Robustness in Econometrics (Record no. 78979)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 06796nam a22005655i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-319-50742-2 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20220801220826.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 170212s2017 sz | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9783319507422 |
| -- | 978-3-319-50742-2 |
| 082 04 - CLASSIFICATION NUMBER | |
| Call Number | 006.3 |
| 245 10 - TITLE STATEMENT | |
| Title | Robustness in Econometrics |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. 2017. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | X, 705 p. 129 illus., 120 illus. in color. |
| 490 1# - SERIES STATEMENT | |
| Series statement | Studies in Computational Intelligence, |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Remark 2 | 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. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Kreinovich, Vladik. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Sriboonchitta, Songsak. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Huynh, Van-Nam. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | https://doi.org/10.1007/978-3-319-50742-2 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | eBooks |
| 264 #1 - | |
| -- | Cham : |
| -- | Springer International Publishing : |
| -- | Imprint: Springer, |
| -- | 2017. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Computational intelligence. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Artificial intelligence. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Econometrics. |
| 650 14 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Computational Intelligence. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Artificial Intelligence. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Econometrics. |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| -- | 1860-9503 ; |
| 912 ## - | |
| -- | ZDB-2-ENG |
| 912 ## - | |
| -- | ZDB-2-SXE |
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