Robustness in Econometrics
This book presents recent research on robustness in econometrics. Robust data processing techniques - i.e., techniques that yield results minimally affected by outliers - and their applications to real-life economic and financial situations are the main focus of this book. The book also discusses ap...
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| Médium: | E-kniha |
| Jazyk: | angličtina |
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Cham :
Springer International Publishing,
2017
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| Edice: | Studies in Computational Intelligence
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| Žánr/forma: | elektronické knihy |
| ISBN: | 978-3-319-50742-2 9783319507415 |
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| On-line přístup: | Plný text |
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| 020 | |a 978-3-319-50742-2 | ||
| 024 | 7 | |a 10.1007/978-3-319-50742-2 |2 doi | |
| 040 | |a DE-He213 |b cze |d ABA013 |e rda | ||
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| 080 | |a 621:338.45 |2 MRF | ||
| 245 | 1 | 0 | |a Robustness in Econometrics / |c edited by Vladik Kreinovich, Songsak Sriboonchitta, Van-Nam Huynh |
| 264 | 1 | |a Cham : |b Springer International Publishing, |c 2017 | |
| 300 | |a 1 online zdroj (X, 705 stran) : |b 129 ilustrací, 120 barevných ilustrací | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a počítač |b c |2 rdamedia | ||
| 338 | |a online zdroj |b cr |2 rdacarrier | ||
| 490 | 1 | |a Studies in Computational Intelligence, |x 1860-949X ; |v 692 | |
| 505 | 0 | |a Part I Keynote Addresses: Robust Estimation of Heckman Model -- Part II Fundamental Theory: Sequential Monte Carlo Sampling for State Space Models -- Robustness as a Criterion for Selecting a Probability Distribution Under Uncertainty -- Why Cannot We Have a Strongly Consistent Family of Skew Normal (and Higher Order) Distributions -- Econometric Models of Probabilistic Choice: Beyond McFadden’s Formulas -- How to Explain Ubiquity of Constant Elasticity of Substitution (CES) Production and Utility Functions Without Explicitly Postulating CES -- How to Make Plausibility-Based Forecasting More Accurate -- Structural Breaks of CAPM-type Market Model with Heteroskedasticity and Quantile Regression -- Weighted Least Squares and Adaptive Least Squares: Further Empirical Evidence -- Prior-free probabilistic inference for econometricians -- Robustness in Forecasting Future Liabilities in Insurance -- On Conditioning in Multidimensional Probabilistic Models --- | |
| 505 | 0 | |9 ^^ |a New Estimation Method for Mixture of Normal Distributions -- EM Estimation for Multivariate Skew Slash Distribution -- Constructions of multivariate copulas -- Plausibility regions on the skewness parameter of skew normal distributions based on inferential models -- International Yield Curve Prediction with Common Functional Principal Component Analysis -- An alternative to p-values in hypothesis testing with applications in model selection of stock price data -- Confidence Intervals for the Common Mean of Several Normal Populations -- A generalized information theoretical approach to Non-linear time series model -- Predictive recursion maximum likelihood of Threshold Autoregressive model -- A multivariate generalized FGM copulas and its application to multiple regression -- Part III Applications: Key Economic Sectors and Their Transitions: Analysis of World Input-Output Network -- Natural Resources, Financial Development and Sectoral Value Added in a Resource Based Economy --- | |
| 505 | 0 | |9 ^^ |a Can bagging improve the forecasting performance of tourism demand models? -- The Role of Asian Credit Default Swap Index in Portfolio Risk Management -- Chinese outbound tourism demand to Singapore, Malaysia and Thailand destinations: A study of political events and holiday impacts -- Forecasting Asian Credit Default Swap spreads: A comparison of multi-regime models -- Forecasting Asian Credit Default Swap spreads: A comparison of multi-regime models -- Effect of Helmet Use on Severity of Head Injuries Using Doubly Robust Estimators -- Forecasting cash holding with cash deposit using time series approaches -- Forecasting GDP Growth in Thailand with Different Leading Indicators using MIDAS regression models -- Testing the Validity of Economic Growth Theories Using Copula-based Seemingly Unrelated Quantile Kink Regression -- Analysis of Global Competitiveness Using Copula-based Stochastic Frontier Kink Model -- Gravity model of trade with Linear Quantile Mixed Models approach --- | |
| 505 | 0 | |9 ^^ |a Stochastic Frontier Model in Financial Econometrics: A Copula-based Approach -- Quantile Forecasting of PM10 Data in Korea based on Time Series Models -- Do We Have Robust GARCH Models under Different Mean Equations: Evidence from Exchange Rates of Thailand? -- Joint Determinants of Foreign Direct Investment (FDI) Inflow in Cambodia: A Panel Co-integration Approach -- The Visitors’ Attitudes and Perceived Value toward Rural Regeneration Community Development of Taiwan -- Analyzing the contribution of ASEAN stock markets to systemic risk -- Estimating Efficiency of Stock Return with Interval Data -- The impact of extreme events on portfolio in financial risk management -- Foreign Direct Investment, Exports and Economic Growth in ASEAN Region: Empirical Analysis from Panel Data -- Author Index | |
| 520 | |a This book presents recent research on robustness in econometrics. Robust data processing techniques - i.e., techniques that yield results minimally affected by outliers - and their applications to real-life economic and financial situations are the main focus of this book. The book also discusses applications of more traditional statistical techniques to econometric problems. Econometrics is a branch of economics that uses mathematical (especially statistical) methods to analyze economic systems, to forecast economic and financial dynamics, and to develop strategies for achieving desirable economic performance. In day-by-day data, we often encounter outliers that do not reflect the long-term economic trends, e.g., unexpected and abrupt fluctuations. As such, it is important to develop robust data processing techniques that can accommodate these fluctuations | ||
| 659 | 0 | |a Engineering | |
| 659 | 0 | |a Artificial intelligence | |
| 659 | 0 | |a Computational intelligence | |
| 659 | 0 | |a Econometrics | |
| 659 | 1 | 4 | |a Engineering |
| 659 | 2 | 4 | |a Computational Intelligence |
| 659 | 2 | 4 | |a Artificial Intelligence (incl. Robotics) |
| 659 | 2 | 4 | |a Econometrics |
| 655 | 7 | |a elektronické knihy |7 fd186907 |2 czenas | |
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| 650 | 0 | 7 | |a ekonometrie |x ev |7 psh1548 |2 psh |
| 710 | 2 | |a SpringerLink (online služba) |7 ntk2018999494 | |
| 700 | 1 | |a Kreinovich, Vladik |4 edt | |
| 700 | 1 | |a Sriboonchitta, Songsak |4 edt | |
| 700 | 1 | |a Huynh, Van-Nam |4 edt | |
| 776 | 0 | 8 | |i Tištěné vydání: |t Robustness in Econometrics |z 9783319507415 |
| 830 | 0 | |a Studies in Computational Intelligence | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-3-319-50742-2 |y Plný text |
| 910 | |a ABA013 | ||
| 950 | |a Springer |b Engineering 2017 | ||