CHAPTER NEWS
Testing for Unit Roots Topic of
Mid-Michigan Presentation
A
SA President-elect Sastry Pantula robustness to model misspecification
was the guest speaker at the mid- of various unit root test criteria were
Michigan Chapter’s semiannual discussed. Examples of unit root time
presentation on October 7, 2009. series and future directions in unit root
Pantula is head of the Statistics hypothesis testing were presented.
Department at North Carolina state In addition to the presentation, the
University and a Fellow of the American chapter had their semiannual meeting
Statistical Association. on October 8. The title of the meet-
The presentation included a talk on ing presentation was GIVE to ASA.
the seminal work of D. A. Dickey and Initiatives supporting the ASA’s strategic
Wayne Arthur Fuller on testing for unit plan, as well as the JSM 2010 theme—
roots in time series data. There have “Statistics: A Key to Innovation in a
been a number of papers published in Data-Centric World”—were discussed.
this area. These tests also formed a basis Both presentations were open to
for cointegration models and integrat- the public. n
ed FARCH models. Size, power, and
Pantula
NOVEMBER 2009 AmstAt News 45
Page 1 |
Page 2 |
Page 3 |
Page 4 |
Page 5 |
Page 6 |
Page 7 |
Page 8 |
Page 9 |
Page 10 |
Page 11 |
Page 12 |
Page 13 |
Page 14 |
Page 15 |
Page 16 |
Page 17 |
Page 18 |
Page 19 |
Page 20 |
Page 21 |
Page 22 |
Page 23 |
Page 24 |
Page 25 |
Page 26 |
Page 27 |
Page 28 |
Page 29 |
Page 30 |
Page 31 |
Page 32 |
Page 33 |
Page 34 |
Page 35 |
Page 36 |
Page 37 |
Page 38 |
Page 39 |
Page 40 |
Page 41 |
Page 42 |
Page 43 |
Page 44 |
Page 45 |
Page 46 |
Page 47 |
Page 48 |
Page 49 |
Page 50 |
Page 51 |
Page 52 |
Page 53 |
Page 54 |
Page 55 |
Page 56 |
Page 57 |
Page 58 |
Page 59 |
Page 60 |
Page 61 |
Page 62 |
Page 63 |
Page 64 |
Page 65 |
Page 66 |
Page 67 |
Page 68 |
Page 69 |
Page 70 |
Page 71 |
Page 72 |
Page 73 |
Page 74 |
Page 75 |
Page 76