Organizers:

Heather L.R. Tierney, College of Charleston

Session Chairs:

Heather L.R. Tierney, College of Charleston

Papers:

"Time Series Nonparametric Regression Using Asymmetric Kernels with an Application to Estimation of Scalar Diffusion Processes"
Nikolay Gospodinov, Concordia University and CIREQ
Masayuki Hirukawa, Northern Illinois University (Contact Author)

"Functional-Coefficient Models for Nonstationary Time Series Data"
Zongwu Cai, The University of North Carolina at Charlotte (Contact Author)
Qi Li, Texas A&M University
Joon Y. Park, Texas A&M University

"Semiparametric Cointegrating Rank Selection"
Xu Cheng, Yale University (Contact Author)
Peter C. B. Phillips, Cowles Foundation for Research in Economics at Yale University

"A Nonparametric Prewhitening Approach to Predict Multivariate Quantiles"
Deniz Baglan, University of California, Riverside (Contact Author)

Discussants:

Zongwu Cai, The University of North Carolina at Charlotte
Masayuki Hirukawa, Northern Illinois University
Deniz Baglan, University of California, Riverside
Dustin Chambers, Salisbury University

Organizers:

Tara Sinclair, The George Washington University

Session Chairs:

James Morley, Washington University in St. Louis

Papers:

"Beyond the Productivity Slowdown: Nonlinear Analysis of International Trend"
Shushanik Papanian, The University of Texas at Arlington

"Inference in Nonlinear Regression"
Xu Cheng, Yale University (Contact Author)
Donald Andrews, Yale University

"The Asymmetric Business Cycle"
James Morley, Washington University in St. Louis (Contact Author)
Jeremy Piger, University of Oregon

"The Heterogeneous Topology of Interbank Payments"
Travis Dean Nesmith, Federal Reserve Board

Discussants:

James Morley, Washington University in St. Louis
Travis Dean Nesmith, Federal Reserve Board
Shushanik Papanian, The University of Texas at Arlington
Xu Cheng, Yale University