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The Resource Robustness in econometrics, Vladik Kreinovich, Songsak Sriboonchitta, Van-Nam Huynh, editors

Robustness in econometrics, Vladik Kreinovich, Songsak Sriboonchitta, Van-Nam Huynh, editors

Editor
Contributor
Summary
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
Language
eng
Work
Publication
Extent
1 online resource (x, 705 pages)
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
Isbn
9783319507422
Instance
Label
Robustness in econometrics
Title
Robustness in econometrics
Statement of responsibility
Vladik Kreinovich, Songsak Sriboonchitta, Van-Nam Huynh, editors
Contributor
Editor
Subject
Language
eng
Summary
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
Member of
Cataloging source
GW5XE
Dewey number
330.01/5195
Illustrations
illustrations
Index
no index present
LC call number
HB139
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
  • Kreinovich, Vladik
  • Songsak Sriboonchitta
  • Huynh, Van-Nam
Series statement
Studies in computational intelligence,
Series volume
volume 692
http://library.link/vocab/subjectName
Econometrics
Label
Robustness in econometrics, Vladik Kreinovich, Songsak Sriboonchitta, Van-Nam Huynh, editors
Instantiates
Publication
Antecedent source
unknown
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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
Dimensions
unknown
Extent
1 online resource (x, 705 pages)
File format
unknown
Form of item
online
Isbn
9783319507422
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-50742-2
Other physical details
illustrations (some color).
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
ocn972735320
Label
Robustness in econometrics, Vladik Kreinovich, Songsak Sriboonchitta, Van-Nam Huynh, editors
Publication
Antecedent source
unknown
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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
Dimensions
unknown
Extent
1 online resource (x, 705 pages)
File format
unknown
Form of item
online
Isbn
9783319507422
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-50742-2
Other physical details
illustrations (some color).
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
ocn972735320

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