPBaoline Chen, Bureau of Economic Analysis; Peter Zadrozny, Bureau of Labor Statistics
     11:35 AM   Nowcasting UK GDP Growth: An Evaluation of Dynamic Factor Models Using Quasi Real-Time DataJana Eklund, Bank of England; Kamath Kishore, Bank of England; Vincent Labhard, European Central Bank; Simon Price, Bank of England
     11:55 AM   NOWcasting Quarterly German GDP at Monthly Intervals Using Dynamic Factor ModelsKlaus Wohlrabe, Ifo Institute for Economic Research
     12:15 AM   Floor Discussion
 
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405 Wed, 8/6/08, 10:30 AM - 12:20 PM CC-F Lobby
Contributed Poster Presentations - Contributed - Poster Presentations
Biometrics Section, Biopharmaceutical Section, Business and Economics Statistics Section, ENAR, IMS, Section on Nonparametric Statistics, Section on Quality and Productivity, Section on Statistical Computing, Section on Statistical Graphics, Section on Statisticians in Defense and National Security, Section on Statistics and Marketing, Section on Statistics and the Environment, Section on Statistics in Epidemiology, WNAR
Organizer(s): John Castelloe, SAS Institute Inc.
Chair(s): John Castelloe, SAS Institute Inc.
Poster Topic: Incomplete data analysis, imputation methods:
33: An Application of Multiple Partial Imputation to Analysis of Longitudinal Quality-of-Life DataPaul Kolm, Christiana Care Health System; Wei Zhang, Christiana Care Health System; John Spertus, Mid American Heart Institute; William Weintraub, Christiana Care Health System
34: Imputation of Missing Items for the Scale Variables Using Item Response Theory ModelsJian Zhu, The University of Michigan; Trivellore Raghunathan, The University of Michigan; Raymond Bingham, The University of Michigan
35: A Comparison of Multiple and Single Imputation Algorithms for Missing Data in Quadratic Discriminant FunctionPage C. Moore, University of Arkansas for Medical Sciences; Songthip Ounpraseuth, University fo Arkansas for Medical Sciences; Dean Young, Baylor University
36: Imputation of Nondetects in Environmental Concentration MeasurementsJohn W. Rogers, Westat, Inc.
Poster Topic: Linear models, GLMs, parametric methods:
37: Exact and REML-Based Confidence Intervals for Variance Components Using Non-Normal DistributionsBrent Burch, Northern Arizona University
38: Restricted Heteroscedastic IV Estimators: A Simulation with Small SamplesLuis Frank, University of Buenos Aires
40: A Single-Step Modified Bonferroni Procedure for Multiple TestsMichelle A. Roozeboom, Iowa Foundation for Medical Care; Daniel Mundfrom, University of Northern Colorado; Jamis Perrett, Texas A&M University
41: Regression Analysis for Line Scale Data in Sensory ScienceLin Xie, Kansas State University; Rui Xiong, Unilever Home & Personal Care
42: Model-Building for Mixed-Effects Models with Random Scale EffectsLei Shu, Purdue University; William Cleveland, Purdue University
43: Modeling Generalized Linear Mixed Models in S-PLUS, R, and SASStella Karuri, Insightful Corporation; Tim Hesterberg, Google, Inc.; Chris Fraley, Insightful Corporation
44: Measuring Goodness-of-Fit for Generalized Linear ModelsYves Chretien, Harvard University; Carl Morris, Harvard University
45: Comparison of Generalized Linear Models To Evaluate Factors Associated with Metabolic SyndromeDesta B. Fekedulegn, National Institute for Occupational Safety and Health; Michael E. Andrew, National Institute for Occupational Safety and Health; John M. Violanti, The State University of New York at Buffalo; Tara A. Hartley, National Institute for Occupational Safety and Health; Luenda E. Charles, National Institute for Occupational Safety and Health; Cecil M. Burchfiel, National Institute for Occupational Safety and Health
Poster Topic: Longitudinal data, repeated measurements, and meta-analysis:
46: Joint Distribution of Parametric and Nonparametric Parameters in Longitudinal Factorial DesignsTerri Wooten, University of Arkansas for Medical Sciences; D. Keith Williams, University of Arkansas for Medical Sciences; Zoran Bursac, University of Arkansas for Medical Sciences
47: Correlated Binary Data: A Comparison of Analytic Approaches for the Analysis of Patient-Reported Outcomes in Diarrhea-Predominant Irritable Bowel SyndromeNorman Bohidar, Johnson & Johnson Pharmaceutical R&D, LLC; Mary Ellen Frustaci, Johnson & Johnson Pharmaceutical R&D, LLC; Surya Mohanty, Johnson & Johnson Pharmaceutical R&D, LLC
48: GEE Performance in Analyzing Longitudinal Binary Data Collected Over Unequal Time IntervalsSoe Soe Thwin, Boston University Medical Center; David Gagnon, Boston University School of Public Health; Howard Cabral, Boston University School of Public Health; Adrienne Cupples, Boston University School of Public Health
49: Capturing Group Membership via Growth Mixture Models: A Simulation StudyKevin Delucchi, University of California, San Francisco; Alan Bostrom, University of California, San Francisco
Poster Topic: Mathematical statistics, distribution theory, robust statistics:
50: Pseudo Likelihoods for Nonlinear Regression ModelsHarshini Fernando, Purdue University North Central
51: On Interval Estimations for a Dichotomized Variable Derived from a Continuous MeasureJessica L. Kim, U.S. Food and Drug Administration; Jean Wang, U.S. Food and Drug Administration
52: Shrinkage Drift Parameters Estimation for Multifactors Ornstein-Uhlenbeck ProcessesEjaz S. Ahmed, University of Windsor; Severien Nkurunziza, University of Windsor
53: Bivariate and Multivariate Association CoefficientsNan Kong, Educational Testing Services
54: Heterogeneous Variance Models and Their Applications in Parameter DesignsFassil Nebebe, Concordia University
Poster Topic: Medical devices:
55: Residual Analysis for Detecting Mismodeling in fMRIJi Meng Loh, Columbia University
56: Receiver Operating Curves (ROC) in the Evaluation of Diagnostic Accuracy in Medical DevicesInder Sharma, Sharma Associates, Inc.
57: Assay Performance Comparison — Victoria Petrides, Abbott Laboratories; Susan Gawel, Abbott Laboratories; Anthony Orzechowski, Abbott Laboratories; Theresa Garwood, Abbott Laboratories
58: Methods for Comparing Biomarkers for Aid-in-Diagnosis and PredictionSarah Hurwicz Kogut, i3 Statprobe
Poster Topic: National security, data confidentiality:
59: Importance in the Developing Countries of Statistics in Sector Security and Defence PolicyJhoner L. Perdomo, V, Universidad Central de Venezuela
60: Confidential Data Perturbation via Skew-T DistributionsSeokho Lee, Texas A&M University; Marc G. Genton, University of Geneva; Reinaldo B. Arellano-Valle, Pontifícia Universidad Católica de Chile
 
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451 Wed, 8/6/08, 2:00 PM - 3:50 PM CC-708
Portfolio Analysis, Exchange Rates, Microstructure, and GARCH Models - Contributed - Papers
Business and Economics Statistics Section
Chair(s): Christopher H. Morrell, Loyola College in Maryland
     2:05 PM   Robust Portfolio SelectionMichael Schyns, University of Liege
     2:20 PM   Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky AssetsMotohiro Yogo, University of Pennsylvania
     2:35 PM   Applications of Statistics in Finance Using the Statistics Online Computational Resource (SOCR)Nicolas Christou, University of California, Los Angeles; Ivo D. Dinov, University of California, Los Angeles
     2:50 PM   Market Depth in Agricultural Futures MarketsJulieta Frank, University of Illinois at Urbana-Champaign; Philip Garcia, University of Illinois at Urbana-Champaign
     3:05 PM   The Information Content of Trades: A Class of Market Microstructure ModelsAnna Valeva, Western Illinois University
     3:20 PM   Orthogonal GARCH Models with Structure BreaksLingyu Zheng, Temple University
     3:35 PM   Floor Discussion
 
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484 Thu, 8/7/08, 8:30 AM - 10:20 AM CC-107
Time Series Modeling - Contributed - Papers
Business and Economics Statistics Section
Chair(s): Clifford Hurvich, Stern School of Business/New York University
     8:35 AM   Simple ARFIMA Approximation to the Limiting Aggregate Structure of Long Memory ProcessKasing Man, Western Illinois University
     8:50 AM   Computationally Efficient Gaussian Maximum Likelihood Methods for Vector ARFIMA ModelsRebecca J. Sela, Stern School of Business/New York University; Clifford Hurvich, Stern School of Business/New York University
     9:05 AM   Nonlinear Exponential Smoothing and Positive DataJ. Keith Ord, Georgetown University; Muhammad Akram, Monash University; Rob J. Hyndman, Monash University
     9:20 AM   Integer-Valued Time Series and Renewal ProcessesYunwei Cui, Clemson University; Robert Lund, Clemson University
     9:35 AM   A Modified Approach to Obtaining Sieve Bootstrap Prediction Intervals for Time SeriesPurna Mukhopadhyay, Missouri University of Science and Technology; V. A. Samaranayake, Missouri University of Science and Technology
     9:50 AM   Forecasting in Linear Autoregressive Models with Heteroscedastic Measurement ErrorYorghos Tripodis, University of Massachusetts Amherst
     10:05 AM   A Reformulation of Generalized Least Squares Estimators in Autocorrelated RegressionJaechoul Lee, Boise State University
 
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502 Thu, 8/7/08, 10:30 AM - 12:20 PM CC-107
Statistical Applications in Business - Topic Contributed - Papers
Business and Economics Statistics Section
Organizer(s): Glenn White, Ernst & Young LLP
Chair(s): Glenn White, Ernst & Young LLP
     10:35 AM   How To Help Businesses Make Sampling DecisionsEric T. Falk, Ernst & Young LLP
     10:55 AM   Statistical Documentation Practices for Business ConsultingSusan Hinkins, National Opinion Research Center; Edward Mulrow, National Opinion Research Center
     11:15 AM   Pitfalls in the Application of Statistical Tools in Business SettingsWendy Rotz, Ernst & Young LLP
     11:35 AM   Business Survey ChallengesJoe Callender, Ernst & Young LLP; Amy Luo, Ernst & Young LLP
     11:55 AM   Data Visualization and Analysis: Business Consulting ApplicationsRu Sun, Ernst & Young LLP
     12:15 PM   Floor Discussion
 
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519 Thu, 8/7/08, 10:30 AM - 12:20 PM CC-105
The Internet, Telecommunications, and Migration - Contributed - Papers
Business and Economics Statistics Section
Chair(s): Nicolas Christou, University of California, Los Angeles
     10:35 AM   E-Commerce Online Experiments: Design and Analysis ChallengesVictor N. Morin, Ecolab Research Center; Jonathan Francis, Microsoft
     10:50 AM   Functional Data Analysis for Bid Arrival Times in eBay AuctionsShuang Wu, University of California, Davis; Hans G. Müller, University of California, Davis
     11:05 AM   An Investigation of Virtual Worlds Adoption: A Research Framework and Empirical StudyGuangying Hua, Bentley College; Dominique Haughton, Bentley College
     11:20 AM   Tracking Changes in Rates of Return to Revenues and Expenses with Prices Set According to Target Rates in Regulated Telecommunications CompaniesMartin B. Selzer, Chatham Decision Sciences
     11:35 AM   Tolls, Exchange Rates, and Northbound International Bridge Traffic from Ciudad Juarez to El PasoAngel L. Molina, Jr., The University of Texas at El Paso
     11:50 AM   The 'Melting Pot': A Success Story?Edna Schechtman, Ben-Gurion University of the Negev; Shlomo Yitzhaki, Central Bureau of Statistics/Hebrew University
     12:05 PM   Traditional Teaching Giving Way to New TechniquesMammo Woldie, Texas Southern University
 

JSM 2008 For information, contact jsm@amstat.org or phone (866) 421-7169. If you have questions about the Continuing Education program, please contact the Education Department.
Revised September, 2008

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