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Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modelling
Volume 40B of Advances in Econometricsexamines innovations in stochastic frontier analysis, nonparametric and semiparametric modeling and estimation, A/B experiments, big-data analysis, and quantile regression.
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Bingley :
Emerald Publishing Limited,
2019.
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| Colección: | Advances in Econometrics Ser.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Foreword; Ivan Jeliazkov and Justin L. Tobias 1. An Interview with Dale Poirier; Ivan Jeliazkov, Dale J. Poirier and Justin L. Tobias 2. Macroeconomic Nowcasting Using Google Probabilities; Gary Koop and Luca Onorante 3. Sentiment-Based Overlapping Community Discovery; Fulya Ozcan 4. Violence in the Decond Intifada: A Demonstration of Bayesian Generative Cognitive Modeling; Percy Mistry and Michael D. Lee 5. A Bayesian Model for Activation and Connectivity in Task-Related fMRI Data; Zhe Yu, Raquel Prado, Steve C. Cramer, Erin B. Quinlan and Hernando Ombao 6. Robust Estimation of ARMA Models with Near Root Cancellation; Timothy Cogley and Richard Startz 7. A Simple Efficient Moment-Based Estimator for the Stochastic Volatility Model; Md. Nazmul Ahsan and Jean-Marie Dufour 8. A New Approach to Modeling Endogenous Gain Learning; Eric Gaus and Srikanth Ramamurthy 9. How Sensitive are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis; Joshua C.C. Chan, Liana Jacobi and Dan Zhu 10. Stein-like Shrinkage Estimation of Panel Data Models with Common Correlated Effects; Bai Huang, Tae-Hwy Lee and Aman Ullah 11. Predictive Testing for Granger Causality via Posterior Simulation and Cross Validation; Gary J. Cornwall, Jeffrey A. Mills, Beau A. Sauley and Huibin Weng 12. New Evidence on the Effect of Compulsory Schooling Laws; Theodore F. Figinski, Alicia Lloro and Phillip Li.