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Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling

Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling
Author: Ivan Jeliazkov
Publisher: Emerald Group Publishing
Total Pages: 272
Release: 2019-10-18
Genre: Business & Economics
ISBN: 1838674195

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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.


Microeconometrics

Microeconometrics
Author: Steven Durlauf
Publisher: Springer
Total Pages: 365
Release: 2016-06-07
Genre: Literary Criticism
ISBN: 0230280811

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Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.


Prediction and Causality in Econometrics and Related Topics

Prediction and Causality in Econometrics and Related Topics
Author: Nguyen Ngoc Thach
Publisher: Springer Nature
Total Pages: 691
Release: 2021-07-26
Genre: Technology & Engineering
ISBN: 303077094X

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This book provides the ultimate goal of economic studies to predict how the economy develops—and what will happen if we implement different policies. To be able to do that, we need to have a good understanding of what causes what in economics. Prediction and causality in economics are the main topics of this book's chapters; they use both more traditional and more innovative techniques—including quantum ideas -- to make predictions about the world economy (international trade, exchange rates), about a country's economy (gross domestic product, stock index, inflation rate), and about individual enterprises, banks, and micro-finance institutions: their future performance (including the risk of bankruptcy), their stock prices, and their liquidity. Several papers study how COVID-19 has influenced the world economy. This book helps practitioners and researchers to learn more about prediction and causality in economics -- and to further develop this important research direction.


Essays on Partial Identification in Econometrics and Finance

Essays on Partial Identification in Econometrics and Finance
Author: Alfred Galichon
Publisher:
Total Pages: 110
Release: 2007
Genre:
ISBN: 9780549024767

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The second essay propose an alternative testing methodology with favorable computational properties, the "Dilation Bootstrap," a testing methodology based on probabilistic coupling representations of the empirical distribution.


Partial Identification of Probability Distributions

Partial Identification of Probability Distributions
Author: Charles F. Manski
Publisher: Springer Science & Business Media
Total Pages: 188
Release: 2006-04-29
Genre: Mathematics
ISBN: 038721786X

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The book presents in a rigorous and thorough manner the main elements of Charles Manski's research on partial identification of probability distributions. The approach to inference that runs throughout the book is deliberately conservative and thoroughly nonparametric. There is an enormous scope for fruitful inference using data and assumptions that partially identify population parameters.


Financial Econometrics: Bayesian Analysis, Quantum Uncertainty, and Related Topics

Financial Econometrics: Bayesian Analysis, Quantum Uncertainty, and Related Topics
Author: Nguyen Ngoc Thach
Publisher: Springer Nature
Total Pages: 865
Release: 2022-05-28
Genre: Technology & Engineering
ISBN: 3030986896

Download Financial Econometrics: Bayesian Analysis, Quantum Uncertainty, and Related Topics Book in PDF, ePub and Kindle

This book overviews latest ideas and developments in financial econometrics, with an emphasis on how to best use prior knowledge (e.g., Bayesian way) and how to best use successful data processing techniques from other application areas (e.g., from quantum physics). The book also covers applications to economy-related phenomena ranging from traditionally analyzed phenomena such as manufacturing, food industry, and taxes, to newer-to-analyze phenomena such as cryptocurrencies, influencer marketing, COVID-19 pandemic, financial fraud detection, corruption, and shadow economy. This book will inspire practitioners to learn how to apply state-of-the-art Bayesian, quantum, and related techniques to economic and financial problems and inspire researchers to further improve the existing techniques and come up with new techniques for studying economic and financial phenomena. The book will also be of interest to students interested in latest ideas and results.


Handbook of Econometrics

Handbook of Econometrics
Author: James Joseph Heckman
Publisher: Elsevier
Total Pages: 1013
Release: 2007
Genre: Econometrics
ISBN: 0444506314

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As conceived by the founders of the Econometric Society, econometrics is a field that uses economic theory and statistical methods to address empirical problems in economics. It is a tool for empirical discovery and policy analysis. The chapters in this volume embody this vision and either implement it directly or provide the tools for doing so. This vision is not shared by those who view econometrics as a branch of statistics rather than as a distinct field of knowledge that designs methods of inference from data based on models of human choice ...


Identification Problems in the Social Sciences

Identification Problems in the Social Sciences
Author: Charles F. Manski
Publisher: Harvard University Press
Total Pages: 365
Release: 1999-03-15
Genre: Business & Economics
ISBN: 0674265807

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This book provides a language and a set of tools for finding bounds on the predictions that social and behavioral scientists can logically make from nonexperimental and experimental data. The economist Charles Manski draws on examples from criminology, demography, epidemiology, social psychology, and sociology as well as economics to illustrate this language and to demonstrate the broad usefulness of the tools. There are many traditional ways to present identification problems in econometrics, sociology, and psychometrics. Some of these are primarily statistical in nature, using concepts such as flat likelihood functions and nondistinct parameter estimates. Manski's strategy is to divorce identification from purely statistical concepts and to present the logic of identification analysis in ways that are accessible to a wide audience in the social and behavioral sciences. In each case, problems are motivated by real examples with real policy importance, the mathematics is kept to a minimum, and the deductions on identifiability are derived giving fresh insights. Manski begins with the conceptual problem of extrapolating predictions from one population to some new population or to the future. He then analyzes in depth the fundamental selection problem that arises whenever a scientist tries to predict the effects of treatments on outcomes. He carefully specifies assumptions and develops his nonparametric methods of bounding predictions. Manski shows how these tools should be used to investigate common problems such as predicting the effect of family structure on children's outcomes and the effect of policing on crime rates. Successive chapters deal with topics ranging from the use of experiments to evaluate social programs, to the use of case-control sampling by epidemiologists studying the association of risk factors and disease, to the use of intentions data by demographers seeking to predict future fertility. The book closes by examining two central identification problems in the analysis of social interactions: the classical simultaneity problem of econometrics and the reflection problem faced in analyses of neighborhood and contextual effects.


Identification and Inference for Econometric Models

Identification and Inference for Econometric Models
Author: Donald W. K. Andrews
Publisher: Cambridge University Press
Total Pages: 606
Release: 2005-06-17
Genre: Business & Economics
ISBN: 9780521844413

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This 2005 collection pushed forward the research frontier in four areas of theoretical econometrics.