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 appl...
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| Other Authors | , , |
|---|---|
| Format | Electronic eBook |
| Language | English |
| Published |
Cham, Switzerland :
Springer,
2017.
|
| Series | Studies in computational intelligence ;
v. 692. |
| Subjects | |
| Online Access | Full text |
| ISBN | 9783319507422 9783319507415 |
| ISSN | 1860-949X ; |
| Physical Description | 1 online resource (x, 705 pages) : illustrations (some color) |
Cover
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| 245 | 0 | 0 | |a Robustness in econometrics / |c Vladik Kreinovich, Songsak Sriboonchitta, Van-Nam Huynh, editors. |
| 264 | 1 | |a Cham, Switzerland : |b Springer, |c 2017. | |
| 300 | |a 1 online resource (x, 705 pages) : |b illustrations (some color) | ||
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| 490 | 1 | |a Studies in computational intelligence, |x 1860-949X ; |v volume 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 -- 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. | |
| 506 | |a Plný text je dostupný pouze z IP adres počítačů Univerzity Tomáše Bati ve Zlíně nebo vzdáleným přístupem pro zaměstnance a studenty | ||
| 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. | ||
| 590 | |a SpringerLink |b Springer Complete eBooks | ||
| 650 | 0 | |a Econometrics. | |
| 655 | 7 | |a elektronické knihy |7 fd186907 |2 czenas | |
| 655 | 9 | |a electronic books |2 eczenas | |
| 700 | 1 | |a Kreinovich, Vladik, |e editor. | |
| 700 | 0 | |a Songsak Sriboonchitta, |e editor. | |
| 700 | 1 | |a Huynh, Van-Nam, |e editor. | |
| 776 | 0 | 8 | |i Print version: |t Robustness in econometrics. |d Cham, Switzerland : Springer, 2017 |z 3319507419 |z 9783319507415 |w (OCoLC)962887345 |
| 830 | 0 | |a Studies in computational intelligence ; |v v. 692. |x 1860-949X | |
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