Título :	Robustness in Econometrics
Tipo de documento:	documento electrónico
Autores:	Kreinovich, Vladik, ; Sriboonchitta, Songsak, ; Huynh, Van-Nam,
Mención de edición:	1 ed.
Editorial:	[s.l.] : Springer
Fecha de publicación:	2017
Número de páginas:	X, 705 p. 129 ilustraciones, 120 ilustraciones en color.
ISBN/ISSN/DL:	978-3-319-50742-2
Nota general:	Libro disponible en la plataforma SpringerLink. Descarga y lectura en formatos PDF, HTML y ePub. Descarga completa o por capítulos.
Palabras clave:	Inteligencia Computacional  Inteligencia artificial  Econometría
Índice Dewey:	006.3 Inteligencia artificial
Resumen:	Este libro presenta investigaciones recientes sobre la robustez en econometría. El foco principal de este libro son las técnicas sólidas de procesamiento de datos –es decir, técnicas que producen resultados mínimamente afectados por valores atípicos– y sus aplicaciones a situaciones económicas y financieras de la vida real. El libro también analiza las aplicaciones de técnicas estadísticas más tradicionales a problemas econométricos. La econometría es una rama de la economía que utiliza métodos matemáticos (especialmente estadísticos) para analizar sistemas económicos, pronosticar dinámicas económicas y financieras y desarrollar estrategias para lograr un desempeño económico deseable. En los datos diarios, a menudo encontramos valores atípicos que no reflejan las tendencias económicas a largo plazo, por ejemplo, fluctuaciones inesperadas y abruptas. Como tal, es importante desarrollar técnicas sólidas de procesamiento de datos que puedan adaptarse a estas fluctuaciones.
Nota de contenido:	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 -- 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.
En línea:	https://link-springer-com.biblioproxy.umanizales.edu.co/referencework/10.1007/97 [...]
Link:	https://biblioteca.umanizales.edu.co/ils/opac_css/index.php?lvl=notice_display&i

Robustness in Econometrics [documento electrónico] / Kreinovich, Vladik, ; Sriboonchitta, Songsak, ; Huynh, Van-Nam,  . -  1 ed.  . - [s.l.] : Springer, 2017 . - X, 705 p. 129 ilustraciones, 120 ilustraciones en color.
ISBN : 978-3-319-50742-2
Libro disponible en la plataforma SpringerLink. Descarga y lectura en formatos PDF, HTML y ePub. Descarga completa o por capítulos.

Palabras clave:	Inteligencia Computacional  Inteligencia artificial  Econometría
Índice Dewey:	006.3 Inteligencia artificial
Resumen:	Este libro presenta investigaciones recientes sobre la robustez en econometría. El foco principal de este libro son las técnicas sólidas de procesamiento de datos –es decir, técnicas que producen resultados mínimamente afectados por valores atípicos– y sus aplicaciones a situaciones económicas y financieras de la vida real. El libro también analiza las aplicaciones de técnicas estadísticas más tradicionales a problemas econométricos. La econometría es una rama de la economía que utiliza métodos matemáticos (especialmente estadísticos) para analizar sistemas económicos, pronosticar dinámicas económicas y financieras y desarrollar estrategias para lograr un desempeño económico deseable. En los datos diarios, a menudo encontramos valores atípicos que no reflejan las tendencias económicas a largo plazo, por ejemplo, fluctuaciones inesperadas y abruptas. Como tal, es importante desarrollar técnicas sólidas de procesamiento de datos que puedan adaptarse a estas fluctuaciones.
Nota de contenido:	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 -- 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.
En línea:	https://link-springer-com.biblioproxy.umanizales.edu.co/referencework/10.1007/97 [...]
Link:	https://biblioteca.umanizales.edu.co/ils/opac_css/index.php?lvl=notice_display&i