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Times Series and Panel Data
Thu, April 13, 8:00 to 9:30am CDT (8:00 to 9:30am CDT), TBASession Submission Type: Paper Session
Section
Chair
Individual Presentations
8:05am |
Is More Time Always Better? Revisiting the Time Invariant Assumption for Unit Fixed Effects Models - Kayla Young, Purdue University; Christina P. Walker, Purdue University; Joan C. Timoneda, Purdue University
8:15am |
Keeping up with the trend: how to deal with trends in time series analyses - Ali Kagalwala, Texas A & M University; Munroe Kim, New York University; Leon Kockaya, Texas A&M University - College Station; Guy D. Whitten, Texas A & M University-College Station
8:25am |
Mediation Analysis in RI-CLPM - Bang Quan Quan Zheng, University of Arizona
8:35am |
Dynamic Count Models Using the Refined Multiplicative Autoregression - Garrett N. Vande Kamp, University of Georgia; Soren Jordan, Auburn University
8:45am |
Reducing Bias in Confidence Tests in Time-Series Cross-Section Estimation Using Bootstrap Methods - James S Mosher, Ohio University-Main Campus
Discussants
8:55am |
Jong Hee Park, Seoul National University
8:55am |
Brian W Sloboda, University of Maryland - Global Campus
Audience Participation
9:05am |
Audience participation will last for the remainder of the session.