|
|
|
|
| LEADER |
05867nmm a2200373 u 4500 |
| 001 |
EB001346554 |
| 003 |
EBX01000000000000000900744 |
| 005 |
00000000000000.0 |
| 007 |
cr||||||||||||||||||||| |
| 008 |
170301 ||| eng |
| 020 |
|
|
|a 9783319507422
|
| 100 |
1 |
|
|a Kreinovich, Vladik
|e [editor]
|
| 245 |
0 |
0 |
|a Robustness in Econometrics
|h Elektronische Ressource
|c edited by Vladik Kreinovich, Songsak Sriboonchitta, Van-Nam Huynh
|
| 250 |
|
|
|a 1st ed. 2017
|
| 260 |
|
|
|a Cham
|b Springer International Publishing
|c 2017, 2017
|
| 300 |
|
|
|a X, 705 p. 129 illus., 120 illus. in color
|b online resource
|
| 505 |
0 |
|
|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 |
|
|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 |
|
|a New EstimationMethod 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 |
|
|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
|
| 653 |
|
|
|a Computational intelligence
|
| 653 |
|
|
|a Artificial Intelligence
|
| 653 |
|
|
|a Computational Intelligence
|
| 653 |
|
|
|a Artificial intelligence
|
| 653 |
|
|
|a Econometrics
|
| 700 |
1 |
|
|a Sriboonchitta, Songsak
|e [editor]
|
| 700 |
1 |
|
|a Huynh, Van-Nam
|e [editor]
|
| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
|
| 989 |
|
|
|b Springer
|a Springer eBooks 2005-
|
| 490 |
0 |
|
|a Studies in Computational Intelligence
|
| 028 |
5 |
0 |
|a 10.1007/978-3-319-50742-2
|
| 856 |
4 |
0 |
|u https://doi.org/10.1007/978-3-319-50742-2?nosfx=y
|x Verlag
|3 Volltext
|
| 082 |
0 |
|
|a 006.3
|
| 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
|