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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Bibliographic Details
Other Authors: Kreinovich, Vladik (Editor)
Sriboonchitta, Songsak (Editor)
Huynh, Van-Nam (Editor)
Corporate Author: SpringerLink (online služba)  
Format: eBook
Language:English
Published: Cham : Springer International Publishing, 2017
Series:Studies in Computational Intelligence
Genre/form:elektronické knihy
ISBN:978-3-319-50742-2
9783319507415
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Online Access:Plný text
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Table of Contents:
  • 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
  • -
  • ^^
  • 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
  • -
  • ^^
  • 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
  • -
  • ^^
  • 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