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...
| Other Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Cham
Springer International Publishing
2017, 2017
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| Edition: | 1st ed. 2017 |
| Series: | Studies in Computational Intelligence
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- 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
- 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 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
- 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