Knight Center

Program

Friday, April 27
2:00-3:30 Time series models (Chair:  Abel Rodriguez)  
  False-positive/false-negative tradeoffs in Bayesian model comparison Draper, David
  Robust Estimation of ARMA Models with near Root Cancellation Startz, Richard
  Modeling the dynamics of trading networks Betancourt, Brenda
3:45-5:15 Volatility and risk (Chair:  Matt Taddy)  
  Bayesian Estimation of New Keynesian Models with Learning Gaus, Eric
  Exchange Rate Fundamentals, Forecasting, and Speculation:  Bayesian models in Black Markets Ter Horst, Enrique
  A Nonparametric Mixture Modelling Framework for Extreme Value Analysis Wang, Ziwei
5:45-7:45 Conference dinner and reception  
     
Saturday, April 28
8:45-10:15 Spatio-temporal and survival (Chair:  Enrique ter Horst)  
  Dynamic Multiscale Spati-Temporal Models for Gaussian Areal Data Ferreira, Marco
  Particle learning algorithms for process convolution GPs Liang Waley
  Nonparametric Bayesian Inference for Mean Residual Life Functions in Survival Analysis Poyner, Valerie
10:30-12:00 Regression models and panel data (Chair:  David Draper)  
  Inverse Regression for Analysis of Sentiment in Text Taddy, Matt
  A Fully Nonparametric Modelling Approach to Binary Regression DeYoreo, Maria
  Bayesian Estimation of Panel Data Fractional Response Models with Endogeneity:  An Application to Standardized Test Rates Kessler, Lawrence
1:00-2:30 Time series and model comparison (Chair:  Marco Ferreira)  
  Bayesian semiparametric multivariate GARCH modeling Jensen, Mark
  Dynamic factor volatility modeling:  A Bayesian latent threshold approach Nakajima, Jouchi
  Bayesian Inference for Irreducible Diffusion Processes Stramer, Osnat