Institute for Social and Economic Theory and Research
Econometrics and Statistics Conference:
Model Selection and the Bootstrap

ISETR conference room 801 IAB
Friday 28 April 2000
8.45am Breakfast
9.15am Start of Conference
Marc Henry and Marianthi Markatou, Columbia
Words of Welcome and Introduction to the Conference Theme
9.30am Joel Horowitz, University of Iowa
"Bootstrap Methods for Time Series Models"
Abstract
Discussion: Marc Henry
10.20am Donald Andrews, Cowles Foundation
"On the Number of Bootstrap Repetitions for BCa Confidence Intervals"
Paper
Discussion: David Banks
11.10am Whitney Newey, MIT
"Efficient Bootstrapping for Semiparametric Models"
Abstract
Discussion: Joel Horowitz
12.00pm Lunch
1.00pm David Banks, National Bureau of Transportation
"Inference on Model-Valued Random Variables"
Abstract
Discussion: Whitney Newey
1.50pm Marianthi Markatou, Columbia
"Model Selection based on Statistical Distances"
Abstract
Discussion: Donald Andrews
2.40pm Clifford Hurvich, NYU
"Model Selection for Semiparametric Estimation of Long Memory in Time Series"
Paper
Discussion: Bonnie Ray
3.30pm Willa Chen, NYU
"A Generalized Portmanteau Goodness-of-Fit Test for Time Series Models"
Abstract
Discussion: Marianthi Markatou
4.20pm Coffee
4.40pm Bonnie Ray, NJIT
"Lag Selection for Nonparametric Time Series Modeling"
Abstract Slides
Discussion: Clifford Hurvich
5.30pm Andrew Gelman, Columbia
General Discussion
6.00pm End of Conference
7.30pm Conference Dinner and Party

Please contact Marc Henry
if you would like to be on the distribution list,
or if you would like more information about the conference.