Recent Advances And Future Directions In Causality Prediction And Specification Analysis
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Recent Advances And Future Directions In Causality Prediction And Specification Analysis
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Author :
language : en
Publisher: Springer
Release Date : 2012-08-31
Recent Advances And Future Directions In Causality Prediction And Specification Analysis written by and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-08-31 with categories.
Recent Advances And Future Directions In Causality Prediction And Specification Analysis
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Author : Xiaohong Chen
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-08-01
Recent Advances And Future Directions In Causality Prediction And Specification Analysis written by Xiaohong Chen and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-08-01 with Business & Economics categories.
This book is a collection of articles that present the most recent cutting edge results on specification and estimation of economic models written by a number of the world’s foremost leaders in the fields of theoretical and methodological econometrics. Recent advances in asymptotic approximation theory, including the use of higher order asymptotics for things like estimator bias correction, and the use of various expansion and other theoretical tools for the development of bootstrap techniques designed for implementation when carrying out inference are at the forefront of theoretical development in the field of econometrics. One important feature of these advances in the theory of econometrics is that they are being seamlessly and almost immediately incorporated into the “empirical toolbox” that applied practitioners use when actually constructing models using data, for the purposes of both prediction and policy analysis and the more theoretically targeted chapters in the book will discuss these developments. Turning now to empirical methodology, chapters on prediction methodology will focus on macroeconomic and financial applications, such as the construction of diffusion index models for forecasting with very large numbers of variables, and the construction of data samples that result in optimal predictive accuracy tests when comparing alternative prediction models. Chapters carefully outline how applied practitioners can correctly implement the latest theoretical refinements in model specification in order to “build” the best models using large-scale and traditional datasets, making the book of interest to a broad readership of economists from theoretical econometricians to applied economic practitioners.
Econometric Analysis Of Stochastic Dominance
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Author : Yoon-Jae Whang
language : en
Publisher: Cambridge University Press
Release Date : 2019-01-31
Econometric Analysis Of Stochastic Dominance written by Yoon-Jae Whang and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-01-31 with Business & Economics categories.
Provides a comprehensive analysis of stochastic dominance through coverage of concepts, methods of estimation, inferential tools, and applications.
Model Free Prediction And Regression
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Author : Dimitris N. Politis
language : en
Publisher: Springer
Release Date : 2015-11-13
Model Free Prediction And Regression written by Dimitris N. Politis and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-11-13 with Mathematics categories.
The Model-Free Prediction Principle expounded upon in this monograph is based on the simple notion of transforming a complex dataset to one that is easier to work with, e.g., i.i.d. or Gaussian. As such, it restores the emphasis on observable quantities, i.e., current and future data, as opposed to unobservable model parameters and estimates thereof, and yields optimal predictors in diverse settings such as regression and time series. Furthermore, the Model-Free Bootstrap takes us beyond point prediction in order to construct frequentist prediction intervals without resort to unrealistic assumptions such as normality. Prediction has been traditionally approached via a model-based paradigm, i.e., (a) fit a model to the data at hand, and (b) use the fitted model to extrapolate/predict future data. Due to both mathematical and computational constraints, 20th century statistical practice focused mostly on parametric models. Fortunately, with the advent of widely accessible powerful computing in the late 1970s, computer-intensive methods such as the bootstrap and cross-validation freed practitioners from the limitations of parametric models, and paved the way towards the `big data' era of the 21st century. Nonetheless, there is a further step one may take, i.e., going beyond even nonparametric models; this is where the Model-Free Prediction Principle is useful. Interestingly, being able to predict a response variable Y associated with a regressor variable X taking on any possible value seems to inadvertently also achieve the main goal of modeling, i.e., trying to describe how Y depends on X. Hence, as prediction can be treated as a by-product of model-fitting, key estimation problems can be addressed as a by-product of being able to perform prediction. In other words, a practitioner can use Model-Free Prediction ideas in order to additionally obtain point estimates and confidence intervals for relevant parameters leading to an alternative, transformation-based approach to statistical inference.
Elements Of Nonlinear Time Series Analysis And Forecasting
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Author : Jan G. De Gooijer
language : en
Publisher: Springer
Release Date : 2017-03-30
Elements Of Nonlinear Time Series Analysis And Forecasting written by Jan G. De Gooijer and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-03-30 with Mathematics categories.
This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications. Avoiding a “theorem-proof” format, it shows concrete applications on a variety of empirical time series. The book can be used in graduate courses in nonlinear time series and at the same time also includes interesting material for more advanced readers. Though it is largely self-contained, readers require an understanding of basic linear time series concepts, Markov chains and Monte Carlo simulation methods. The book covers time-domain and frequency-domain methods for the analysis of both univariate and multivariate (vector) time series. It makes a clear distinction between parametric models on the one hand, and semi- and nonparametric models/methods on the other. This offers the reader the option of concentrating exclusively on one of these nonlinear time series analysis methods. To make the book as user friendly as possible, major supporting concepts and specialized tables are appended at the end of every chapter. In addition, each chapter concludes with a set of key terms and concepts, as well as a summary of the main findings. Lastly, the book offers numerous theoretical and empirical exercises, with answers provided by the author in an extensive solutions manual.
Handbook Of Production Economics
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Author : Subhash C. Ray
language : en
Publisher: Springer Nature
Release Date : 2022-06-02
Handbook Of Production Economics written by Subhash C. Ray and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-06-02 with Business & Economics categories.
This three-volume handbook includes state-of-the-art surveys in different areas of neoclassical production economics. Volumes 1 and 2 cover theoretical and methodological issues only. Volume 3 includes surveys of empirical applications in different areas like manufacturing, agriculture, banking, energy and environment, and so forth.
The World S Future Crisis Extractive Resources Depletion
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Author : Shahla Seifi
language : en
Publisher: Springer Nature
Release Date : 2021-10-01
The World S Future Crisis Extractive Resources Depletion written by Shahla Seifi and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-10-01 with Business & Economics categories.
This book focuses mainly on strategic decision making at a global level, which is rarely considered in approaches to sustainability. This book makes a unique contribution as the work looks at global consequences of mineral exhaustion and steps that can be taken to alleviate the impending problems. This book highlights how sustainability has become one of the most important issues for businesses, governments and society at large. This book explores the topic of sustainability as one that is under much debate as to what it actually is and how it can be achieved, but it is completely evident that the resources of the planet are fixed in quantity, and once used, cannot be reused except through being reused in one form or another. This is particularly true of the mineral resources of the planet. These are finite in quantity, and once fully extracted, extra quantities are no longer available for future use. This book argues and presents evidence that the remaining mineral resources are diminishing significantly and heading towards exhaustion. Once mined and consumed, they are no longer available for future use other than what can be recycled and reused. This book demonstrates that future scarcity means that best use must be made of what exists, as sustainability depends upon this, and best use is defined as utility rather than economic value, which must be considered at a global level rather than a national level. Moreover, sustainability depends upon both availability in the present and in the future, so the use of resources requires attention to the future as well as to the present. This book investigates the alternative methods of achieving the global distribution of these mineral resources and proposes an optimum solution. This book adds to the discourse through the understanding of the importance of the depletion and finiteness of raw materials and their use for the present and the future, in order to achieve and maintain sustainability.
The Routledge Handbook Of Agricultural Economics
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Author : Gail L. Cramer
language : en
Publisher: Routledge
Release Date : 2018-07-17
The Routledge Handbook Of Agricultural Economics written by Gail L. Cramer and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-07-17 with Business & Economics categories.
This Handbook offers an up-to-date collection of research on agricultural economics. Drawing together scholarship from experts at the top of their profession and from around the world, this collection provides new insights into the area of agricultural economics. The Routledge Handbook of Agricultural Economics explores a broad variety of topics including welfare economics, econometrics, agribusiness, and consumer economics. This wide range reflects the way in which agricultural economics encompasses a large sector of any economy, and the chapters present both an introduction to the subjects as well as the methodology, statistical background, and operations research techniques needed to solve practical economic problems. In addition, food economics is given a special focus in the Handbook due to the recent emphasis on health and feeding the world population a quality diet. Furthermore, through examining these diverse topics, the authors seek to provide some indication of the direction of research in these areas and where future research endeavors may be productive. Acting as a comprehensive, up-to-date, and definitive work of reference, this Handbook will be of use to researchers, faculty, and graduate students looking to deepen their understanding of agricultural economics, agribusiness, and applied economics, and the interrelationship of those areas.
Empirical Model Discovery And Theory Evaluation
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Author : David F. Hendry
language : en
Publisher: MIT Press
Release Date : 2014-07-03
Empirical Model Discovery And Theory Evaluation written by David F. Hendry and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-07-03 with Business & Economics categories.
A synthesis of the authors' groundbreaking econometric research on automatic model selection, which uses powerful computational algorithms and theory evaluation. Economic models of empirical phenomena are developed for a variety of reasons, the most obvious of which is the numerical characterization of available evidence, in a suitably parsimonious form. Another is to test a theory, or evaluate it against the evidence; still another is to forecast future outcomes. Building such models involves a multitude of decisions, and the large number of features that need to be taken into account can overwhelm the researcher. Automatic model selection, which draws on recent advances in computation and search algorithms, can create, and then empirically investigate, a vastly wider range of possibilities than even the greatest expert. In this book, leading econometricians David Hendry and Jurgen Doornik report on their several decades of innovative research on automatic model selection. After introducing the principles of empirical model discovery and the role of model selection, Hendry and Doornik outline the stages of developing a viable model of a complicated evolving process. They discuss the discovery stages in detail, considering both the theory of model selection and the performance of several algorithms. They describe extensions to tackling outliers and multiple breaks, leading to the general case of more candidate variables than observations. Finally, they briefly consider selecting models specifically for forecasting.
Topics In Identification Limited Dependent Variables Partial Observability Experimentation And Flexible Modeling
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Author : Ivan Jeliazkov
language : en
Publisher: Emerald Group Publishing
Release Date : 2019-10-18
Topics In Identification Limited Dependent Variables Partial Observability Experimentation And Flexible Modeling written by Ivan Jeliazkov and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-10-18 with Business & Economics categories.
Volume 40B of Advances in Econometrics examines innovations in stochastic frontier analysis, nonparametric and semiparametric modeling and estimation, A/B experiments, big-data analysis, and quantile regression.